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Fixes #15272. Supersedes #22330.
This PR implements classical MDS, also known as principal coordinates analysis (PCoA) or Torgerson's scaling, see https://en.wikipedia.org/wiki/Multidimensional_scaling#Classical_multidimensional_scaling. As discussed in #22330, it is implemented as new class
ClassicalMDS
.Simple demonstration:
For consistency, this PR also adds support for non-Euclidean metrics to the
MDS
class.