Issue 1:
I seem to get this error at random times while training a GaussianHMM.

Is this because of underflow?

File "train_states.py", line 156, in <module>
best_seq = model.decode(t)
File "/Library/Python/2.7/site-packages/scikit_learn-0.13.1-py2.7-macosx-10.7-intel.egg/sklearn/hmm.py", line 304, in decode
logprob, state_sequence = decoder[algorithm](obs)
File "/Library/Python/2.7/site-packages/scikit_learn-0.13.1-py2.7-macosx-10.7-intel.egg/sklearn/hmm.py", line 241, in _decode_viterbi
framelogprob = self._compute_log_likelihood(obs)
File "/Library/Python/2.7/site-packages/scikit_learn-0.13.1-py2.7-macosx-10.7-intel.egg/sklearn/hmm.py", line 743, in _compute_log_likelihood
obs, self._means_, self._covars_, self._covariance_type)
File "/Library/Python/2.7/site-packages/scikit_learn-0.13.1-py2.7-macosx-10.7-intel.egg/sklearn/mixture/gmm.py", line 56, in log_multivariate_normal_density
X, means, covars)
File "/Library/Python/2.7/site-packages/scikit_learn-0.13.1-py2.7-macosx-10.7-intel.egg/sklearn/mixture/gmm.py", line 603, in _log_multivariate_normal_density_full
lower=True)
File "/src/scipy/scipy/linalg/decomp_cholesky.py", line 66, in cholesky
c, lower = _cholesky(a, lower=lower, overwrite_a=overwrite_a, clean=True)
File "/src/scipy/scipy/linalg/decomp_cholesky.py", line 24, in _cholesky
raise LinAlgError("%d-th leading minor not positive definite" % info)
numpy.linalg.linalg.LinAlgError: 2-th leading minor not positive definite

Issue 2:
On Ubuntu 13.10 (Saucy), with numpy 1.8.0 and scipy 0.13.3, I get the following failure:

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ERROR: sklearn.cluster.tests.test_spectral.test_spectral_lobpcg_mode
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Traceback (most recent call last):
File "/home/vagrant/venvs/2.7/local/lib/python2.7/site-packages/nose/case.py", line 197, in runTest
self.test(*self.arg)
File "/home/vagrant/code/scikit-learn/sklearn/cluster/tests/test_spectral.py", line 68, in test_spectral_lobpcg_mode
random_state=0, eigen_solver="lobpcg")
File "/home/vagrant/code/scikit-learn/sklearn/cluster/spectral.py", line 255, in spectral_clustering
eigen_tol=eigen_tol, drop_first=False)
File "/home/vagrant/code/scikit-learn/sklearn/manifold/spectral_embedding_.py", line 303, in spectral_embedding
largest=False, maxiter=2000)
File "/home/vagrant/venvs/2.7/local/lib/python2.7/site-packages/scipy/sparse/linalg/eigen/lobpcg/lobpcg.py", line 411, in lobpcg
activeBlockVectorBP, retInvR=True)
File "/home/vagrant/venvs/2.7/local/lib/python2.7/site-packages/scipy/sparse/linalg/eigen/lobpcg/lobpcg.py", line 148, in b_orthonormalize
gramVBV = sla.cholesky(gramVBV)
File "/home/vagrant/venvs/2.7/local/lib/python2.7/site-packages/scipy/linalg/decomp_cholesky.py", line 81, in cholesky
check_finite=check_finite)
File "/home/vagrant/venvs/2.7/local/lib/python2.7/site-packages/scipy/linalg/decomp_cholesky.py", line 30, in _cholesky
raise LinAlgError("%d-th leading minor not positive definite" % info)
LinAlgError: 2-th leading minor not positive definite

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The libatlas3-base and libatlas-dev packages are installed.