How to calculate the Nuclear Norm of a matrix using CVX?

How to calculate the Nuclear Norm of a matrix using CVX?

You can just search this forum


or the Cvx User’s Guide.

help norm_nuc

norm_nuc Nuclear norm of a matrix.
norm_nuc(X) = SUM(SVD(X)). X must be a 2-D matrix, real or complex.

Disciplined convex programming information:
    norm_nuc(X) is convex and nonmontonic in X, so X must be affine.