Extracts the diagonal from a matrix or makes a vector into a diagonal matrix.
# S4 method for Expression
diag(x = 1, nrow, ncol)An Expression representing the diagonal vector or matrix.
An Expression, vector, or square matrix.
(Optional) Dimensions for the result when x is not a matrix.
C <- Variable(3,3)
obj <- Maximize(C[1,3])
constraints <- list(diag(C) == 1, C[1,2] == 0.6, C[2,3] == -0.3, C == Variable(3,3, PSD = TRUE))
prob <- Problem(obj, constraints)
result <- solve(prob)
result$value
result$getValue(C)
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