Translate LAPACK exception codes to an actionable error message.

[NAThompson]

Checklist

• I have read the CONTRIBUTING document
• I have run pre-commit run --all-files to format my code / installed pre-commit prior to committing changes
• I have added tests that prove my fix is effective or that my feature works

[angeloskath]

As I mentioned in #1794 (and as the comment above the check mentions) I think we should not throw when a matrix is not positive semi-definite since this can't be caught and will result in a crash.

[awni]

Agreed, we shouldn't throw for non-PSD matrices. Maybe there are a couple other options we can think about (though not necessarily for this PR):

• Have a hard assert mode, when you run you code and a detectable error happens (like this or in indexing reading/writing out of bounds) there is a hard crash. Could toggle that with a env flag
• Could fill the output with NaN in the case of non-PSD matrices rather than a partially computed Q/R.