Check Inputs In cholesky_decompose

[syclik]

From @betanalpha on October 11, 2014 19:7

At the moment cholesky_decompose assumes that the input matrix is positive-definite. When it is not there is no error and the output is given values as if the factorization is incorrect. Needless to say, this leads to some frustrating debugging. Either cholesky_decompose needs to throw an error if the Eigen fail bit is set, check for positive-definiteness, or require cov_matrix inputs.

Copied from original issue: stan-dev/stan#1076

[syclik]

From @bob-carpenter on October 11, 2014 19:46

Daniel's going to be taking another sweep through error handling, so I'm assinging this one to him. It should be a trivial fix. We could do this one before 2.5, too.