I am trying to find an approximation of the form (v*v’ + eye(n)) of a PSD (Gram) matrix A, using the following code:
A = [1 1/2; 1/2 1]; cvx_begin sdp variable v(2) variable w minimize( norm( w*A - (v*v' + eye(2)), Inf) ) subject to [1 v'; v (A-eye(2))] >= 0; cvx_end
and I am getting this error:
Disciplined convex programming error:
Only scalar quadratic forms can be specified in CVX
What am I doing wrong?