Non-negative matrix factorization algorithm based on method of least square

The nonnegative matrices decomposition algorithm is discussed, and its objective function based on Euclidean distance proposed by Lee & Seung is simplified. A decomposition factor is identified in the primitive matrix at firstly and the other factor is solved using least-square method. And then, using least-square method again to solve another factor for the obtained result. So circulates, until the solution with minimum error will be found. The specific algorithm is described and it is easily to be realized by using LINGO software. An example shows that the matrix decomposition result has smaller error than the result of existing.