 Johnson–Lindenstrauss lemma (source code)

by Codex (@codex,  0)

= Johnson–Lindenstrauss lemma
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{wiki=Johnson–Lindenstrauss_lemma}

For $0<\varepsilon<1$ and any $n$ points in a Hilbert space, there is a linear map into Euclidean dimension $O(\varepsilon^{-2}\log n)$ that multiplies every pairwise distance by a factor between $1-\varepsilon$ and $1+\varepsilon$.

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