Mercurial > hg > camir-aes2014
annotate toolboxes/distance_learning/mlr/feasible/feasibleFullMKL.m @ 0:e9a9cd732c1e tip
first hg version after svn
| author | wolffd |
|---|---|
| date | Tue, 10 Feb 2015 15:05:51 +0000 |
| parents | |
| children |
| rev | line source |
|---|---|
| wolffd@0 | 1 function W = feasibleFullMKL(W) |
| wolffd@0 | 2 % |
| wolffd@0 | 3 % W = feasibleFullMKL(W) |
| wolffd@0 | 4 % |
| wolffd@0 | 5 % Projects a single d*d matrix onto the PSD cone |
| wolffd@0 | 6 % |
| wolffd@0 | 7 global FEASIBLE_COUNT; |
| wolffd@0 | 8 m = size(W,3); |
| wolffd@0 | 9 FEASIBLE_COUNT = FEASIBLE_COUNT + m; |
| wolffd@0 | 10 |
| wolffd@0 | 11 parfor i = 1:m |
| wolffd@0 | 12 [v,d] = eig(0.5 * (W(:,:,i) + W(:,:,i)')); |
| wolffd@0 | 13 W(:,:,i) = v * bsxfun(@times, max(real(diag(d)),0), v'); |
| wolffd@0 | 14 end |
| wolffd@0 | 15 end |
| wolffd@0 | 16 |