Merge pull request #50525 from oscardssmith/fix-generic_lu_fact-check=false

only check that values are finite in `generic_lufact`  when `check=true`

(cherry picked from commit 824cdf1)

Author: oscardssmith

stdlib/LinearAlgebra/src/lu.jl

@@ -132,7 +132,7 @@ lu!(A::AbstractMatrix, pivot::Union{RowMaximum,NoPivot,RowNonZero} = lupivottype
     generic_lufact!(A, pivot; check = check)
 function generic_lufact!(A::AbstractMatrix{T}, pivot::Union{RowMaximum,NoPivot,RowNonZero} = lupivottype(T);
                          check::Bool = true) where {T}
-    LAPACK.chkfinite(A)
+    check && LAPACK.chkfinite(A)
     # Extract values
     m, n = size(A)
     minmn = min(m,n)

stdlib/LinearAlgebra/test/lu.jl

@@ -464,4 +464,11 @@ end
     @test Matrix(F1) ≈ Matrix(F2) ≈ C
 end
 
+@testset "matrix with Nonfinite" begin
+    lu(fill(NaN, 2, 2), check=false)
+    lu(fill(Inf, 2, 2), check=false)
+    LinearAlgebra.generic_lufact!(fill(NaN, 2, 2), check=false)
+    LinearAlgebra.generic_lufact!(fill(Inf, 2, 2), check=false)
+end
+
 end # module TestLU