How to calculate U=u*u' in the following code?

   varible u(40) complex

error information:
Disciplined convex programming error:
Only scalar quadratic forms can be specified in CVX

That is non-convex.

However, depending on what you want to do with u*u', it is possible that there might still be a way of entering the problem in CVX, presuming the optimization problem is convex. For instance, if you want trace(u*u'), that can be reformulated as u'*u. More complicated variants may also be possible.

Thanks for your suggestions!