MvNormal and MvTDist 32-bit logpdf fixes (#1250)

logpdf should probably return 32-bit results if only 32-bit inputs are provided.
This only fixes it for MvNormal and MvTDist since that's what I'm working with.
Not sure if my tests fit with the current organizational system.

src/multivariate/mvnormal.jl

@@ -96,7 +96,7 @@ function entropy(d::AbstractMvNormal)
     (length(d) * (T(log2π) + one(T)) + ldcd)/2
 end
 
-mvnormal_c0(g::AbstractMvNormal) = -(length(g) * Float64(log2π) + logdetcov(g))/2
+mvnormal_c0(g::AbstractMvNormal) = -(length(g) * convert(eltype(g), log2π) + logdetcov(g))/2
 
 """
     invcov(d::AbstractMvNormal)

src/multivariate/mvtdist.jl

@@ -123,10 +123,12 @@ sqmahal(d::AbstractMvTDist, x::AbstractMatrix{T}) where {T<:Real} = sqmahal!(Vec
 
 
 function mvtdist_consts(d::AbstractMvTDist)
-    hdf = 0.5 * d.df
-    hdim = 0.5 * d.dim
+    H = convert(eltype(d), 0.5)
+    logpi = convert(eltype(d), log(pi))
+    hdf = H * d.df
+    hdim = H * d.dim
     shdfhdim = hdf + hdim
-    v = loggamma(shdfhdim) - loggamma(hdf) - hdim*log(d.df) - hdim*log(pi) - 0.5*logdet(d.Σ)
+    v = loggamma(shdfhdim) - loggamma(hdf) - hdim*log(d.df) - hdim*logpi - H*logdet(d.Σ)
     return (shdfhdim, v)
 end
 

test/mvnormal.jl

@@ -180,6 +180,20 @@ end
     @test MvNormal(mu, 0.25f0 * I) === MvNormal(mu, 0.5)
 end
 
+@testset "MvNormal 32-bit logpdf" begin
+    # Test 32-bit logpdf
+    mu = [1., 2., 3.]
+    C = [4. -2. -1.; -2. 5. -1.; -1. -1. 6.]
+    d = MvNormal(mu, PDMat(C))
+    X = [1., 2., 3.]
+
+    d32 = convert(MvNormal{Float32}, d)
+    X32 = convert(AbstractArray{Float32}, X)
+
+    @test isa(logpdf(d32, X32), Float32)
+    @test logpdf(d32, X32) ≈ logpdf(d, X)
+end
+
 ##### Random sampling from MvNormalCanon with sparse precision matrix
 if isdefined(PDMats, :PDSparseMat)
     @testset "Sparse MvNormalCanon random sampling" begin

test/mvtdist.jl

@@ -55,8 +55,11 @@ mu_static = @SVector [1., 2]
 
 for i in 1:length(df)
     d = GenericMvTDist(df[i], mu_static, PDMat(Sigma))
+    d32 = convert(GenericMvTDist{Float32}, d)
     @test d.μ isa SVector
     @test isapprox(logpdf(d, [-2., 3]), rvalues[i], atol=1.0e-8)
+    @test isa(logpdf(d32, [-2f0, 3f0]), Float32)
+    @test isapprox(logpdf(d32, [-2f0, 3f0]), convert(Float32, rvalues[i]), atol=1.0e-4)
     dd = typeof(d)(params(d)...)
     @test d.df == dd.df
     @test d.μ == dd.μ