CW 440

Pieter Peers and Philip Dutré
Update rules for a weighted non-negative FH*G factorization

Abstract

In this report the derivation and prove of convergence of a weighted non-negative factorization of the form FH*G is discussed. The derivation and prove is based on Lee and Seung's original derivation of Non-negative Matrix Factorization . This form is particularly suited to factor matrices exhibiting a band-diagonal structure with orthogonal discontinuities.