We study the asymmetric low-rank factorization problem: \[\min_{\mathbf{U}
\in \mathbb{R}^{m \times d}, \mathbf{V} \in \mathbb{R}^{n \times d}}
\frac{1}{2}\|\mathbf{U}\mathbf{V}^\top -\mathbf{\Sigma}\|_F^2\] where
$\mathbf{\Sigma}$ is a given matrix of size $m \times n$ and rank $d$. T