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Illustration of CSMF. X1 and X2 are the data matrices as the inputs of CSMF. After applying CSMF on X1 and X2, low-rank basis matrices and coefficient matrices are obtained. Then we reorder these low-rank matrices, which are shown in the middle panel. Next, the reordered X1 (X2) with obvious patterns (the right panel) is reconstructed by summing the common characteristics WcHc1 (WcHc2) and specific characteristics Ws1Hs1 (Ws2Hs2).
