Normal random variable should cast arguments to floating point dtype

probabilistic-numerics · Aug 24, 2020 · 0c9ffb1 · 0c9ffb1
1 parent d6f1911
commit 0c9ffb1
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Showing 2 changed files with 35 additions and 10 deletions.
diff --git a/src/probnum/core/random_variables/_normal.py b/src/probnum/core/random_variables/_normal.py
@@ -68,6 +68,31 @@ def __init__(
         if np.isscalar(cov):
             cov = _utils.as_numpy_scalar(cov)
 
+        # Data type normalization
+        is_mean_floating = mean.dtype is not None and np.issubdtype(
+            mean.dtype, np.floating
+        )
+        is_cov_floating = cov.dtype is not None and np.issubdtype(
+            cov.dtype, np.floating
+        )
+
+        if is_mean_floating and is_cov_floating:
+            dtype = np.promote_types(mean.dtype, cov.dtype)
+        elif is_mean_floating:
+            dtype = mean.dtype
+        elif is_cov_floating:
+            dtype = cov.dtype
+        else:
+            dtype = np.float_
+
+        # TODO: Implement casting for linear operators
+        if not isinstance(mean, linops.LinearOperator):
+            mean = mean.astype(dtype, order="C", casting="safe", subok=True, copy=False)
+
+        # TODO: Implement casting for linear operators
+        if not isinstance(cov, linops.LinearOperator):
+            cov = cov.astype(dtype, order="C", casting="safe", subok=True, copy=False)
+
         # Shape checking
         if len(mean.shape) not in [0, 1, 2]:
             raise ValueError(

diff --git a/src/probnum/core/random_variables/_random_variable.py b/src/probnum/core/random_variables/_random_variable.py
@@ -75,18 +75,18 @@ def __init__(
         parameters: Optional[Dict[str, Any]] = None,
         sample: Optional[Callable[[ShapeArgType], _ValueType]] = None,
         in_support: Optional[Callable[[_ValueType], bool]] = None,
-        pdf: Optional[Callable[[_ValueType], np.float64]] = None,
-        logpdf: Optional[Callable[[_ValueType], np.float64]] = None,
-        cdf: Optional[Callable[[_ValueType], np.float64]] = None,
-        logcdf: Optional[Callable[[_ValueType], np.float64]] = None,
+        pdf: Optional[Callable[[_ValueType], np.float_]] = None,
+        logpdf: Optional[Callable[[_ValueType], np.float_]] = None,
+        cdf: Optional[Callable[[_ValueType], np.float_]] = None,
+        logcdf: Optional[Callable[[_ValueType], np.float_]] = None,
         quantile: Optional[Callable[[FloatArgType], _ValueType]] = None,
         mode: Optional[Callable[[], _ValueType]] = None,
         median: Optional[Callable[[], _ValueType]] = None,
         mean: Optional[Callable[[], _ValueType]] = None,
         cov: Optional[Callable[[], _ValueType]] = None,
         var: Optional[Callable[[], _ValueType]] = None,
         std: Optional[Callable[[], _ValueType]] = None,
-        entropy: Optional[Callable[[], np.float64]] = None,
+        entropy: Optional[Callable[[], np.float_]] = None,
     ):
         """Create a new random variable."""
         self._shape = RandomVariable._check_shape(shape)
@@ -704,18 +704,18 @@ def __init__(
         parameters: Optional[Dict[str, Any]] = None,
         sample: Optional[Callable[[ShapeArgType], _ValueType]] = None,
         in_support: Optional[Callable[[_ValueType], bool]] = None,
-        pmf: Optional[Callable[[_ValueType], np.float64]] = None,
-        logpmf: Optional[Callable[[_ValueType], np.float64]] = None,
-        cdf: Optional[Callable[[_ValueType], np.float64]] = None,
-        logcdf: Optional[Callable[[_ValueType], np.float64]] = None,
+        pmf: Optional[Callable[[_ValueType], np.float_]] = None,
+        logpmf: Optional[Callable[[_ValueType], np.float_]] = None,
+        cdf: Optional[Callable[[_ValueType], np.float_]] = None,
+        logcdf: Optional[Callable[[_ValueType], np.float_]] = None,
         quantile: Optional[Callable[[FloatArgType], _ValueType]] = None,
         mode: Optional[Callable[[], _ValueType]] = None,
         median: Optional[Callable[[], _ValueType]] = None,
         mean: Optional[Callable[[], _ValueType]] = None,
         cov: Optional[Callable[[], _ValueType]] = None,
         var: Optional[Callable[[], _ValueType]] = None,
         std: Optional[Callable[[], _ValueType]] = None,
-        entropy: Optional[Callable[[], np.float64]] = None,
+        entropy: Optional[Callable[[], np.float_]] = None,
     ):
         # Probability mass function
         self.__pmf = pmf