Abstract
A fast non-negative latent factor (FNLF) model for a high-dimensional and sparse (HiDS) matrix adopts a Single Latent Factor-dependent, Non-negative, Multiplicative and Momentum-incorporated Update (SLF-NM <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sup> U) algorithm, which enables its fast convergence. It is crucial to achieve a rigorously theoretical proof regarding its fast convergence, which has not been provided in prior research. Aiming at addressing this critical issue, this work theoretically proves that with an appropriately chosen momentum coefficient, SLF-NM <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sup> U enables the fast convergence of an FNLF model in both continuous and discrete time cases. Empirical analysis of HiDS matrices generated by representative industrial applications provides empirical evidences for the theoretical proof. Hence, this study represents an important milestone in the field of HiDS matrix analysis.
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