I want to do batched cholesky decompostion but some matrixes are not positive definite, due to round-off. So pytorch raises an exception, failing the entire batch. Is there a way to just get the information that a particular element in the batch failed, like for lu decomposition? Repeating the analysis until all failed elements are removed would cancel the utility of using GPU since it becomes too slow. As far as I can see the underlying MAGMA functions support this but it is not exposed to user:
https://icl.cs.utk.edu/projectsfiles/magma/doxygen/group__magma__potrf__batched.html#ga3893d96e1bdf0b3bfef285ac9a48416b 2