From: Sven Hammarling
Date: Wed, 05 Aug 2009 10:20:49 +0100
I suspect that (some of) your matrices are ill-conditioned, which would
explain why sometimes dposv thinks your matrices are not positive
definite. If this is the case, then you cannot expect different solvers
to produce the same results.
Perhaps you should think about how you are modelling your application
and see if you can produce better conditioned matrices?