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Support for complex numbers #319

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mjskay opened this issue Nov 18, 2023 · 0 comments · May be fixed by #321
Open

Support for complex numbers #319

mjskay opened this issue Nov 18, 2023 · 0 comments · May be fixed by #321

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@mjskay
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mjskay commented Nov 18, 2023

After seeing @WardBrian's comment here: #317 (comment)

it occurred to me to check our support for complex numbers. It appears none of the existing formats support them.

Support for converting complex numbers that are encoded as arrays with a dimension that has a "real" and "complex" component would be straightforward if our underlying types worked with R's complex number data type; e.g. given a variable like this:

> cbind(real = rvar_rng(rnorm, 5), imag = rvar_rng(rnorm, 5, 1))
rvar<4000>[5,2] mean ± sd:
     real            imag           
[1,] -0.0069 ± 1.01   0.9964 ± 1.02 
[2,] -0.0093 ± 0.99   0.9854 ± 0.98 
[3,] -0.0061 ± 1.02   0.9984 ± 0.99 
[4,]  0.0301 ± 0.99   0.9650 ± 1.00 
[5,]  0.0030 ± 1.00   0.9919 ± 0.99

The following would be an easy way to turn the above into a complex rvar backed by the base complex number data type if it wasn't generating a bunch of warnings:

> x = cbind(real = rvar_rng(rnorm, 5), imag = rvar_rng(rnorm, 5, 1))
> x[,"real"] + x[,"imag"] * rvar(1i)
rvar<4000>[5,1] mean ± sd:
     real            
[1,] -0.02+0.99i ± 1 
[2,]  0.00+1.00i ± 1 
[3,]  0.00+1.02i ± 1 
[4,]  0.00+1.00i ± 1 
[5,]  0.02+1.00i ± 1 
Warning messages:
1: In var(if (is.vector(x) || is.factor(x)) x else as.double(x), na.rm = na.rm) :
  imaginary parts discarded in coercion
2: In var(if (is.vector(x) || is.factor(x)) x else as.double(x), na.rm = na.rm) :
  imaginary parts discarded in coercion
3: In var(if (is.vector(x) || is.factor(x)) x else as.double(x), na.rm = na.rm) :
  imaginary parts discarded in coercion
4: In var(if (is.vector(x) || is.factor(x)) x else as.double(x), na.rm = na.rm) :
  imaginary parts discarded in coercion
5: In var(if (is.vector(x) || is.factor(x)) x else as.double(x), na.rm = na.rm) :
  imaginary parts discarded in coercion

The other draws types all exhibit similar issues. Should be solvable though I think.
@mjskay mjskay linked a pull request Nov 20, 2023 that will close this issue
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@avehtari avehtari mentioned this issue Nov 22, 2023
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Complex numbers stan-dev/posterior
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@mjskay