Eigen-Decomposition-Free Directed Graph Sampling via Gershgorin Disc Alignment

Graph sampling is the problem of choosing a node subset via sampling matrix H ∈ {0, 1} ^K×N to collect samples y = Hx ∈ℝ ^K , K < N, so that the target signal x ∈ ℝ ^N can be reconstructed in high fidelity. While sampling on undirected graphs is well studied, we propose the first eigen-decomposition-free sampling scheme tailored specifically for directed graphs, leveraging a previous undirected graph sampling method based on Gershgorin disc alignment (GDAS). Concretely, given a directed positive graph ${{\mathcal{G}}^d}$ specified by random-walk graph Laplacian matrix L rw , we first define reconstruction of a smooth signal x ^∗ from samples y using graph shift variation (GSV) $\left\| {{{\mathbf{L}}_{rw}}{\mathbf{x}}} \right\|_2^2$ as a signal prior. To minimize the worst-case reconstruction error of the linear system solution x ^∗ = C ⁻¹ H ^⊤ y with symmetric coefficient matrix${\mathbf{C}} = {{\mathbf{H}}^ \top }{\mathbf{H}} + \mu {\mathbf{L}}_{rw}^ \top {{\mathbf{L}}_{rw}}$, the E-optimality sampling objective is to choose H to maximize the smallest eigenvalue λ min (C) of C. To circumvent eigen-decomposition, we maximize instead a lower bound $\lambda _{\min }^ - \left( {{\mathbf{SC}}{{\mathbf{S}}^{ - 1}}} \right)$ of λ min (C)—smallest Gershgorin disc left-end of a similarity transform of C—via a variant of GDAS based on Gershgorin circle theorem (GCT). Experimental results show that our sampling method yielded smaller signal reconstruction errors at a faster speed compared to competing schemes.