More precise error for SDML failure

[wdevazelhes]

I just realized for SDML, we raise the error that would be returned in the graphical lasso but if it raises no error but returns a non finite matrix, then the only error message we'll have will be There was a problem in SDML when using {}'s grapical lasso solver. It would be cool to have something in this case saying: it went infinite (it gives more details to the users)