Prevent corr() from returning the wrong results for negative correlation
authorNeil Conway <[email protected]>
Wed, 19 Sep 2007 22:31:48 +0000 (22:31 +0000)
committerNeil Conway <[email protected]>
Wed, 19 Sep 2007 22:31:48 +0000 (22:31 +0000)
values. The previous coding essentially assumed that x = sqrt(x*x), which
does not hold for x < 0.

Thanks to Jie Zhang at Greenplum and Gavin Sherry for reporting this
issue.

src/backend/utils/adt/float.c

index 7a66bd4c56b08e1d81ed21a2c980c6ad5bde7bae..53bfd321d7df77e79ee3383cdb0b1173fc38ad1c 100644 (file)
@@ -8,7 +8,7 @@
  *
  *
  * IDENTIFICATION
- *   $PostgreSQL: pgsql/src/backend/utils/adt/float.c,v 1.150 2007/06/05 21:31:06 tgl Exp $
+ *   $PostgreSQL: pgsql/src/backend/utils/adt/float.c,v 1.151 2007/09/19 22:31:48 neilc Exp $
  *
  *-------------------------------------------------------------------------
  */
@@ -2274,8 +2274,7 @@ float8_corr(PG_FUNCTION_ARGS)
    if (numeratorX <= 0 || numeratorY <= 0)
        PG_RETURN_NULL();
 
-   PG_RETURN_FLOAT8(sqrt((numeratorXY * numeratorXY) /
-                         (numeratorX * numeratorY)));
+   PG_RETURN_FLOAT8(numeratorXY / sqrt(numeratorX * numeratorY));
 }
 
 Datum