Daniel@0: function D = setDistanceFullMKL(X, W, Ifrom, Ito)
Daniel@0: %
Daniel@0: % D = setDistanceFullMKL(X, W, Ifrom, Ito)
Daniel@0: %
Daniel@0: %   X       = d-by-n-by-m data matrix
Daniel@0: %   W       = d-by-d-by-m PSD matrix
Daniel@0: %   Ifrom   = k-by-1 vector of source points
Daniel@0: %   Ito     = j-by-1 vector of destination points
Daniel@0: %
Daniel@0: %   D = n-by-n matrix of squared euclidean distances from Ifrom to Ito
Daniel@0: %       D is sparse, and only the rows corresponding to Ifrom and
Daniel@0: %       columns corresponding to Ito are populated.
Daniel@0: 
Daniel@0:     [d,n,m]       = size(X);
Daniel@0: 
Daniel@0:     D = 0;
Daniel@0:     for i = 1:m
Daniel@0:         [vecs,vals] = eig(0.5 * (W(:,:,i) + W(:,:,i)'));
Daniel@0:         L           = real(abs(vals)).^0.5 * vecs';
Daniel@0: 
Daniel@0:         Vfrom   = L * X(:,Ifrom,i);
Daniel@0: 
Daniel@0:         if nargin == 4
Daniel@0:             Vto     = L * X(:,Ito,i);
Daniel@0:         else
Daniel@0:             Vto     = L * X(:,:,i);
Daniel@0:             Ito     = 1:n;
Daniel@0:         end
Daniel@0: 
Daniel@0:         D = D + distToFrom(n, Vto, Vfrom, Ito, Ifrom);
Daniel@0:     end
Daniel@0: end