Matrix dimensionality problem in cvx

Currently I am working with an application, which involves optimization. Through simulation I observed that CVX is creating problem for large class of matrices (e.g matrix of dimension 1000 by 1000), it showing cvx_status as Inaccurate. So, I just want to know that is there any size limitation in CVX? And why it is showing cvx_status as inaccurate? Thanks in advance.

Have you tried another solver (for instance, both SeDuMi and SDPT3 under CVX)? Have you looked at the scaling of your variables and coefficients?