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Choose an integer $p\\ll\\min\\left\\{ n,m\\right\\}$. The non-negative matrix factorization problem (NMF) is to find non-negative matrices $K$ and $X$ where $K$ is $n\\times p$, $X$ is $p\\times m$ and $M$ is approximately equal to $KX$. This approximates $M$ by a non-negative matrix of rank at most $p$. For example, if we use the Frobenius norm then we want to compute non-negative $K\\ $and $X$ such that $\\left\\Vert M-KX\\right\\Vert _{F}^{2}$ is minimized. Non-negativity is a awkward side condition so the minimization problem is often replaced by a minimization of an objective function of the form $F(K,X):=\\left\\Vert M-KX\\right\\Vert _{F}^{2}+\\Phi(K,X)$ where $\\Phi(K,X)$ is a penalty function which becomes large whenever $K$ or $X$ has a negative entry. Minimization of this latter function is carried out iteratively in a series of steps in which one of $K$ or $X$ is kept fixed and the other modified to reduce the size of the objective function. In practice this last computation is carried out by replacing $F(K,X)$ at each step by a simpler function called a surrogate functional. The overall process is sometimes referred to as an MM-algorithm (see, for example, [\\textit{D. R. Hunter} and \\textit{K. Lange}, ``A tutorial on MM algorithms'' Am. Stat. 58, 30--37 (2004; \\url{doi:10.1198/0003130042836})]). 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