Research Article

A Symmetric Rank-One Quasi-Newton Method for Nonnegative Matrix Factorization

Algorithm 2

The SR1 algorithm for NMF.
Initialization
 Input matrix , the maximum number of iteration: maxiter;
 initial matrix ;
 the approximate rank , .
for : maxiter
 (1) ,   ;
 (2) Compute the matrix by using the Algorithm 1, where the object function is (18);
 (3) ,   ;
 (4) ,   ;
   Compute the matrix by using the Algorithm 1, where the object function is (21);
 (5) ,   ;
 (6) if the stopping criteria is met, then break.
end for