gistfile1.txt

/** @brief the class LocallyLinearEmbedding used to preprocess
 * data using Locally Linear Embedding algorithm described in
 *
 * Saul, L. K., Ave, P., Park, F., & Roweis, S. T. (2001).
 * An Introduction to Locally Linear Embedding. Available from, 290(5500), 2323-2326.
 * Retrieved from:
 * http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.123.7319&rep=rep1&type=pdf
 *
 * The process of finding nearest neighbors involves Fibonacci Heap 
 * and Euclidian distance. Note: it is still not parallel.
 *
 * Linear reconstruction step runs in parallel for objects and 
 * involves LAPACK routine DPOSV for solving a system of linear equations.
 *
 * The eigenproblem stated in the algorithm is solved with LAPACK routine 
 * DSYEVR or with ARPACK DSAUPD/DSEUPD routines if available.
 *
 * Due to computation speed, ARPACK is being used with small 
 * regularization of weight matrix and Cholesky factorization is used
 * internally for Lanzcos iterations. If the results aren't reasonable
 * LUP factorization could be used with posdef parameter set to 
 * false using set_posdef.
 *
 */