<div class="highlight-none"><div class="highlight"><pre>norm( Qsqrt * ( A * x - b ) ) &lt;= 1
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<p>where <tt class="docutils literal"><span class="pre">Qsqrt</span></tt> is an appropriate matrix square root of <tt class="docutils literal"><span class="pre">Q</span></tt>. One option is to compute
the symmetric square root <tt class="docutils literal"><span class="pre">Qsqrt</span> <span class="pre">=</span> <span class="pre">sqrtm(Q)</span></tt>, but this computation destroys sparsity.
If <