Multigrid multidimensional scaling

Multidimensional scaling (MDS) is a generic name for a family of algorithms that construct a configuration of points in a target metric space from information about inter-point distances measured in some other metric space. Large-scale MDS problems often occur in data analysis, representation and visualization. Solving such problems efficiently is of key importance in many applications. In this paper we present a multigrid framework for MDS problems. We demonstrate the performance of our algorithm on dimensionality reduction and isometric embedding problems, two classical problems requiring efficient large-scale MDS. Simulation results show that the proposed approach significantly outperforms conventional MDS algorithms.