Mercurial > hg > camir-aes2014

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

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
line wrap: on
line source
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