You haven;t told us what the optimization variables are. Are the elements of the matrix affine in the optimization variables? If so, it should be straightforward to enter in CVX Semidefinite programming mode — CVX Users' Guide. If not, it is a Nonlinear SDP, which is non-convex and not enterable in CVX (but you could try to solve it using YALMIP), unless you have some reformulation into a Linear SDP.