// Factors returns matrices W and H that are non-negative factors of V within the
// specified tolerance and computation limits given initial non-negative solutions Wo
// and Ho.
func Factors(V, Wo, Ho *mat64.Dense, c Config) (W, H *mat64.Dense, ok bool) {
to := time.Now()
W = Wo
H = Ho
var (
wr, wc = W.Dims()
hr, hc = H.Dims()
tmp mat64.Dense
)
var vhT mat64.Dense
gW := mat64.NewDense(wr, wc, nil)
tmp.Mul(H, H.T())
gW.Mul(W, &tmp)
vhT.Mul(V, H.T())
gW.Sub(gW, &vhT)
var wTv mat64.Dense
gH := mat64.NewDense(hr, hc, nil)
tmp.Reset()
tmp.Mul(W.T(), W)
gH.Mul(&tmp, H)
wTv.Mul(W.T(), V)
gH.Sub(gH, &wTv)
var gHT, gWHT mat64.Dense
gHT.Clone(gH.T())
gWHT.Stack(gW, &gHT)
grad := mat64.Norm(&gWHT, 2)
tolW := math.Max(0.001, c.Tolerance) * grad
tolH := tolW
var (
_ok bool
iter int
)
decFiltW := func(r, c int, v float64) float64 {
// decFiltW is applied to gW, so v = gW.At(r, c).
if v < 0 || W.At(r, c) > 0 {
return v
}
return 0
}
decFiltH := func(r, c int, v float64) float64 {
// decFiltH is applied to gH, so v = gH.At(r, c).
if v < 0 || H.At(r, c) > 0 {
return v
}
return 0
}
var vT, hT, wT mat64.Dense
for i := 0; i < c.MaxIter; i++ {
gW.Apply(decFiltW, gW)
gH.Apply(decFiltH, gH)
var proj float64
for _, v := range gW.RawMatrix().Data {
proj += v * v
}
for _, v := range gH.RawMatrix().Data {
proj += v * v
}
proj = math.Sqrt(proj)
if proj < c.Tolerance*grad || time.Now().Sub(to) > c.Limit {
break
}
vT.Clone(V.T())
hT.Clone(H.T())
wT.Clone(W.T())
W, gW, iter, ok = nnlsSubproblem(&vT, &hT, &wT, tolW, c.MaxOuterSub, c.MaxInnerSub)
if iter == 0 {
tolW *= 0.1
}
wT.Reset()
wT.Clone(W.T())
W = &wT
var gWT mat64.Dense
gWT.Clone(gW.T())
*gW = gWT
H, gH, iter, _ok = nnlsSubproblem(V, W, H, tolH, c.MaxOuterSub, c.MaxInnerSub)
ok = ok && _ok
if iter == 0 {
tolH *= 0.1
}
}
return W, H, ok
}