SDR method, how to obtain rank one solution?

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? :joy:

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 :sob:

As I wrote, this forum is not the place to get help on Gaussian randomization.