NMath Reference Guide

## INMFUpdate |

Interface to be implemented by all Non-negative Matrix Factorization (NMF)
update algorithms used by the NMFact class.

Syntax

The INMFUpdateAlgorithm type exposes the following members.

Methods

Name | Description | |
---|---|---|

Cost | Returns the value of the cost function for the non-negative factorization of V = WH. The cost function is minimized by the factorization. | |

InitialFactors | Provides the initial factors for the iteration process that computes W and H in the non-negative matrix factorization V = WH. | |

IterationStep | Updates the factors W and H in the non-negative matrix factorization V = WH. |

Remarks

In a non-negative factorization, a non-negative matrix, V,
is factored into a product, WH, of two non-negative matrices, W
and H. The algorithms pertaining to this interface compute this
factorization in an iterative manner, updating the factors W and
H at each step with the goal of minimizing some cost function. For
example:

C#

C(V, W, H) - C(V, W, H) = ||V - WH||

See Also