Support for Complex Matrices in Proximal Solvers? about delta-prox

[Vandermode]

@Zeqiang-Lai could you give some comments on this question? I think supporting complex number operations in DeltaProx is easy if not implemented. See our CS-MRI example where the observation y is complex vector generated by subsampled Fourier transform

[Zeqiang-Lai]

I am not familiar with user cases that requires complex matrices for y, A, x.

Basically, the computation in Delta Prox solely rely on the definition of linear operators and proximal functions, so it is easy to extend Delta Prox for complex computation by writing custom linear operators and proximal functions that accept complex matrices.

For current implementation, most linear operators are defined for real matrices, but there are some proximal functions that outputs complex matrices such as CS-MRI (as discussed by @Vandermode )