**Chapter 11. **** Nonnegative Matrix Factorization** (.NET, C#, CSharp, VB, Visual Basic, F#)

Nonnegative matrix
factorization (NMF) approximately
factors a matrix *V* into two matrices,
*W* and *H*:

NMF differs from many other factorizations by enforcing
the constraint that the factors *W*
and *H* must be non-negative—that
is, all elements must be equal to or greater than zero.

If a set of *m* *n*-dimensional data vectors are placed in
an *n* x *m*
matrix *V*, then NMF can be used to
approximately factor *V* into an *n* x *r*
matrix *W* and an *r*
x *m* matrix *H*.
Usually *r* is chosen to be much smaller
than either *m* or *n*,
so that *W* and *H*
are smaller than the original matrix *V*.
Thus, each column v of *V* is approximated
by a linear combination of the columns of *W*,
with the coefficients being the corresponding column *h*
of *H*, v ≈ Wh. This extracts
underlying features of the data as basis vectors in *W*,
which can then be used for identification, classification, and compression.
By not allowing negative entries in *W*
and *H*, NMF enables a non-subtractive
combination of the parts to form a whole.

**NMath Stats**
provides classes for basic NMF, and for data clustering using NMF. This
chapter describes how to use the NMF classes.