wolffd@0: function W = dualWDiagMKL(alpha, Z, U, RHO, K)
wolffd@0: 
wolffd@0:     global PsiR;
wolffd@0:     d = size(K, 1);
wolffd@0:     m = length(alpha);
wolffd@0: 
wolffd@0:     nKernels = size(K,3);
wolffd@0: 
wolffd@0:     W = Z - U;
wolffd@0:     for p = 1:nKernels
wolffd@0:         W(:,p) = W(:,p) - diag(K(:,:,p)) / RHO;
wolffd@0:     end
wolffd@0: 
wolffd@0:     for i = 1:m
wolffd@0:         W = W + alpha(i) * PsiR{i} / RHO;
wolffd@0:     end
wolffd@0: 
wolffd@0: end