How to use CVX minimize "trace(X^H X)", where X is an N*N matrix, and X^H is the conjugate matrix of X

1

How to use CVX minimize “trace(X^H X)”, where X is an N*N matrix, and X^H is the conjugate matrix of X.

2

Use sum(sum(square_abs(x) ))
http://cvxr.com/cvx/doc/funcref.html#new-functions

1 Like
3

Thank you. This method works well.

4

Another forn, which might be more convenient for certain related problems is:
square_pos(norm(X,'fro'))

5

WoW, received with thanks.

6

http://cvxr.com/cvx/doc/funcref.html#nonlinear

sum_square_abs
Equivalent to sum(square_abs(x)), but more efficient. Convex.

So you could also do sum(sum_square_abs(X))

7

That’s great! I’ll give it a try.