wolffd@0: function Xi = lossHingeDiagMKL(W, Psi, M, gradient)
wolffd@0: %
wolffd@0: %   Xi = lossHingeDiagMKL(W, Psi, M, gradient)
wolffd@0: %   
wolffd@0: %   W:          d*m matrix of diagonal metrics
wolffd@0: %   Psi:        d*m feature matrix
wolffd@0: %   M:          the desired margin
wolffd@0: %   gradient:   if 0, returns the loss value
wolffd@0: %               if 1, returns the gradient of the loss WRT W
wolffd@0:     
wolffd@0:     Xi = max(0, M - trace(W' * Psi));
wolffd@0: 
wolffd@0:     if gradient & Xi > 0
wolffd@0:         Xi = -Psi;
wolffd@0:     end
wolffd@0: end