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Capture and report additional metadata upon cholesky factorisation error #228

@jhaasdyk-au

Description

@jhaasdyk-au

Brief description
Please report more details concerning the station(s) and/or measurement(s) involved in errors such as Cholesky factorisation.

Background
Cholesky factorisation errors currently occur with an error message similar to:
- Error: Cannot compute the least squares estimates. Reason:
choleskyinverse_mkl(): Cholesky factorisation failed.
Phased adjustment terminated whilst processing block 13

On large adjustments this can be difficult to troubleshoot.
If failure occurs during Iteration1 there may be little to no direct output concerning the block which has failed.

It has been suggested to me that the MKL library may be able to return useful metadata.

Basic requirements
Where possible, report details to screen and error log which identify station(s) and/or measurement(s) which precipitate an error such as Cholesky factorisation.

Priority
Suggest: priority 2 (medium), or priority 3 (low)

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