That is not an error. The “failed” was just for an intermediate step. CVX did solve the problem.
If N has values of the order 1e15, that may not be a good thing. Search the forum for posts about scaling.
Also read this section of the Users’ Guide http://cvxr.com/cvx/doc/advanced.html#the-successive-approximation-method .If you encounter difficulties, you may wish to follow the directions in CVXQUAD: How to use CVXQUAD's Pade Approximant instead of CVX's unreliable Successive Approximation for GP mode, log, exp, entr, rel_entr, kl_div, log_det, det_rootn, exponential cone. CVXQUAD's Quantum (Matrix) Entropy & Matrix Log related functions .