Cholesky decompose test failing?

Anyone seen this before? in AgradRevMatrix.mat_cholesky_1st_deriv_large_gradients:
C++ exception with description "cholesky_decompose: Matrix m is not positive definite" thrown in the test body.


And this from the console output:

[ RUN      ] AgradRevMatrix.mat_cholesky_1st_deriv_large_gradients
unknown file: Failure
C++ exception with description "cholesky_decompose: Matrix m is not positive definite" thrown in the test body.
[  FAILED  ] AgradRevMatrix.mat_cholesky_1st_deriv_large_gradients (39440 ms)

Apparently this test normally takes ~80 seconds to run so the time is not that weird…

It’s in a pull request where I changed only things relating to the distribution tests so I find this regression pretty weird, seems like it could be a spurious error I’d like to eliminate if anyone has any ideas.

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Just wanted to tell you that I don’t know what this could be off the top of my head. If it keeps popping up sporadically, I’d check for memory issues.

Does it pass locally?

Passes locally and when run again on Jenkins :/

I haven’t seen this before, but I’m fairly certain this is a test I wrote. How often have you seen the error?

Just once that I’m certain of.

And you haven’t been able to reproduce the error?

Not yet.

I’ve seen similar sporadic failures. I’d always assumed they were due to edge cases in the numerics that were getting hit by random testing.

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Are those tests random? If they aren’t, I would assume unsafe memory usage.

If this is happening on certain configurations, we saw something similar with Eigen and its initialization. If I remember correctly, on Mac, the default was Eigen set everything to 0, but in linux, it didn’t. That lead to failures when elements weren’t initialized to a value explicitly. (We fixed that with an Eigen typedef, but this is just what I tend to think about when there are random failures.)