Non-negative Matrix Factorization in NMath, Part 1

A couple of years ago, we were asked by a customer to provide an implementation of an algorithm called Non-negative Matrix Factorization (NMF). We did a basic implementation, which we later included in our NMath Stats library. I kind of forgot about it until we recently heard from a prospective NMath customer who wanted to use NMF for grouping, or clustering. Talking with this customer rekindled m...
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