Recently someone opened ARROW-2145
<https://issues.apache.org/jira/projects/ARROW/issues/ARROW-2145> asking
for support for non-finite values, such as NaN and infinity.
It may seem like a “no-brainer” to implement this, but there’s no real
consistency on how to implement it or *even to implement it at all*:

   - Java BigDecimal: raises an exception for nan or inf as per the docs
   
<https://docs.oracle.com/javase/8/docs/api/java/math/BigDecimal.html#BigDecimal-double->
   - boost multiprecision supports it but not for fixed precision decimal
   numbers (cpp_bin_float/cpp_dec_float, which are arbitrary precision
   floating point not fixed point)
   - python supports it using flags and special string exponents (and it
   supports both signaling and quiet nans)
   - impala doesn’t support it (returns null when you try to perform
CAST(CAST('NaN'
   AS DOUBLE) AS DECIMAL)
   - postgres supports it with its numeric
   <https://www.postgresql.org/docs/10/static/datatype-numeric.html> type
   by using the sign member of the C struct backing numeric values
   
<https://github.com/postgres/postgres/blob/c7b8998ebbf310a156aa38022555a24d98fdbfb4/src/interfaces/ecpg/include/pgtypes_numeric.h#L16-L25>
   - MySQL: doesn’t even support nan/inf!

The lack of support for these values across languages likely stems from the
fact that fixed precision arithmetic by definition must happen on finite
values, and nan/inf are not finite values therefore they are not supported.

We could go down this rabbit hole in the name of providing support for
Python decimal.Decimal(<non-finite value>) but I’m not sure how useful it
is.

No other system except in-memory C++ arrow arrays would be able to operate
on these values (I suppose we could add a wrapper around BigDecimal that
has the desired behavior).

For example, writing arrow arrays containing Decimal128 values (with nans
or infs) to a parquet file seems untenable.

Additionally, if we decided to implement it, we’d likely have to take
something like the flag approach which would require a change to the
metadata (not necessary a bad thing) that would add two bitmaps to arrow
Decimal arrays: one for indicating nan-ness and one for indicating inf-ness
(that’s a ton of overhead IMO when I think it’s likely that most values are
always finite).

I’m skeptical about whether we should support this.

Thoughts?
​

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