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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.
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@ -8,7 +8,7 @@
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*
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*
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* IDENTIFICATION
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* $PostgreSQL: pgsql/src/backend/utils/adt/float.c,v 1.130 2006/10/05 01:40:45 tgl Exp $
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* $PostgreSQL: pgsql/src/backend/utils/adt/float.c,v 1.130.2.1 2007/09/19 22:31:51 neilc Exp $
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*
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*-------------------------------------------------------------------------
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*/
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@ -2469,8 +2469,7 @@ float8_corr(PG_FUNCTION_ARGS)
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if (numeratorX <= 0 || numeratorY <= 0)
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PG_RETURN_NULL();
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PG_RETURN_FLOAT8(sqrt((numeratorXY * numeratorXY) /
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(numeratorX * numeratorY)));
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PG_RETURN_FLOAT8(numeratorXY / sqrt(numeratorX * numeratorY));
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}
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Datum
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