What you're asking might be called "nonnegative Cholesky factorization." From a brief search, there seems to be a dearth of literature on that subject. You could be the first!
--Tim On Wednesday, May 06, 2015 09:59:37 AM Lytu wrote: > NMF.jl package can factorize a matrix 3x3 and give two matrix (a 3x2 matrix > H and a 2x3 matrix W), W is the transpose of a matrix H? > A = H * W > E.g: > import NMF > A=[5.0 3.0 6.0;3.0 9.0 12.0;6.0 12.0 17.0] > H, W= NMF.randinit(A, 2) > > this code give me 2 matrix H and W > > I know that NMF.randinit() gives two matrix H(3x2) and W(2x3) but W is not > the transpose of a matrix H. > > I would like to know there is a function in NMF package that can give this > such result: > A = H * W with W=H' > Thank you
