Added check for symmetricity of input matrix

src/linalg/decompositions.rs

@@ -127,7 +127,11 @@ pub fn cholesky<N, V, VS, M>(m: &M) -> Result<M, &'static str>
               Sub<M, Output = M> + ColSlice<VS> +
               ApproxEq<N> + Copy {
 
-    let mut out = m.clone();
+    let mut out = m.clone().transpose();
+
+    if !ApproxEq::approx_eq(&out, &m) {
+        return Err("Cholesky: Input matrix is not symmetric");
+    }
 
     for i in 0..out.nrows() {
         for j in 0..(i+1) {

tests/mat.rs

@@ -658,6 +658,19 @@ fn test_cholesky_not_spd() {
     }
 }
 
+#[test]
+fn test_cholesky_not_symmetric() {
+    
+    let a : Mat2<f64> = Mat2::<f64>::new(1.0, 1.0, -1.0, 1.0);
+
+    let result = na::cholesky(&a);
+
+    match result {
+        Ok(_) => assert!(false),
+        Err(_) => assert!(true),
+    }
+}
+
 #[test]
 fn test_cholesky_mat1() {
     test_cholesky_impl!(Mat1<f64>);