Description
Performs random projection using Johnson-Lindenstrauss (JL) Lemma (see William B.Johnson and Joram Lindenstrauss (1984) ). Random Projection is a technique, where the data in the high dimensional space is projected into the low dimensional space using JL transform. The original high dimensional data matrix is multiplied with the low dimensional random matrix which results in reduced matrix. The random matrix can be generated by Gaussian matrix or sparse matrix.