Publication Data
General and nested Wiberg minimization: L2 and maximum likelihood
Abstract: Wiberg matrix factorization breaks a matrix Y into low-rank
factors U and V by solving for V in closed form given U, linearizing V (U) about U, and
iteratively minimizing jjY UV (U)jj2 with respect to U only. This approach factors the
matrix while eectively removing V from the minimization. We generalize the Wiberg
approach beyond factorization to minimize an arbitrary function that is nonlinear in
each of two sets of variables. In this paper we focus on the case of L2 minimization
and maximum likelihood estimation (MLE), presenting an L2 Wiberg bundle adjustment
algorithm and a Wiberg MLE algorithm for Poisson matrix factorization. We also show
that one Wiberg minimization can be nested inside another, eectively removing two of
three sets of variables from a minimization. We demonstrate this idea with a nested
Wiberg algorithm for L2 projective bundle adjustment, solving for camera matrices,
points, and projective depths.
