Daniel@0: function dPsi = cpGradientDODMKL(X, S)
Daniel@0: 
Daniel@0:     [d,n,m] = size(X);
Daniel@0: 
Daniel@0:     dPsi    = zeros(m,m,d);
Daniel@0: 
Daniel@0:     for i = 1:m
Daniel@0:         dPsi(i,i,:)     = diag(X(:,:,i) * S * X(:,:,i)');
Daniel@0:         for j = (i+1):m
Daniel@0:             Q           = X(:,:,i) + X(:,:,j);
Daniel@0:             dPsi(i,j,:) = diag( Q * S * Q');
Daniel@0:         end
Daniel@0:     end
Daniel@0: end