Algorithm 1.

Optimization procedure for Fast-Higashi

1:	for chromosome c do
2:	Initialize $A^{(c)}$ to be full of one
3:	Initialize ${\overline{B}}^{(c)}$ to be the identity matrix
4:	Flatten the first two dimensions of $X^{(c)}$, denote its $r_c$ right singular vectors by ${(VD)}^{(c)}$
5:	end for
6:	Concatenate all ${(VD)}^{(c)}$ along the rank dimension, and initialize V as its top R left singular vectors
7:	Initialize $D^{(c)}$ as $V^{\top }{(VD)}^{(c)}$ for every chromosome c
8:	for $1\le t\le T$ do
9:	Update the value of $U^{(c)}$ by its closed form for each chromosome c
10:	Update the value of V by its closed form
11:	Update ${\overline{B}}^{(c)}$, $A^{(c)}$, $D^{(c)}$ by alternative least square (ALS) until convergence for chromosome c
12:	end for