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I am trying to apply cvxpy python to solve an LMI

How can I define a strictly positive definite matrix here?

For about a matrix of order 10 for example this is the syntax

X = cp.Variable((100, 100), PSD=True)

but it is for X when X>=0

I need X>0.

I have read the cvxpy and search in it but there was not such an item.

Thanks in advance.

1 Answers1

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Strict inequalities are not possible because what does that mean when computations are done in finite precision floating numbers.

But you can do

(X - I*eps) is PSD

where I is the identity matrix and eps is small positive number say 1.0e-6. It should not be too small.

ErlingMOSEK
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