comparison toolboxes/distance_learning/mlr/feasible/feasibleFullMKL.m @ 0:e9a9cd732c1e tip

first hg version after svn

+function W = feasibleFullMKL(W)
+%
+% W = feasibleFullMKL(W)
+%
+% Projects a single d*d matrix onto the PSD cone
+%
+    global FEASIBLE_COUNT;
+    m       = size(W,3);
+    FEASIBLE_COUNT = FEASIBLE_COUNT + m;
+
+    parfor i = 1:m
+        [v,d]       = eig(0.5 * (W(:,:,i) + W(:,:,i)'));
+        W(:,:,i)    = v * bsxfun(@times, max(real(diag(d)),0), v');
+    end
+end
+