Stability Analysis of Multiplicative Update Algorithms and Application to Nonnegative Matrix Factorization

Roland Badeau (1) , Nancy Bertin (2) , Emmanuel Vincent (2)

1 LTCI - Laboratoire Traitement et Communication de l'Information
2 METISS - Speech and sound data modeling and processing

Mots clés: Convergence of numerical methods; Lyapunov methods; multiplicative update algorithms; nonnegative matrix factorization; optimization methods; stability

Domaines: Analyse numérique [math.NA]; Traitement du signal et de l'image [eess.SP]; Traitement du signal et de l'image [eess.SP]

Roland Badeau, Nancy Bertin, Emmanuel Vincent. Stability Analysis of Multiplicative Update Algorithms and Application to Nonnegative Matrix Factorization. IEEE Transactions on Neural Networks, 2010, 21 (12), pp.1869-1881. ⟨10.1109/TNN.2010.2076831⟩. ⟨inria-00555984⟩