I use CVX obtain a solution W with dimension N*N，and rank (W)>1. As such, Gaussian randomization method can apply to get rank one solution, how to code this process? 
How to perform Gaussian randomization is out of scope of this forum.
But you can search on this forum Search results for 'gaussian randomization' - CVX Forum: a community-driven support forum but suspect you will have to look elsewhere.
I have searched, but , I can’t make sure which one is correct 
As I wrote, this forum is not the place to get help on Gaussian randomization.