bounding the mixing time via spectral gap graph random walk seminar fall 2009

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Ilan Ben-Bassat Omri Weinstein

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Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009. Ilan Ben-Bassat Omri Weinstein. Outline Why spectral gap? Undirected Regular Graphs. Directed Reversible Graphs. Example (Unit hypercube). Conductance. Reversible Chains. - PowerPoint PPT Presentation

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Page 1: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

Ilan Ben-Bassat Omri Weinstein

Page 2: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

Outline

Why spectral gap? Undirected Regular Graphs. Directed Reversible Graphs. Example (Unit hypercube). Conductance. Reversible Chains.

Page 3: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

P- Transition matrix (ergodic) of anundirected regular graph.

P is real, stochastic and symmetric, thus: All eigenvalues are real. P has n real (orthogonal) eigenvectors.

Page 4: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

P’s eigenvalues satisfy:

Why do we have an eigenvalue 1? Why do all eigenvalues satisfy ? Why are there no more 1’s? Why are there no (-1)’s?

1...1 1210 N

1||

Page 5: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

Laplacian MatrixL = I – P

So, L is symmetric and positive semi definite.

L has eigenvalue 0 with eigenvector 1v.

n

ji

n

jijiij

n

jj

n

jiijji

n

iiijji

n

ii

ttt yyPyPyyyPyyyPyyIyyLyy1, 1,

2

1

2

1,1

2

1

2 0)(2

1)2(

2

1

Claim: The multiplicity of 0 is 1.2

1,

)(2

10 ji

n

jiij

t vvPLvv

Page 6: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

So?...

vvPIvLv )(

vPvv vvvPv )1(

Page 7: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

IntuitionHow could eigenvalues and mixing time be connected?

111100111100 ...)...( Nt

Ntt

NNtt vPavPavPavavavaPvP

1111110111111000 ...... Nt

NNt

Nt

NNtt vavaavavava

t1

Page 8: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

Spectral Gap and Mixing Time

The spectral gap determines the mixing rate:

Larger Spectral Gap = Rapid Mixing

max1

Page 9: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

As for P’s spectral decomposition, P has anorthonormal basis of eigenvectors.

We can bound by .

So, the mixing time is bounded by:

|| , jtjiP t

max

maxlog

log)(

Page 10: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

Assume directed reversible graph (or general undirected graph).

We have no direct spectral analysis.

But P is similar to a symmetric matrix!

Page 11: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

ProofLet be a matrix with diagonal entries .

Claim: is a symmetric matrix.

2/1D )(w

2/12/1 PDDS

j

jiijjiijjijcolumnilineji PDPDDPDDPDs

1)()()( ,

2/1,

2/12/1,

2/1)(

2/1)(

2/1,

i

ijjij Ps

1)( ,,

ijjjii PP ,, From reversibility:

Page 12: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

vDvDS

vvDSDvSDD

vvP

T

TT

T

2/12/1

2/12/12/12/1 )(

S and P have the same eigenvalues.What about eigenvectors?

Page 13: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

Still:

Why do all eigenvalues satisfy ? (same)

Why do we have an eigenvalue 1? (same)

Why is it unique?same for (-1).

As for 1: Omri will prove:

1210 ...1 N

1||

iii

jijiiji

y y

yyP

T 2

2

01

)(

min1

Page 14: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

According to spectral decomposition ofsymmetric matrices:

Note:

1

0

)(1

0

)()(N

i

ii

N

i

iii EeeS

T

2/1)0()()()()( ;;02 DeEEEE Tiiji

Page 15: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

Main Lemma:For every , we define:

So, for every we get:

U

})(

|)(),(|{max

, j

jjiP t

UjiU

0t

)(minmax

iIi

t

U

Page 16: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

So, we can get

1

0

)(N

i

iti

t ES

Page 17: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

min

maxmaxmax

|),(|

,

11max)(

tt

ji

t

ji

jjiP

UjiU j

jt

t

max

min

log

)log()(

Now, we can bound the mixing time:

Page 18: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

SummaryWe have bounded the mixing time forirreducible, a-periodic reversible

graphs.

Note:Reducible graphs have no unique

eigenvalue.Periodic graphs – the same (bipartite

graph).

Page 19: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

Graph ProductLet . The product

Is defined by and

2,1),,( iEVG iii

),(21 EVGGG

21 VVV ]}),([]),([|)),(),,{(( 12121221212121 EvvandwworEwwandvvwwvvE

0

1

2K(0,0)

(0,1) (1,1)

(0,1)

22 KK

222 ... KKKQn

Page 20: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

..0.

....

....

1..0

1GA

Entry (i,j)

...),(

....

...),(

),(.),(

1

11

in

i

jj

vw

vw

vwvw

..0.

....

....

..

||

||2

2

2

V

VG IAGA

Page 21: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

So, only the permutations that were counted for the determinant of AG1, will be counted here. We instead of we getSo,

)(k )(22 G

AI

Page 22: Bounding the mixing time via Spectral Gap Graph Random Walk Seminar Fall 2009

The eigenvectors of Qn are We now re-compute every eigenvalue by: Adding n (self loops) Dividing by 2n (to get a transition matrix).

Now we get

And the mixing time satisfies:

},...2,1,0{ n

n2

11max

)()log()( 21 nOn