DimReduce is a C++ package for performing nonlinear dimensionality reduction of very large datasets with Locally Linear Embedding (LLE) and its variants. DimReduce is built for speed, using the optimized linear algebra packages BLAS, LAPACK (ascl:2104.020), and ARPACK (ascl:1311.010). Because of the need for storing very large matrices (1000 by 10000, for our SDSS LLE work), DimReduce is designed to use binary FITS files as inputs and outputs. This means that using the code is a bit more cumbersome. For smaller-scale LLE, where speed of computation is not as much of an issue, the Modular Data Processing toolkit may be a better choice. It is a python toolkit with some LLE functionality, which VanderPlas contributed.
This code has been rewritten and included in scikit-learn and an improved version is included in http://mmp2.github.io/megaman/