A common strategy to discovering cancer associated copy number aberrations (CNAs) from a cohort of cancer samples is to detect recurrent CNAs (RCNAs). Although the previous methods can successfully identify communal RCNAs shared by nearly all tumor samples, detecting subgroup-specific RCNAs and their related subgroup samples from cancer samples with heterogeneity is still invalid for these existing approaches. In this paper, we introduce a novel integrated method called HetRCNA, which can identify statistically significant subgroup-specific RCNAs and their related subgroup samples. Based on matrix decomposition framework with weight constraint, HetRCNA can successfully measure the subgroup samples by coefficients of left vectors with weight constraint and subgroup-specific RCNAs by coefficients of the right vectors and significance test. When we evaluate HetRCNA on simulated dataset, the results show that HetRCNA gives the best performances among the competing methods and is robust to the noise factors of the simulated data. When HetRCNA is applied on a real breast cancer dataset, our approach successfully identifies a bunch of RCNA regions and the result is highly correlated with the results of the other two investigated approaches. Notably, the genomic regions identified by HetRCNA harbor many breast cancer related genes reported by previous researches.