Added logging for jitter so we know how much has been added and how many tries have been taken

GPy/testing/linalg_test.py

@@ -27,8 +27,10 @@ class LinalgTests(np.testing.TestCase):
 
     def test_jitchol_failure(self):
         try:
-            """ Expecting an exception to be thrown as we expect it to require
-            5 rounds of jitter to be added to enforce PDness"""
+            """
+            Expecting an exception to be thrown as we expect it to require
+            5 rounds of jitter to be added to enforce PDness
+            """
             jitchol(self.A_corrupt, maxtries=4)
             return False
         except sp.linalg.LinAlgError:

GPy/util/linalg.py

@@ -93,24 +93,19 @@ def jitchol(A, maxtries=5):
         if np.any(diagA <= 0.):
             raise linalg.LinAlgError, "not pd: non-positive diagonal elements"
         jitter = diagA.mean() * 1e-6
-        num_tries = 0
-        while num_tries < maxtries and np.isfinite(jitter):
+        num_tries = 1
+        while num_tries <= maxtries and np.isfinite(jitter):
             try:
-                print jitter
                 L = linalg.cholesky(A + np.eye(A.shape[0]) * jitter, lower=True)
+                logging.warning('Added {} rounds of jitter, jitter of {:.10e}\n'.format(num_tries, jitter))
                 return L
             except:
                 jitter *= 10
-            finally:
                 num_tries += 1
-        raise linalg.LinAlgError, "not positive definite, even with jitter."
     import traceback
-    try: raise
-    except:
-        logging.warning('\n'.join(['Added jitter of {:.10e}'.format(jitter),
-            '  in '+traceback.format_list(traceback.extract_stack(limit=2)[-2:-1])[0][2:]]))
-    import ipdb;ipdb.set_trace()
-    return L
+    logging.warning('\n'.join(['Added {} rounds of jitter, jitter of {:.10e}'.format(num_tries-1, jitter),
+                                '  in '+traceback.format_list(traceback.extract_stack(limit=2)[-2:-1])[0][2:]]))
+    raise linalg.LinAlgError, "not positive definite, even with jitter."
 
 # def dtrtri(L, lower=1):
 #     """