The Matrix Decomposition techniques have been a vital computational approach to analyzing the hierarchy of functional connectivity in the human brain. However, there are still four shortcomings of these methodologies: 1). Large training samples; 2). Manually tuning hyperparameters; 3). Time-consuming and require extensive computational source; 4). It cannot guarantee convergence to a unique fixed point. Therefore, we propose a novel deep matrix factorization technique called Deep Linear Matrix Approximate Reconstruction (DELMAR) to bridge the abovementioned gaps. The advantages of the proposed method are: at first, proposed DELMAR can estimate the important hyperparameters automatically; furthermore, DELMAR employs the matrix backpropagation to reduce the potential accumulative errors; finally, an orthogonal projection is introduced to update all variables of DELMAR rather than directly calculating the inverse matrices. The validation experiments of three peer methods and DELMAR using real functional MRI signal of the human brain demonstrates that our proposed method can efficiently identify the spatial feature in fMRI signal even faster and more accurately than other peer methods. Moreover, the theoretical analyses indicate that DELMAR can converge to the unique fixed point and even enable the accurate approximation of original input as DNNs.