I have got a problem with creating a square matrix and
I would really appreciate if someone could have comment or suggest a way.
I am trying to create a complex square matrix variable.
This matrix should be a lower triangular matrix and also its diagonal elements should be real and positive.
To sum up, a complex square matrix which is lower triangular and its diagonal elements are real and positive values.
I tried to use
variable A complex lower triangular;
imag(diag(A)) == 0;
Somehow CVX does not accept ‘imag(diag(A)) == 0;’
(i.e. if I erase the constraint ‘imag(diag(A)) == 0;’), it works)
If someone has other ways to create this matrix variable,
It would be really thankful.