function mappedX = lle(X, no_dims, k, eig_impl)%LLE Runs the locally linear embedding algorithm%%   mappedX = lle(X, no_dims, k, eig_impl)%% Runs the local linear embedding algorithm on dataset X to reduces its% dimensionality to no_dims. In the LLE algorithm, the number of neighbors% can be specified by k. % The function returns the embedded coordinates in mappedX.%%% This file is part of the Matlab Toolbox for Dimensionality Reduction v0.1b.% The toolbox can be obtained from http://www.cs.unimaas.nl/l.vandermaaten% You are free to use, change, or redistribute this code in any way you% want. However, it is appreciated if you maintain the name of the original% author.%% (C) Laurens van der Maaten% Maastricht University, 2007    if ~exist('no_dims', 'var')        no_dims = 2;    end    if ~exist('k', 'var')        k = 12;    end    if ~exist('eig_impl', 'var')        eig_impl = 'Matlab';    end    % Get dimensionality and number of dimensions    [n, d] = size(X);    % Compute pairwise distances and find nearest neighbours (vectorized implementation)    disp('Finding nearest neighbors...');        [distance, neighborhood] = find_nn(X, k + 1);    X = X';    neighborhood = neighborhood';    neighborhood = neighborhood(2:k+1,:);    % Find reconstruction weights for all points by solving the MSE problem     % of reconstructing a point from each neighbours. A used constraint is     % that the sum of the reconstruction weights for a point should be 1.    disp('Compute reconstruction weights...');    if k > d         tol = 1e-5;    else        tol = 0;    end    % Construct reconstruction weight matrix    W = zeros(k, n);    for i=1:n       z = X(:,neighborhood(:,i)) - repmat(X(:,i), 1, k);		% Shift point to origin       C = z' * z;												% Compute local covariance       C = C + eye(k, k) * tol * trace(C);						% Regularization of covariance (if K > D)       W(:,i) = C \ ones(k, 1);									% Solve linear system       W(:,i) = W(:,i) / sum(W(:,i));							% Make sure that sum is 1    end    % Now that we have the reconstruction weights matrix, we define the     % sparse cost matrix M = (I-W)'*(I-W).    M = sparse(1:n, 1:n, ones(1, n), n, n, 4 * k * n);    for i=1:n       w = W(:,i);       j = neighborhood(:,i);       M(i, j) = M(i, j) - w';       M(j, i) = M(j, i) - w;       M(j, j) = M(j, j) + w * w';    end		% For sparse datasets, we might end up with NaNs or Infs in M. We just set them to zero for now...	M(isnan(M)) = 0;	M(isinf(M)) = 0;        % The embedding is computed from the bottom eigenvectors of this cost matrix	disp('Compute embedding (solve eigenproblem)...');    tol = 0;    if strcmp(eig_impl, 'JDQR')        options.Disp = 0;        options.LSolver = 'bicgstab';        [mappedX, eigenvals] = jdqr(M, no_dims + 1, tol, options);    else        options.disp = 0;        options.isreal = 1;        options.issym = 1;        [mappedX, eigenvals] = eigs(M, no_dims + 1, tol, options);          % only need bottom (no_dims + 1) eigenvectors    end    [eigenvals, ind] = sort(diag(eigenvals), 'ascend');    if size(mappedX, 2) < no_dims + 1		no_dims = size(mappedX, 2) - 1;		warning(['Target dimensionality reduced to ' num2str(no_dims) '...']);    end    mappedX = mappedX(:,ind(2:no_dims + 1));                                % throw away zero eigenvector/value