wolffd@0: function dPsi = cpGradientDiagMKL(X, S, batchsize)
wolffd@0: 
wolffd@0:     [d,n,m] = size(X);
wolffd@0: 
wolffd@0:     dPsi    = zeros(d,m);
wolffd@0: 
wolffd@0:     for i = 1:m
wolffd@0:         dPsi(:,i)    = diag(X(:,:,i) * S * X(:,:,i)');
wolffd@0:     end
wolffd@0:     
wolffd@0:     dPsi = dPsi / batchsize;
wolffd@0: end