\documentclass{article}
\usepackage[pdftex,active,tightpage]{preview}
\setlength\PreviewBorder{2mm}
\usepackage{tikz}
\usepackage{tkz-fct}
\usetikzlibrary{shapes.misc}
\usetikzlibrary{shapes, calc, shapes,snakes} 
\usepackage{amsmath,amssymb}

\begin{document}
\begin{preview}
\begin{tikzpicture}[dot/.style={    thick,
    %draw=gray,
    %cross out,
    fill,
    shape=circle,
    inner sep=3pt,
    minimum width=4pt,
    minimum height=4pt}]
\newcommand{\R}{2cm};

\node (a) [dot] at (0,0) {};
\node (b) [dot] at (\R,0) {};
\node (c) [dot] at (2*\R,0) {};
\node (d) [dot] at (3*\R,0) {};

\node (e) [dot] at (0,\R) {};
\node (f) [dot] at (\R,\R) {};
\node (g) [dot] at (2*\R,\R) {};
\node (h) [dot] at (3*\R,\R) {};

%\node (center1) [thick,draw=blue,cross out,black,inner sep=3pt,minimum width=4pt,minimum height=4pt] at (0.5*\R,0.5*\R) {};
\draw[dotted,thick] (0.5*\R,0.5*\R) circle(\R);
\node (center1) at (0.5*\R+3,0.5*\R) {Cluster 1};
\draw[dotted,thick] (2.5*\R,0.5*\R) circle(\R);
\node (center1) at (2.5*\R-3,0.5*\R) {Cluster 2};
%\draw[dashed,thick] (a) circle(\R);
%\draw[dashed,thick] (b) circle(\R);
%\draw[dashed,thick] (c) circle(\R);

\draw[->, ultra thick] (b) -- (a);
\draw[->, ultra thick] (f) -- (e);
\draw[->, ultra thick] (c) -- (d);
\draw[->, ultra thick] (g) -- (h);
\draw[->, ultra thick] (a) to[bend right] (e);
\draw[->, ultra thick] (e) to[bend right] (a);
\draw[->, ultra thick] (d) to[bend right] (h);
\draw[->, ultra thick] (h) to[bend right] (d);
\end{tikzpicture}
\end{preview}
\end{document}