Merge

dbms/include/DB/AggregateFunctions/AggregateFunctionsStatistics.h

@@ -12,6 +12,27 @@
 namespace DB
 {
 
+namespace
+{
+
+/// Эта функция возвращает true если оба значения велики и сравнимы.
+/// Она употребляется для вычисления среднего значения путём слияния двух источников.
+/// Ибо если размеры обоих источников велики и сравнимы, то надо применить особенную
+///	формулу гарантирующую больше стабильности.
+bool areComparable(UInt64 a, UInt64 b)
+{
+	const Float64 sensitivity = 0.001;
+	const UInt64 threshold = 10000;
+
+	if ((a == 0) || (b == 0))
+		return false;
+
+	auto res = std::minmax(a, b);
+	return (((1 - static_cast<Float64>(res.first) / res.second) < sensitivity) && (res.first > threshold));
+}
+
+}
+
 /** Статистические аггрегатные функции:
   * varSamp - выборочная дисперсия
   * stddevSamp - среднее выборочное квадратичное отклонение
@@ -52,12 +73,8 @@ public:
 		Float64 factor = static_cast<Float64>(count * source.count) / total_count;
 		Float64 delta = mean - source.mean;
 
-		auto res = std::minmax(count, source.count);
+		if (areComparable(count, source.count))
-		if (((1 - static_cast<Float64>(res.first) / res.second) < 0.001) && (res.first > 10000))
-		{
-			/// Эта формула более стабильная, когда размеры обоих источников велики и сравнимы.
 			mean = (source.count * source.mean + count * mean) / total_count;
-		}
 		else
 			mean = source.mean + delta * (static_cast<Float64>(count) / total_count);
 
@@ -93,7 +110,9 @@ private:
 /** Основной код для реализации функций varSamp, stddevSamp, varPop, stddevPop.
   */
 template<typename T, typename Op>
-class AggregateFunctionVariance final : public IUnaryAggregateFunction<AggregateFunctionVarianceData<T, Op>, AggregateFunctionVariance<T, Op> >
+class AggregateFunctionVariance final
+	: public IUnaryAggregateFunction<AggregateFunctionVarianceData<T, Op>,
+		AggregateFunctionVariance<T, Op> >
 {
 public:
 	String getName() const override { return Op::name; }
@@ -151,7 +170,7 @@ struct VarSampImpl
 	static inline Float64 apply(Float64 m2, UInt64 count)
 	{
 		if (count < 2)
-			return 0.0;
+			return std::numeric_limits<Float64>::infinity();
 		else
 			return m2 / (count - 1);
 	}
@@ -177,7 +196,9 @@ struct VarPopImpl
 
 	static inline Float64 apply(Float64 m2, UInt64 count)
 	{
-		if (count < 2)
+		if (count == 0)
+			return std::numeric_limits<Float64>::infinity();
+		else if (count == 1)
 			return 0.0;
 		else
 			return m2 / count;
@@ -198,26 +219,73 @@ struct StdDevPopImpl
 
 }
 
+/** Если флаг compute_marginal_moments установлен, этот класс предоставялет наследнику
+  * CovarianceData поддержку маргинальных моментов для вычисления корреляции.
+  */
+template<bool compute_marginal_moments>
+class BaseCovarianceData
+{
+protected:
+	void incrementMarginalMoments(Float64 left_incr, Float64 right_incr) {}
+	void mergeWith(const BaseCovarianceData & source) {}
+	void serialize(WriteBuffer & buf) const {}
+	void deserialize(const ReadBuffer & buf) {}
+};
+
+template<>
+class BaseCovarianceData<true>
+{
+protected:
+	void incrementMarginalMoments(Float64 left_incr, Float64 right_incr)
+	{
+		left_m2 += left_incr;
+		right_m2 += right_incr;
+	}
+
+	void mergeWith(const BaseCovarianceData & source)
+	{
+		left_m2 += source.left_m2;
+		right_m2 += source.right_m2;
+	}
+
+	void serialize(WriteBuffer & buf) const
+	{
+		writeBinary(left_m2, buf);
+		writeBinary(right_m2, buf);
+	}
+
+	void deserialize(ReadBuffer & buf)
+	{
+		readBinary(left_m2, buf);
+		readBinary(right_m2, buf);
+	}
+
+protected:
+	Float64 left_m2 = 0.0;
+	Float64 right_m2 = 0.0;
+};
+
 /** Параллельный и инкрементальный алгоритм для вычисления ковариации.
   * Источник: "Numerically Stable, Single-Pass, Parallel Statistics Algorithms"
   * (J. Bennett et al., Sandia National Laboratories,
   *  2009 IEEE International Conference on Cluster Computing)
   */
 template<typename T, typename U, typename Op, bool compute_marginal_moments>
-class CovarianceData
+class CovarianceData : public BaseCovarianceData<compute_marginal_moments>
 {
-public:
+private:
-	CovarianceData() = default;
+	using Base = BaseCovarianceData<compute_marginal_moments>;
 
