solution not converging

[zhenghannan]

Hello, I tried to feed in a bunch of barra factors but I bumped into the following problems:

1. Sometimes when running on _numba_chol() it says the Gamma_New matrix is not "positive definite";
2. Sometimes the solution cannot converge and stopped at a singular matrix problem.

I wonder do you have some intuitions on why? My intuition is that Barra factors are pre-processed to be orthogonal to each other, and somehow it cannot have larger/smaller number of latent factors?