nmf.m

Code to run the Non-negative Matrix Factorization algorithm as presented in the Lee, Seung 1999 Natu

% Non-negative matrix factorization...
function [W, H, obj, num_iter] = nmf(V, W_in, H_in, max_iter, lambda)
    fprintf('Starting NMF algorithm...\n');
    
    W = W_in;
    H = H_in;
    n = size(W,1);
    r = size(W,2);
    m = size(H,2);
    
    obj_old = compute_objective(V,W*H);
    obj = obj_old;
    for k=1:max_iter
        obj_old = obj;
        if mod(k,10) == 0
            fprintf('%d/%d\n', k, max_iter);
            fprintf('obj: %f\n', obj_old);
        end
        
        % Update rules...
        W = W.*((V./(W*H))*H');
        W = W./repmat(sum(W,1),n,1);
        H = H.*(W'*(V./(W*H)));
        
        obj = compute_objective(V,W*H);
        if obj-obj_old <= lambda
            num_iter = k;
            return
        end
    end
    
    num_iter = max_iter;
    
function obj = compute_objective(V, WH)
    obj = sum(sum(V.*log(WH) - (WH)));