How to check if LU factorization failed?

[juliohm]

Thank you @fredrikekre, very helpful information again. From what I understood, if I stick with the idea of replacing my pairwise implementation above to return a Symmetric(D), I will get into trouble in Julia v0.6.

I won’t change it for now, but it would be great to have these fixed and announced somewhere (perhaps here).

Regarding memory savings, I remember posting a question some time ago about the fact that Symmetric is using the full array instead of just half, @Ralph_Smith did mention that there is support in LAPACK, but no one has had the time to implement it yet:

Symmetric matrices

For some operations (esp. Cholesky and triangular solves) LAPACK has routines for rectangular full packed format (newer than the format @nalimilan and @stevengj address above), which enables the use of half the full storage while maintaining efficiency by using Level 3 BLAS/LAPACK kernels. (detaiils here, about haflway down the page). If these capabilities fit the bill, the price to be paid is in developer time.