n = 500; r = 3; B = randn(n,r+1); S = spdiags(B,0:r,n,n);S = S+S'; x = sdpvar(n,1); X = diag(x)-S; p = randperm(n); X = X(p,p); F = X >= 0 spy(F) +++++++++++++++++++++++++++++++++++++++++++++++++++++ | ID| Constraint| Type| +++++++++++++++++++++++++++++++++++++++++++++++++++++ | #1| Numeric value| Matrix inequality 500x500| +++++++++++++++++++++++++++++++++++++++++++++++++++++