wolffd@0: function W = feasibleFullMKL(W)
wolffd@0: %
wolffd@0: % W = feasibleFullMKL(W)
wolffd@0: %
wolffd@0: % Projects a single d*d matrix onto the PSD cone
wolffd@0: %
wolffd@0:     global FEASIBLE_COUNT;
wolffd@0:     m       = size(W,3);
wolffd@0:     FEASIBLE_COUNT = FEASIBLE_COUNT + m;
wolffd@0: 
wolffd@0:     parfor i = 1:m
wolffd@0:         [v,d]       = eig(0.5 * (W(:,:,i) + W(:,:,i)'));
wolffd@0:         W(:,:,i)    = v * bsxfun(@times, max(real(diag(d)),0), v');
wolffd@0:     end
wolffd@0: end
wolffd@0: