The LLE and a linear mapping

The locally linear embedding (LLE) is considered an effective algorithm for dimensionality reduction. In this short note, some of its key properties are studied. In particular, we show that: (1) there always exists a linear mapping from the high-dimensional space to the low-dimensional space such that all the constraint conditions in the LLE can be satisfied. The implication of the existence of such a linear mapping is that the LLE cannot guarantee a one-to-one mapping from the high-dimensional space to the low-dimensional space for a given data set; (2) if the LLE is required to globally preserve distance, it must be a PCA mapping; (3) for a given high-dimensional data set, there always exists a local distance-preserving LLE. The above results can bring some new insights into a better understanding of the LLE.