Multidimensional projection techniques have experienced many improvements lately, mainly regarding computational times and accuracy. However, existing methods do not yet provide flexible enough mechanisms for visualization-oriented fully interactive applications. This work presents a new multidimensional projection technique designed to be more flexible and versatile than other methods. This novel approach, called Local Affine Multidimensional Projection (LAMP), relies on orthogonal mapping theory to build accurate local transformations that can be dynamically modified according to user knowledge. The accuracy, flexibility and computational efficiency of LAMP is confirmed by a comprehensive set of comparisons. LAMP's versatility is exploited in an application which seeks to correlate data that, in principle, has no connection as well as in visual exploration of textual documents.