test_distance.test_Xdist_deprecated_args test error in 0.19.0rc2

[matthew-brett]

Testing the 0.19.0rc2 wheel gives a new test error, only seen for Python 3.6, 64-bit and numpy 1.11.3:

======================================================================
ERROR: test_distance.test_Xdist_deprecated_args
----------------------------------------------------------------------
Traceback (most recent call last):
  File "/venv/lib/python3.6/site-packages/nose/case.py", line 198, in runTest
    self.test(*self.arg)
  File "/venv/lib/python3.6/site-packages/scipy/spatial/tests/test_distance.py", line 1549, in test_Xdist_deprecated_args
    cdist(X1, X1, metric, **kwargs)
  File "/venv/lib/python3.6/site-packages/scipy/spatial/distance.py", line 2156, in cdist
    VI = _validate_mahalanobis_args(np.vstack([XA, XB]), mA + mB, n, VI)
  File "/venv/lib/python3.6/site-packages/scipy/spatial/distance.py", line 199, in _validate_mahalanobis_args
    VI = np.linalg.inv(CV).T.copy()
  File "/venv/lib/python3.6/site-packages/numpy/linalg/linalg.py", line 526, in inv
    ainv = _umath_linalg.inv(a, signature=signature, extobj=extobj)
  File "/venv/lib/python3.6/site-packages/numpy/linalg/linalg.py", line 90, in _raise_linalgerror_singular
    raise LinAlgError("Singular matrix")
numpy.linalg.linalg.LinAlgError: Singular matrix

See: https://travis-ci.org/MacPython/scipy-wheels/jobs/205362487

I can replicate this on OpenBLAS-linked scipy, Python 3.6. To my surprise, the X1 matrix in the traceback above changes over the course of the loop. At the time of error X1 is:

array([[ -1.00000000e+00,   0.00000000e+00,   1.00000000e+00],
       [ -1.10000000e+00,  -1.48029737e-16,   1.10000000e+00],
       [ -7.66666667e-01,  -6.66666667e-01,   1.43333333e+00],
       [ -7.76666667e+00,  -6.66666667e+00,   1.44333333e+01]])

The covariance CV above is:

array([[  9.95769841,   9.36984127, -19.32753968],
       [  9.36984127,   8.98412698, -18.35396825],
       [-19.32753968, -18.35396825,  37.68150794]])

and this is rank deficient:

(pdb) np.linalg.svd(CV, compute_uv=False)
array([  5.65348586e+01,   8.84747019e-02,   4.28472602e-16])

[matthew-brett]

Should be closed with merge of #7106 . #7106 fixes the change in X1 I referred to above, which results from a bug in the cdist code, where the function can modify its input arrays.