Johnson-Lindenstrauss Transform

A Python C extension that implements the Johnson-Lindenstrauss transform (JLT) and fast Johnson-Lindenstrauss Transform (FJLT).

References

1. Johnson, W. B. & Lindenstrauss, J. Extensions of Lipschitz mappings into a Hilbert space. in Contemporary Mathematics (eds Beals, R., Beck, A., Bellow, A. & Hajian, A.) vol. 26 189–206 (American Mathematical Society, Providence, Rhode Island, 1984).