generate_component_matrix: A sparse matrix for sparse random projection.
Description
generate_component_matrix generates the sparse random component matrix
for performing sparse random projection. If density is the density of
the sparse matrix and n_components is the size of the projected space,
the elements of the random matrix are drawn from
A sparse random matrix of size (n_features, n_components).
Details
-sqrt(1 / (density * n_components)) with probability density / 20 with probability 1 - densitysqrt(1 / (density * n_components)) with probability density / 2