Hi,

I’m relatively new to the CVX software. I’m wondering why we cannot use svds(A,k) from MATLAB to compute the sum of the k largest singular values in CVX (and instead need to use the lambda_sum_largest)

Also, how does the math of the sum of the k largest singular values follow from this : lambda_sum_largest([zeros(n),X;X’,zeros(n)],k)

Thanks a lot.