15. A method for combining multiple clusterings from a plurality of membership matrices into a consensus clustering and correspondence matrices, comprising: iteratively computing the consensus clustering and correspondence matrices with an automated processor, from the plurality of membership matrices by minimization of an objective function comprising at least an consensus function, a term to enforce a column sparseness constraint, and a term to enforce a matrix row sum constraint, until predetermined convergence conditions are achieved, until predetermined convergence conditions are satisfied; and storing the computed consensus clustering and the correspondence matrices in a memory.
15. A method for combining multiple clusterings from a plurality of membership matrices into a consensus clustering and correspondence matrices, comprising: iteratively computing the consensus clustering and correspondence matrices with an automated processor, from the plurality of membership matrices by minimization of an objective function comprising at least an consensus function, a term to enforce a column sparseness constraint, and a term to enforce a matrix row sum constraint, until predetermined convergence conditions are achieved, until predetermined convergence conditions are satisfied; and storing the computed consensus clustering and the correspondence matrices in a memory. 17. The method according to claim 15 , wherein said iteratively computing comprises: iteratively computing from r membership matrices M (1) ∈ n×k1 , . . . , M (r) ∈ n×kr , and k∈ + , the consensus clustering represented by M∈ n×k and the r correspondence matrices S (1) ∈ k1×k , . . . , S (h) ∈ kh×k , by minimization of an objective function comprising a consensus function f, updating S (h) using update rule: S ( h ) ← S ( h ) - Θ ⊙ ( ∂ f ∂ S ( h ) ) until predetermined convergence conditions are achieved, wherein ⊙ denotes the Hadamard product of two matrices, Θ is a matrix of step size parameters, and updating M using update rule: M ← M = 1 r ⁢ ∑ h = 1 r ⁢ M ( h ) ⁢ S ( h ) until predetermined convergence conditions are achieved.