Non-negative Matrix Factorization

gistfile1.r

# Given matrix V, and decompose it as 
# V ~ W %*% H

NMF.EUC <- function(V, r, n){
 W <- matrix(runif(nrow(V)*r), nrow(V), r)
 H <- matrix(runif(ncol(V)*r), r, ncol(V))
 d <- c(0)
 for(i in 1:n){
  W <- W * (V %*% t(H)) / (W %*% H %*% t(H))
  H <- H * (t(W) %*% V) / (t(W) %*% W %*% H)
  d[i] <- sum(abs(V - W %*% H)**2)
 }
 return (list(W = W, H = H, d = d))
}

#####################

V <- matrix(runif(1500),30,50)
tmp <- NMF.EUC(V,10,100)

x11(); plot(tmp$d)
x11(); image( t(V) )
x11(); image( t(tmp$W %*% tmp$H) )