Thanks for the answer Mark,

I used the second link that you post and use the followin example:

A=diag([-3,-1,-2]);

cvx_begin sdp

variable P(3,3) symmetric

A’*P + P*A <= -eye(3)

P >= eye(3)

cvx_end

and, the answer was (Where is the result for P?):

## Calling SDPT3 4.0: 12 variables, 6 equality constraints

num. of constraints = 6

dim. of sdp var = 6, num. of sdp blk = 2

SDPT3: Infeasible path-following algorithms

## version predcorr gam expon scale_data

HKM 1 0.000 1 0

it pstep dstep pinfeas dinfeas gap prim-obj dual-obj cputime

## 0|0.000|0.000|6.1e+00|2.4e+01|6.0e+02| 0.000000e+00 0.000000e+00| 0:0:01| chol 1 1

1|1.000|0.855|1.7e-06|3.6e+00|6.5e+01| 0.000000e+00 9.813350e+00| 0:0:02| chol 1 1

2|1.000|0.990|1.2e-06|4.6e-02|8.2e-01| 0.000000e+00 1.274646e-01| 0:0:03| chol 1 1

3|1.000|1.000|4.0e-07|1.0e-03|1.7e-02| 0.000000e+00 2.963161e-03| 0:0:03| chol 1 1

4|1.000|1.000|9.2e-08|1.0e-04|1.4e-03| 0.000000e+00 3.124637e-04| 0:0:03| chol 1 1

5|1.000|1.000|3.5e-10|1.0e-05|1.1e-04| 0.000000e+00 3.254527e-05| 0:0:03| chol 1 1

6|1.000|1.000|1.8e-11|1.0e-06|8.7e-06| 0.000000e+00 3.351492e-06| 0:0:03| chol 1 1

7|1.000|0.989|1.0e-12|1.1e-08|9.5e-08| 0.000000e+00 3.653098e-08| 0:0:03| chol 1 1

8|1.000|0.985|5.2e-15|1.6e-10|1.6e-09| 0.000000e+00 3.760171e-10| 0:0:03|

stop: max(relative gap, infeasibilities) < 1.49e-08

## number of iterations = 8

primal objective value = 0.00000000e+00

dual objective value = 3.76017054e-10

gap := trace(XZ) = 1.57e-09

relative gap = 1.57e-09

actual relative gap = -3.76e-10

rel. primal infeas (scaled problem) = 5.22e-15

rel. dual " " " = 1.60e-10

rel. primal infeas (unscaled problem) = 0.00e+00

rel. dual " " " = 0.00e+00

norm(X), norm(y), norm(Z) = 1.5e+01, 3.2e-10, 4.3e-10

norm(A), norm(b), norm© = 3.2e+00, 2.2e+00, 1.0e+00

Total CPU time (secs) = 3.17

CPU time per iteration = 0.40

termination code = 0

DIMACS: 6.3e-15 0.0e+00 1.6e-10 0.0e+00 -3.8e-10 1.6e-09

Status: Solved

Optimal value (cvx_optval): +0