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view 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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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