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## ruiling@ 07/08/2012
## input:
## x: sample data matrix, d×n
## d is the dimension of original sample
## n is the number of samples
## y: class label vector, n×1
## r: reduced dimension
## metric:type of metric in the embedding space
## 'weighted' ------ weighted eigenvectors
## 'orthonormalized' ------ orthonormalized