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

Uncategorized
Feb 27, 2022
K

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.

J

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

K
Replying to #2

Thank you. This method works well.

M

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

K
Replying to #4

WoW, received with thanks.

M

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))

K
Replying to #6

That’s great! I’ll give it a try.