I tried to run this code on my data but it doesn't work
for iter=1:N
% Run the optimization
cvx_begin quiet
variable xi(m,m)
minimize(norm(Theta-Theta*xi));
subject to
diag(xi)==zeros(m,1);
if iter>1
xi(smallinds)==0;
end
cvx_end
% Use thresholding
fprintf('\n Iteration %d\n',iter)
Xi=full(xi)
smallinds = (abs(Xi)<lambda);
end
This message usually appears
