This might happen inside scikit, and it depends on what you’re doing. I recommend reading the documentation for the functions you’re using. You might be using one which depends e.g. on your matrix being positive definite and not fulfilling that criteria.
EDIT: How could I miss that:
np.isnan(mat.any()) #and gets False np.isfinite(mat.all()) #and gets True
is obviously wrong. Right would be: