MATLAB: Undefined function or variable ‘cvx_begin’

cvx_begin

Hi everyone! I'm trying to understand how does matlab work with the matrix factorization which related to my task now. I used this code to test for matrix factorization. And the code dont run because of a function. The warning told that: "Undefined function or variable 'cvx_begin'". What should I fix it? Have any professional matlaber help me? Thank you in advance. Here is my code:
% Generate data matrix A
rstate = rand();
m = 10; n = 10; k = 5;
A = rand(m,k)*rand(k,n);
% Initialize Y randomly
Y = rand(m,k);
% Perform alternating minimization
MAX_ITERS = 30;
residual = zeros(1,MAX_ITERS);
for iter = 1:MAX_ITERS
    cvx_begin quiet
        if mod(iter,2) == 1
            variable X(k,n)
            X >= 0;
        else
            variable Y(m,k)
            Y >= 0;
        end
        minimize(norm(A - Y*X,'fro'));
    cvx_end
    fprintf(1,'Iteration %d, residual norm %g\n',iter,cvx_optval);
    residual(iter) = cvx_optval;
end
% Plot residuals
plot(residual);
xlabel('Iteration Number');
ylabel('Residual Norm');
% Display results
disp( 'Original matrix:' );
disp( A );
disp( 'Left factor Y:' );
disp( Y );
disp( 'Right factor X:' );
disp( X );
disp( 'Residual A - Y * X:' );
disp( A - Y * X );
fprintf( 'Residual after %d iterations: %g\n', iter, cvx_optval );

Best Answer

The cvx_begin function is not from any MathWorks-provided toolbox. I believe that it's part of this toolbox. You will need to download and install that toolbox to use that function.
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