Sugiyama, M (2007). - contain implementation
Dimensionality reduction of multimodal labeled data by
local Fisher discriminant analysis.
Journal of Machine Learning Research, vol.8, 1027--1061.
Sugiyama, M (2006).
Local Fisher discriminant analysis for supervised dimensionality reduction.
In W. W. Cohen and A. Moore (Eds.), Proceedings of 23rd International
Conference on Machine Learning (ICML2006), 905--912.
Original Matlab Implementation: http://www.ms.k.u-tokyo.ac.jp/software.html#LFDA