Spectral characterization of hierarchical network modularity and limits of modularity detection

Many real world networks are reported to have hierarchically modular organization. However, there exists no algorithm-independent metric to characterize hierarchical modularity in a complex system. The main results of the paper are a set of methods to address this problem. First, classical results from random matrix theory are used to derive the spectrum of a typical stochastic block model hierarchical modular network form. Second, it is shown that hierarchical modularity can be fingerprinted using the spectrum of its largest eigenvalues and gaps between clusters of closely spaced eigenvalues that are well separated from the bulk distribution of eigenvalues around the origin. Third, some well-known results on fingerprinting non-hierarchical modularity in networks automatically follow as special cases, threreby unifying these previously fragmented results. Finally, using these spectral results, it is found that the limits of detection of modularity can be empirically established by studying the mean values of the largest eigenvalues and the limits of the bulk distribution of eigenvalues for an ensemble of networks. It is shown that even when modularity and hierarchical modularity are present in a weak form in the network, they are impossible to detect, because some of the leading eigenvalues fall within the bulk distribution. This provides a threshold for the detection of modularity. Eigenvalue distributions of some technological, social, and biological networks are studied, and the implications of detecting hierarchical modularity in real world networks are discussed.