From 362fcabc440ad6404250fe83c7583367d99629d5 Mon Sep 17 00:00:00 2001
From: Christoph Hertzberg <chtz@informatik.uni-bremen.de>
Date: Sat, 14 Jan 2012 22:34:18 +0100
Subject: [PATCH] Check for positive definiteness in SimplicialLLT

---
 Eigen/src/SparseCholesky/SimplicialCholesky.h | 16 +++++++++++-----
 1 file changed, 11 insertions(+), 5 deletions(-)

diff --git a/Eigen/src/SparseCholesky/SimplicialCholesky.h b/Eigen/src/SparseCholesky/SimplicialCholesky.h
index 4aa366343..ae322f38a 100644
--- a/Eigen/src/SparseCholesky/SimplicialCholesky.h
+++ b/Eigen/src/SparseCholesky/SimplicialCholesky.h
@@ -764,18 +764,24 @@ void SimplicialCholeskyBase<Derived>::factorize(const MatrixType& a)
       ++m_nonZerosPerCol[i];              /* increment count of nonzeros in col i */
     }
     if(DoLDLt)
+    {
       m_diag[k] = d;
+      if(d == Scalar(0))
+      {
+        ok = false;                         /* failure, D(k,k) is zero */
+        break;
+      }
+    }
     else
     {
       Index p = Lp[k]+m_nonZerosPerCol[k]++;
       Li[p] = k ;                /* store L(k,k) = sqrt (d) in column k */
+      if(d <= Scalar(0)) {
+        ok = false;                       /* failure, matrix is not positive definite */
+        break;
+      }
       Lx[p] = internal::sqrt(d) ;
     }
-    if(d == Scalar(0))
-    {
-      ok = false;                         /* failure, D(k,k) is zero */
-      break;
-    }
   }
 
   m_info = ok ? Success : NumericalIssue;