C \in \mathbb{R}^{m \times n}, X \in \mathbb{R}^{m \times n}, W \in \mathbb{R}^{m \times k}, H \in \mathbb{R}^{n \times k}, S \in \mathbb{R}^{m \times m}, P \in \mathbb{R}^{n \times n}
##{S}## and ##{P}## are similarity matrices (symmetric).
##\lambda##, ##\alpha## and ##\beta## are...