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In this paper, we consider the problem of multimedia document (MMD) semantics understanding and content-based cross-media retrieval. An MMD is a set of media objects of different modalities but carrying the same semantics and the content-based cross-media retrieval is a new kind of retrieval method by which the query examples and search results can be of different modalities. Two levels of manifolds are learned to explore the relationships among all the data in the level of MMD and in the level of media object respectively. We first construct a Laplacian media object space for media object representation of each modality and an MMD semantic graph to learn the MMD semantic correlations. The characteristics of media objects propagate along the MMD semantic graph and an MMD semantic space is constructed to perform cross-media retrieval. Different methods are proposed to utilize relevance feedback and experiment shows that the proposed approaches are effective.