Algorithm 2.
NNS-SP
| Input: Φ, Y, p, and S. |
| Output: X̂ and Λ̂SS. |
| Initialization: Set R(0) = Y and . |
| Iteration: for j = 1, 2, … until stopping criteria are satisfied |
| 1. Set Γ(j) to be the indices of the S largest μnn(ϕi, R(j−1)) values. |
| 2. Set . |
| 3. Update X̂(j) according to (11). |
| 4. Redefine as the indices of the S rows of X̂(j) with the largest Frobenius norms. |
| 5. Update X̂(j) according to (11). |
| 6. Update R(j) = Y − ΦX̂(j). |