Input: X—data matrix

k—parameter

σ—Iterative stop threshold

ε—Maximum Iteration

Output: S—connectivity matrix

Procedure:

Step 1

Construct the connectivity matrix based on k-NN

Step 2

For $N=1,\cdots ,\epsilon$

Calculate S by solving Equation (7), and initial objective function value of Equation (7): $f_0\leftarrow f_S$

If $\left|f_N-f_{N-1}\right|<\sigma$

Break, and Return S

End If

End If