I was wondering if there is anyway to use a Q norm (i.e. sqrt(x’Qx) where Q is PSD) as an atom operation?
Otherwise I have to think/calculate by hand of the final norm structure, or decompose Q with eigen-decomposition.
norm(chol(Q)*x)
if Q is not singular, or more generally, norm(sqrtm(Q)*x)
, whether or not Q
is singular.