Initialize nonnegative matrices
𝑊
(
0
)
and
𝐻
(
0
)
While
Stopping criteria are not satisfied
do
𝑊
←
𝑊
⊙
(
𝑉
𝐻
⊤
)
⊘
(
𝑊
𝐻
𝐻
⊤
)
𝐻
←
𝐻
⊙
(
𝑊
⊤
𝑉
)
⊘
(
𝑊
⊤
𝑊
𝐻
)
end while
{
⊙
and
⊘
denotes the Hadamard product, that is the element-wise matrix
multiplication and the element-wise division, respectively}
Algorithm 1:
The Lee and Seung multiplicative update rules (NMF).