Getting matrices labels

Question

Can you help me to get these matrices with its labels above:

MWE:

\documentclass{article}
\usepackage{amsmath}
\begin{document}
    \[
    \underbrace{\!
    \begin{pmatrix}
    x_{11} & x_{12} & \dots  & x_{1n} \\
    x_{21} & x_{22} & \dots  & x_{2n} \\
    \vdots & \vdots & \ddots & \vdots \\
    x_{d1} & x_{d2} & \dots  & x_{dn}
    \end{pmatrix}\!
    }_{\mathbf{R}_{\text{Movies}\times \text{Users}}}
    \approx
    \underbrace{\!
    \begin{pmatrix}
    y_{11} & y_{12} & \dots  & y_{1n} \\
    y_{21} & y_{22} & \dots  & y_{2n} \\
    \vdots & \vdots & \ddots & \vdots \\
    y_{d1} & y_{d2} & \dots  & y_{dn}
    \end{pmatrix}\!
    }_{\mathbf{Q}_{\text{Movies}\times f\text{-factors}}}
    \cdot
    \underbrace{
    \begin{pmatrix}\!
    z_{11} & z_{12} & \dots  & z_{1n} \\
    z_{21} & z_{22} & \dots  & z_{2n} \\
    \vdots & \vdots & \ddots & \vdots \\
    z_{d1} & z_{d2} & \dots  & z_{dn}
    \end{pmatrix}\!
    }_{\mathbf{P}^T_{f\text{-factors}\times\text{Users}}}
    \]
\end{document}

Answer 1

With use of the blkarray package:

\documentclass{article}
\usepackage{blkarray}

\begin{document}
\[\renewcommand\arraystretch{1.1}
\begin{blockarray}{cccc}
    \BAmulticolumn{4}{c}{\mathbf{R}}\\
    \begin{block}{(cccc)}
r_1^{(1)}   & r_2^{(1)} & \dots  & r_b^{(1)}    \\
r_1^{(2)}   & r_2^{(2)} & \dots  & r_n^{(2)}    \\
\vdots      & \vdots    & \ddots & \vdots       \\
r_1^{(m)}   & r_2^{(m)} & \dots  & r_n^{(m)}    \\
    \end{block}
\end{blockarray}
\approx
\begin{blockarray}{cccc}
    \BAmulticolumn{4}{c}{\mathbf{X}}\\
    \begin{block}{(cccc)}
r_1^{(1)}   & r_2^{(1)} & \dots  & r_b^{(1)}    \\
r_1^{(2)}   & r_2^{(2)} & \dots  & r_n^{(2)}    \\
\vdots      & \vdots    & \ddots & \vdots       \\
r_1^{(m)}   & r_2^{(m)} & \dots  & r_n^{(m)}    \\
    \end{block}
\end{blockarray}
\cdot
\begin{blockarray}{cccc}
    \BAmulticolumn{4}{c}{\mathbf{\Theta}^T}\\
    \begin{block}{(cccc)}
\theta_1^{(1)}  & \theta_2^{(1)} & \dots  & \theta_b^{(1)}  \\
\theta_1^{(2)}  & \theta_2^{(2)} & \dots  & \theta_n^{(2)}  \\
\vdots          & \vdots         & \ddots & \vdots          \\
\theta_1^{(m)}  & \theta_2^{(m)} & \dots  & \theta_n^{(m)}  \\
    \end{block}
\end{blockarray}^{\raisebox{-1.5\baselineskip}{$T$}}
\]
\end{document} 

Edit (1): added symbol for transpose. Solution for it is not very elegant but it works.

Edit (2): maybe you more like the following solution for transpose symbol (code only for the last matrix):

\begin{blockarray}{ccccc}
    \BAmulticolumn{4}{c}{\mathbf{\Theta}^T}\\
    \begin{block}{(cccc) c}
\theta_1^{(1)}  & \theta_2^{(1)} & \dots  & \theta_b^{(1)}  &\kern-0.5em T  \\
\theta_1^{(2)}  & \theta_2^{(2)} & \dots  & \theta_n^{(2)}  &       \\
\vdots          & \vdots         & \ddots & \vdots          &       \\
\theta_1^{(m)}  & \theta_2^{(m)} & \dots  & \theta_n^{(m)}  &       \\
    \end{block}
\end{blockarray}

which gives:

Answer 2

Also my answer it is not elegant :-) but it works using \bordermatrix. I have used the code of your MWE and it not is that of the image.

\documentclass[a4paper,12pt]{article}
\usepackage{mathtools,amssymb}
\usepackage{newtxtext,newtxmath}


\begin{document}
\[\bordermatrix{
    &    &   {\scriptstyle R}     &  &     \cr
    & x_{11} & x_{12} & \dots  & x_{1n} \cr
    & x_{21} & x_{22} & \dots  & x_{2n} \cr
    &\vdots & \vdots & \ddots & \vdots \cr
    & x_{d1} & x_{d2} & \dots  & x_{dn}
}
\simeq \bordermatrix{
   &    &    {\scriptstyle T}    &  &   \cr
   & y_{11} & y_{12} & \dots  & y_{1n}  \cr
   & y_{21} & y_{22} & \dots  & y_{2n}  \cr
   & \vdots & \vdots & \ddots & \vdots  \cr
   & y_{d1} & y_{d2} & \dots  & y_{dn}
} \bordermatrix{
   &    &    {\scriptstyle \Theta^T}    &  &   \cr
   & y_{11} & y_{12} & \dots  & y_{1n}  \cr 
   & y_{21} & y_{22} & \dots  & y_{2n}  \cr
   & \vdots & \vdots & \ddots & \vdots  \cr
   & y_{d1} & y_{d2} & \dots  & y_{dn}
}
\begin{matrix}
\overset{T}{}\\
\\
\\
\\
\end{matrix}
\]
\end{document}