Make generic cholesky throw on non-psd input #49417
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matbesancon
approved these changes
Apr 20, 2023
matbesancon
reviewed
Apr 20, 2023
| @@ -206,7 +206,7 @@ function _chol!(A::AbstractMatrix, ::Type{UpperTriangular}) | |||
| A[k,k] = Akk | |||
| Akk, info = _chol!(Akk, UpperTriangular) | |||
| if info != 0 | |||
| return UpperTriangular(A), info | |||
| return UpperTriangular(A), convert(BlasInt, k) | |||
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Why k here instead of info? Same below
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I thought that the number (if nonzero) is supposed to indicate in which step/row/column the respective issue occurred, but I may have mixed that up with lu, and could reverse that here.
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was just a curious / non-obvious change from what was previously there
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Indeed, this is what it says in lapack.jl within potrf!
#info[] > 0 means the leading minor of order info[] is not positive definite
#ordinarily, throw Exception here, but return error code here
#this simplifies isposdef! and factorize
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Fixes JuliaLang/LinearAlgebra.jl#999.