Prevent corr() from returning the wrong results for negative correlation

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.
This commit is contained in:
Neil Conway 2007-09-19 22:31:51 +00:00
parent eb4f4f5b7c
commit d5e6f4f828

View File

@ -8,7 +8,7 @@
*
*
* IDENTIFICATION
* $PostgreSQL: pgsql/src/backend/utils/adt/float.c,v 1.130 2006/10/05 01:40:45 tgl Exp $
* $PostgreSQL: pgsql/src/backend/utils/adt/float.c,v 1.130.2.1 2007/09/19 22:31:51 neilc Exp $
*
*-------------------------------------------------------------------------
*/
@ -2469,8 +2469,7 @@ 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