RuntimeError: Lapack Error in potrf : the leading minor of order 2 is not positive definite at /Users/soumith/minicondabuild3/conda-bld/pytorch_1524589329605/work/aten/src/TH/generic/THTensorLapack.c:617

and managed to solve it by realizing the covariance matrices I used first were not positive definite. By using symmetric matrices as covariance matrices and stacking them w.r.t. axis 0, I got it to work.

As suggested by the source code comments, since they just perform a Cholesky decomposition to an n-by-n covariance matrix to get a scale_tril tensor of size n, it might be a better practice to pass in a tensor of size n directly when possible.