Mercurial > hg > camir-aes2014
diff 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 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/distance_learning/mlr/feasible/feasibleFullMKL.m Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,16 @@ +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 +