Here is Matlab code written by the authors of each method:
Dinoj Surendran has begun rewriting and/or wrapping, and optimizing where possible, each algorithm so it can be called in the common form
E = dimredmethod (X,L);
Where X is a N x H matrix representing N points in RH, E is a N x L matrix representing the same N points in RL. Of course, each method can have other options too. E(:,i) is the i-th component, as you would expect. The code is not necessarily the same as that of the original authors, so you use it at your own risk. To run this code, you will also need the function L2_distance.m by Roland Bunschoten.
So far DS has tested code for the following algorithms