Support missing values in dot
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This is more consistent with matrix product, which propagates `missing` automatically since `*` and `+` are defined for it.
nalimilan
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linear algebra
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x-ref #40769 🤣 |
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This is more consistent with matrix product, which propagates
missingautomatically since*and+are defined for it.This is needed to avoid a regression in
Statistics.covin Julia 1.7 compared with 1.6. https://github.com/JuliaLang/Statistics.jl/pull/85 replaced a call tosum(conj(y[i])*x[i] for i in eachindex(y, x))withdot(y, x), which is numerically more stable and was originally used before Statistics was moved to the stdlib (at the time LinearAlgebra was still in Base sodotcould not be used from an stdlib). But this change currently makescovthrow an error when the input containsmissing, which was not the case in Julia 1.6. This currently makes StatsBase tests fail on Julia 1.7.EDIT: a solution in Statistics is to use
adjoint(y) * xinstead ofdot(y, x), as the former falls back to the latter for arrays ofNumbers but tosum(uu*vv for (uu, vv) in zip(u, v))for other types. See https://github.com/JuliaLang/Statistics.jl/pull/94. Though it can still be useful to support missing values withdot.