search for: xnrow

Hello all, In a piece of c++ code (part of a future R package), I'm inverting a relatively large covariance matrix many times using: F77_CALL(dpotrf)(&upper, &xnrow, R, &xnrow, &info); F77_CALL(dpotri)(&upper, &xnrow, R, &xnrow, &info); I am sure that the input matrix is PD and inverts just fine. However, I have found that dpotri gives one or more NaNs from time-to-time in the upper (or lower depending on the specification) triangle....