1. 拉普拉斯算子(Laplacian operator)

二阶非混合偏导的和:

$$ \Delta f(x_1,x_2,\cdots,x_n) = \sum_{i=1}^{n}\frac{\partial^2f}{\partial x_{i}^2} $$

以二元为例使用单侧差分公式表示:

$$ \begin{aligned}\Delta f&=\frac{\partial^2f}{\partial x^2}+\frac{\partial^2f}{\partial y^2} \\ &\approx \frac{f(x+\Delta x,y)+f(x-\Delta x,y)-2f(x,y)}{(\Delta x)^2}+\frac{f(x,y+\Delta y)+f(x,y-\Delta y)-2f(x,y)}{(\Delta y)^2}\end{aligned} $$

$f(x,y)$进行离散化,并令$\Delta x= \Delta y= 1$可得:

$$ \Delta f(x_i, y_j)=f(x_{i+1}, y_j)+f(x_{i-1}, y_j)+f(x_{i}, y_{j+1})+f(x_i, y_{j-1})-4*f(x_i,y_j) \\ \Rightarrow \Delta f = \sum_{(k,l)\in N(i,j)}(f(x_k, y_l)-f(x,y)) $$

其中 , $N(i,j)$点$(x_i,y_j)$的邻居;

2. 图拉普拉斯矩阵

2.1 从拉普拉斯的物理意义上推到出L=D-W

拓展到图上,对图上的一个单通道信号$f(\cdot):node\rightarrow \mathbb{R}$:

$$ f(V)=\begin{pmatrix}f(v_1)\\f(v_2)\\\vdots\\f(v_n)\end{pmatrix} $$

求拉普拉斯:(对v_i的信号同邻居的信号差求加权和,然后向量化)

$$ \begin{aligned}\Delta f(v_i)&=\sum_{j\in N(i)}w_{ij}(f(v_i)-f(v_j))\\ &=\sum_{j\in N(i)}w_{ij}(f(v_i)-f(v_j)) + \sum_{j\notin N(i)}0(f(v_i)-f(v_j))\\ &= \sum_{j\in N(i)}w_{ij}(f(v_i)-f(v_j)) + \sum_{j\notin N(i)}w_{ij}(f(v_i)-f(v_j))\\&=\sum_{j=1}^nw_{ij}(f(v_i)-f(v_j))\\ &= (w_{i1}, w_{i2}, \cdots,w_{in})\begin{pmatrix}f(v_i)-f(v_1)\\f(v_i)-f(v_2)\\ \vdots \\f(v_i)-f(v_n) \end{pmatrix} \\&=\vec{W}{i*}\cdot (f(v_i)\mathbf{1}-f(V))\\&=f(v_i)(\vec{W}{i*}\cdot \mathbf{1})-\vec{W}{i*}\cdot f(V) \\&=D{ii}f(v_i)-\vec{W}{i*}\cdot f(V)\\&=\vec{D}{i*}f(V)-\vec{W}{i*}\cdot f(V) \\&=(\vec{D}{i*}-\vec{W}_{i*})f(V)\end{aligned} \\ \Rightarrow \Delta f = \begin{pmatrix}\Delta f(v_1) \\ \Delta f(v_2) \\ \vdots \\ \Delta f(v_n) \\\end{pmatrix}=(D-W)f(V) $$

$W$: 带权重的邻接矩阵;

$D$:度矩阵,$D_{ii}=\sum_{j=1}^{n}W_{ij}$