Hi. I have found a way to get ‘a’ from ‘X’. (I can use randomization follows N~(0,X) ). However, I feel confused that, although I have defined X to be hermitian(complex) and semidefinite, the X found by cvx is the following:
you can see that elements which are not in the diagonal are quite small. Do you have any ideas about what is the cause of that?
my code is the following:
variable X(4,4) hermitian semidefinite;
C(:,:,i) , s1,s2,s3,s4 are all 4*4 complex matrixes.