Mdthbs

I came across this picture and I would like to know if you could give me a hand with it. I know how to draw the rectangles but, when it comes to the labeling thing, I am a total mess. Not to mention the sigma in the diagonal in the middle matrix.

So far, I've tried this:

 documentclass[border=0.1cm]{standalone}

 usepackage[utf8]{inputenc}



  usepackage{tikz}

  usepackage{amsfonts}

  usepackage{amsmath,amssymb}

  usepackage{systeme,mathtools}

  usetikzlibrary{positioning,arrows.meta,quotes}

  usetikzlibrary{shapes,snakes}

  usetikzlibrary{bayesnet}

  tikzset{>=latex}



begin{document}

begin{tikzpicture}

draw (-1.8,0.6) node {{color{blue}MF explained:}};

draw [very thick] (0,0) rectangle (3.6/2,2.4/2);

filldraw [fill=green!20!white,draw=green!40!black] (0,0) rectangle (3.6/2,2.4/2);

filldraw [fill=white] (0.4/2,0.4/2) rectangle (0.8/2,0.8/2);

filldraw [fill=white] (2.4/2,0.4/2) rectangle (2.8/2,0.8/2);

filldraw [fill=white] (0.8/2,1.2/2) rectangle (1.2/2,1.6/2);

filldraw [fill=white] (2.0/2,1.6/2) rectangle (2.4/2,2.0/2);

filldraw [fill=white] (0.4/2,2.0/2) rectangle (0.8/2,2.4/2);

filldraw [fill=white] (2.4/2,2.0/2) rectangle (2.8/2,2.4/2);

filldraw [fill=white] (2.8/2,1.2/2) rectangle (3.2/2,2.0/2);

draw [step=0.4/2, very thin, color=gray] (0,0) grid (3.6/2,2.4/2);

draw (1.8/2,-0.3) node {{color{red}scriptsize{$Yinmathbb{R}^{mtimes f}$}}};

draw (4.4/2,1.2/2) node {{color{black}large{$approx$}}};

draw [very thick] (5.2/2,0) rectangle (6.0/2,2.4/2);

filldraw [fill=green!20!white,draw=green!40!black] (5.2/2,0) rectangle (6.0/2,2.4/2);

draw [step=0.4/2, very thin, color=gray] (5.2/2,0) grid (6.0/2,2.4/2);

draw (5.6/2,-0.3) node {{color{black}scriptsize{$Winmathbb{R}^{mtimes r}$}}};

draw (6.8/2,1.2/2) node {{color{black}large{$times$}}};

draw [very thick] (7.6/2,0.8/2) rectangle (11.2/2,1.6/2);

filldraw [fill=green!20!white,draw=green!40!black] (7.6/2,0.8/2) rectangle (11.2/2,1.6/2);

draw [step=0.4/2, very thin, color=gray] (7.6/2,0.8/2) grid (11.2/2,1.6/2);

draw (9.4/2,0) node {{color{red}scriptsize{$X^{T}inmathbb{R}^{rtimes f}$}}};

end{tikzpicture}

end{document}

How about the following? It uses only TikZ along with the baseline key in an ordinary equation (and contour for the Sigma). The dimensions of these blocks are controlled by inner xsep and inner ysep. And overlay is used to avoid that the FEATURES node above U does not introduce additional horizontal space.

documentclass{article}

usepackage{contour}

contourlength{1pt}

usepackage{tikz}

begin{document}

[ tikz[baseline={(X.base)}]{

node[draw,inner xsep=2.5em,inner ysep=2em,outer sep=0pt] (X){$mathsf{X}$};

draw ([yshift=0.4ex]X.north west) -- ++ (0,1ex) -| ([yshift=0.4ex]X.north east)

node[pos=0.25,font=sffamilysmall,above]{ITEMS}

([xshift=-0.4ex]X.south west) -- ++ (-1ex,0) |- ([xshift=-0.4ex]X.north west)

node[pos=0.25,font=sffamilysmall,left]{USERS};

}~=~

tikz[baseline={(U.base)}]{

node[draw=yellow!80!black,inner xsep=0.5em,inner ysep=2em,outer sep=0pt] (U){$mathsf{U}$};

draw([yshift=0.4ex]U.north west) -- ++ (0,1ex) -| ([yshift=0.4ex]U.north east)

node[pos=0.25,font=sffamilysmall,above,overlay]{FEATURES};

}

~times~

tikz[baseline={(S.base)}]{

node[draw=blue!80,inner xsep=0.5em,inner ysep=0.5em,font=sffamilysmall,path

picture={draw (path picture bounding box.north west) --

(path picture bounding box.south east);},outer sep=0pt] (S){contour{white}{$Sigma$}};

}

~times~

tikz[baseline={(V.base)}]{

node[draw=red,inner xsep=2em,inner ysep=0.5em,outer sep=0pt] (V){$mathsf{V^T}$};

draw ([xshift=0.4ex]V.south east) -- ++ (1ex,0) |- ([xshift=0.4ex]V.north east)

node[pos=0.25,font=sffamilysmall,right]{FEATURES}

}

]

end{document}