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* BUG #17329: Aggregate Functions Precision Error
@ 2021-12-08 21:02 PG Bug reporting form <noreply@postgresql.org>
2021-12-08 21:45 ` Re: BUG #17329: Aggregate Functions Precision Error Tom Lane <tgl@sss.pgh.pa.us>
0 siblings, 1 reply; 3+ messages in thread
From: PG Bug reporting form @ 2021-12-08 21:02 UTC (permalink / raw)
To: pgsql-bugs@lists.postgresql.org; +Cc: neverov.max@gmail.com
The following bug has been logged on the website:
Bug reference: 17329
Logged by: Max Neverov
Email address: neverov.max@gmail.com
PostgreSQL version: 13.3
Operating system: Alpine 10.3.1_git20210424
Description:
Aggregate functions (described here
https://www.postgresql.org/docs/current/functions-aggregate.html#FUNCTIONS-AGGREGATE-STATISTICS-TABL...)
that are defined for double precision type suffer from loss of
significance.
Corresponding code see
https://github.com/postgres/postgres/blob/49407dc32a2931550e4ff1dea314b6a25afdfc35/src/backend/utils....
Consider the following:
drop table if exists test;
create table test(y numeric, x numeric);
insert into test values
(1, 3),
(2, 3.0e+22),
(3, -3);
select covar_pop(y, x) from test;
covar_pop
-------------------
699050.6666666666
(1 row)
truncate table test;
insert into test values
(1, 3),
(3, -3),
(2, 3.0e+22);
select covar_pop(y, x) from test;
covar_pop
-----------
-2
(1 row)
truncate table test;
insert into test values
(2, 3.0e+22),
(3, -3),
(1, 3);
select covar_pop(y, x) from test;
covar_pop
--------------------
-699050.6666666666
(1 row)
The expected result is -2.
The result depends on the order of values although it shouldn't. This
happens because operations with 3.0e+22 lead to the loss of precision since
the type can hold only 15 decimal digits precision.
Even if the functions defined for double precision type I would expect
Postgres either to report an error or to return the correct result.
^ permalink raw reply [nested|flat] 3+ messages in thread
* Re: BUG #17329: Aggregate Functions Precision Error
2021-12-08 21:02 BUG #17329: Aggregate Functions Precision Error PG Bug reporting form <noreply@postgresql.org>
@ 2021-12-08 21:45 ` Tom Lane <tgl@sss.pgh.pa.us>
2021-12-09 11:35 ` Re: BUG #17329: Aggregate Functions Precision Error Max Neverov <neverov.max@gmail.com>
0 siblings, 1 reply; 3+ messages in thread
From: Tom Lane @ 2021-12-08 21:45 UTC (permalink / raw)
To: neverov.max@gmail.com; +Cc: pgsql-bugs@lists.postgresql.org
PG Bug reporting form <noreply@postgresql.org> writes:
> Aggregate functions (described here
> https://www.postgresql.org/docs/current/functions-aggregate.html#FUNCTIONS-AGGREGATE-STATISTICS-TABL...)
> that are defined for double precision type suffer from loss of
> significance.
This is pretty much inherent in all uses of float arithmetic.
You might be happier using the numeric type (of course, that's
much slower).
Another possibility, for some aggregates, is to order the inputs
in a way that minimizes error accumulation. For example,
select sum(f1 order by abs(f1)) from ...
I don't know offhand what the best such incantation is for covar_pop;
it might depend on the problem.
regards, tom lane
^ permalink raw reply [nested|flat] 3+ messages in thread
* Re: BUG #17329: Aggregate Functions Precision Error
2021-12-08 21:02 BUG #17329: Aggregate Functions Precision Error PG Bug reporting form <noreply@postgresql.org>
2021-12-08 21:45 ` Re: BUG #17329: Aggregate Functions Precision Error Tom Lane <tgl@sss.pgh.pa.us>
@ 2021-12-09 11:35 ` Max Neverov <neverov.max@gmail.com>
0 siblings, 0 replies; 3+ messages in thread
From: Max Neverov @ 2021-12-09 11:35 UTC (permalink / raw)
To: Tom Lane <tgl@sss.pgh.pa.us>; pgsql-bugs@lists.postgresql.org
> You might be happier using the numeric type
Postgres defines aggregate functions for the numeric type only for 6
functions of 18.
> Another possibility, for some aggregates, is to order the inputs
> in a way that minimizes error accumulation.
That is not always possible. As I understand this thread
https://postgrespro.com/list/thread-id/1858486#CAKJS1f9L95TySOtBf0AgeZhiLf60BcrgXjOA4NtWptLGkNJFZw@m...
,
the parallel calculation for the aggregates was introduced, so the result
depends on the order of float8_regr_combine functions.
BR,
Max
On Thu, Dec 9, 2021 at 8:41 AM Max Neverov <neverov.max@gmail.com> wrote:
> > You might be happier using the numeric type
>
> Postgres defines aggregate functions for the numeric type only for 6
> functions of 18.
>
> > Another possibility, for some aggregates, is to order the inputs
> > in a way that minimizes error accumulation.
>
> That is not always possible. As I understand this thread
> https://postgrespro.com/list/thread-id/1858486#CAKJS1f9L95TySOtBf0AgeZhiLf60BcrgXjOA4NtWptLGkNJFZw@m...
> ,
> the parallel calculation for the aggregates was introduced, so the result
> depends on the order of float8_regr_combine functions.
>
> BR,
> Max
>
>
> On Wed, Dec 8, 2021 at 10:45 PM Tom Lane <tgl@sss.pgh.pa.us> wrote:
>
>> PG Bug reporting form <noreply@postgresql.org> writes:
>> > Aggregate functions (described here
>> >
>> https://www.postgresql.org/docs/current/functions-aggregate.html#FUNCTIONS-AGGREGATE-STATISTICS-TABL...
>> )
>> > that are defined for double precision type suffer from loss of
>> > significance.
>>
>> This is pretty much inherent in all uses of float arithmetic.
>> You might be happier using the numeric type (of course, that's
>> much slower).
>>
>> Another possibility, for some aggregates, is to order the inputs
>> in a way that minimizes error accumulation. For example,
>>
>> select sum(f1 order by abs(f1)) from ...
>>
>> I don't know offhand what the best such incantation is for covar_pop;
>> it might depend on the problem.
>>
>> regards, tom lane
>>
>
^ permalink raw reply [nested|flat] 3+ messages in thread
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2021-12-08 21:02 BUG #17329: Aggregate Functions Precision Error PG Bug reporting form <noreply@postgresql.org>
2021-12-08 21:45 ` Tom Lane <tgl@sss.pgh.pa.us>
2021-12-09 11:35 ` Max Neverov <neverov.max@gmail.com>
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