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

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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
1 changed files with 2 additions and 3 deletions
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5
src/backend/utils/adt/float.c
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@ -8,7 +8,7 @@
* *
* *
* IDENTIFICATION * 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) if (numeratorX <= 0 || numeratorY <= 0)
PG_RETURN_NULL(); PG_RETURN_NULL();
PG_RETURN_FLOAT8(sqrt((numeratorXY * numeratorXY) / PG_RETURN_FLOAT8(numeratorXY / sqrt(numeratorX * numeratorY));
(numeratorX * numeratorY)));
} }
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