Bug in linalg jitchol!!!

GPy/util/linalg.py

@@ -82,6 +82,7 @@ def force_F_ordered(A):
 
 #         return jitchol(A+np.eye(A.shape[0])*jitter, maxtries-1)
 
+
 def jitchol(A, maxtries=5):
     A = np.ascontiguousarray(A)
     L, info = lapack.dpotrf(A, lower=1)
@@ -92,13 +93,16 @@ def jitchol(A, maxtries=5):
         if np.any(diagA <= 0.):
             raise linalg.LinAlgError, "not pd: non-positive diagonal elements"
         jitter = diagA.mean() * 1e-6
-        while maxtries > 0 and np.isfinite(jitter):
+        num_tries = 0
+        while num_tries < maxtries and np.isfinite(jitter):
             try:
+                print jitter
                 L = linalg.cholesky(A + np.eye(A.shape[0]) * jitter, lower=True)
+                return L
             except:
                 jitter *= 10
             finally:
-                maxtries -= 1
+                num_tries += 1
         raise linalg.LinAlgError, "not positive definite, even with jitter."
     import traceback
     try: raise
@@ -108,10 +112,6 @@ def jitchol(A, maxtries=5):
     import ipdb;ipdb.set_trace()
     return L
 
-
-
-
-
 # def dtrtri(L, lower=1):
 #     """
 #     Wrapper for lapack dtrtri function