catch linalg errors inside model and more sopihisticated non-pd checks

GPy/util/linalg.py

@@ -96,15 +96,17 @@ def jitchol(A, maxtries=5):
         return L
     else:
         diagA = np.diag(A)
-        if np.any(diagA < 0.):
-            raise linalg.LinAlgError, "not pd: negative diagonal elements"
+        if np.any(diagA <= 0.):
+            raise linalg.LinAlgError, "not pd: non-positive diagonal elements"
         jitter = diagA.mean() * 1e-6
-        for i in range(1, maxtries + 1):
+        while maxtries > 0 and np.isfinite(jitter):
             print 'Warning: adding jitter of {:.10e}'.format(jitter)
             try:
                 return linalg.cholesky(A + np.eye(A.shape[0]).T * jitter, lower=True)
             except:
                 jitter *= 10
+            finally:
+                maxtries -= 1
         raise linalg.LinAlgError, "not positive definite, even with jitter."