```
cvx_begin
variable S(LEN_ANG,K);
SSV = S*V1*Dk;
minimize( norm(YSV - Aa*SSV) );
subject to
sqrt(diag(SSV*SSV')) <= 0.1
cvx_end
```

It throws an error saying “Disciplined convex programming error:

Only scalar quadratic forms can be specified in CVX”…

My idea Here is minimize( norm(YSV - Aa*SSV) ) w.r.t SSV and I was using this **sqrt(diag(SSV*SSV’))** to ensure sparsity only in columns.

Here YSV ,Aa and SSV all are Matrices.

Pls help anybody…Thanks in advance