Mercurial > hg > camir-aes2014

diff toolboxes/distance_learning/mlr/feasible/feasibleFull.m @ 0:e9a9cd732c1e tip

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first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/distance_learning/mlr/feasible/feasibleFull.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,14 @@
+function W = feasibleFull(W)
+%
+% W = feasibleFull(W)
+%
+% Projects a single d*d matrix onto the PSD cone
+%
+
+    global FEASIBLE_COUNT;
+    FEASIBLE_COUNT = FEASIBLE_COUNT + 1;
+
+    [v,d]   = eig(0.5 * (W + W'));
+    W       = v * bsxfun(@times, max(real(diag(d)),0), v');
+end
+