+public:
 	void update(const IColumn & column_left, const IColumn & column_right, size_t row_num)
 	{
 		T left_received = static_cast<const ColumnVector<T> &>(column_left).getData()[row_num];
-		Float64 val_left = static_cast<Float64>(left_received);
+		Float64 left_val = static_cast<Float64>(left_received);
-		Float64 left_delta = val_left - left_mean;
+		Float64 left_delta = left_val - left_mean;
 
 		U right_received = static_cast<const ColumnVector<U> &>(column_right).getData()[row_num];
-		Float64 val_right = static_cast<Float64>(right_received);
+		Float64 right_val = static_cast<Float64>(right_received);
-		Float64 right_delta = val_right - right_mean;
+		Float64 right_delta = right_val - right_mean;
 
 		Float64 old_right_mean = right_mean;
 
@@ -225,12 +293,14 @@ public:
 
 		left_mean +=  left_delta / count;
 		right_mean += right_delta / count;
-		co_moment += (val_left - left_mean) * (val_right - old_right_mean);
+		co_moment += (left_val - left_mean) * (right_val - old_right_mean);
 
+		/// Обновить маргинальные моменты, если они есть.
 		if (compute_marginal_moments)
 		{
-			left_m2 += left_delta * (val_left - left_mean);
+			Float64 left_incr = left_delta * (left_val - left_mean);
-			right_m2 += right_delta * (val_right - right_mean);
+			Float64 right_incr = right_delta * (right_val - right_mean);
+			Base::incrementMarginalMoments(left_incr, right_incr);
 		}
 	}
 
@@ -244,15 +314,27 @@ public:
 		Float64 left_delta = left_mean - source.left_mean;
 		Float64 right_delta = right_mean - source.right_mean;
 
+		if (areComparable(count, source.count))
+		{
+			left_mean = (source.count * source.left_mean + count * left_mean) / total_count;
+			right_mean = (source.count * source.right_mean + count * right_mean) / total_count;
+		}
+		else
+		{
 			left_mean = source.left_mean + left_delta * (static_cast<Float64>(count) / total_count);
 			right_mean = source.right_mean + right_delta * (static_cast<Float64>(count) / total_count);
+		}
+
 		co_moment += source.co_moment + left_delta * right_delta * factor;
 		count = total_count;
 
+		/// Обновить маргинальные моменты, если они есть.
 		if (compute_marginal_moments)
 		{
-			left_m2 += source.left_m2 + left_delta * left_delta * factor;
+			Float64 left_incr = left_delta * left_delta * factor;
-			right_m2 += source.right_m2 + right_delta * right_delta * factor;
+			Float64 right_incr = right_delta * right_delta * factor;
+			Base::mergeWith(source);
+			Base::incrementMarginalMoments(left_incr, right_incr);
 		}
 	}
 
@@ -262,12 +344,7 @@ public:
 		writeBinary(left_mean, buf);
 		writeBinary(right_mean, buf);
 		writeBinary(co_moment, buf);
-
+		Base::serialize(buf);
-		if (compute_marginal_moments)
-		{
-			writeBinary(left_m2, buf);
-			writeBinary(right_m2, buf);
-		}
 	}
 
 	void deserialize(ReadBuffer & buf)
@@ -276,17 +353,19 @@ public:
 		readBinary(left_mean, buf);
 		readBinary(right_mean, buf);
 		readBinary(co_moment, buf);
-
+		Base::deserialize(buf);
-		if (compute_marginal_moments)
-		{
-			readBinary(left_m2, buf);
-			readBinary(right_m2, buf);
-		}
 	}
 
-	void publish(IColumn & to) const
+	template<bool compute = compute_marginal_moments>
+	void publish(IColumn & to, typename std::enable_if<compute>::type * = nullptr) const
 	{
-		static_cast<ColumnFloat64 &>(to).getData().push_back(Op::apply(co_moment, left_m2, right_m2, count));
+		static_cast<ColumnFloat64 &>(to).getData().push_back(Op::apply(co_moment, Base::left_m2, Base::right_m2, count));
+	}
+
+	template<bool compute = compute_marginal_moments>
+	void publish(IColumn & to, typename std::enable_if<!compute>::type * = nullptr) const
+	{
+		static_cast<ColumnFloat64 &>(to).getData().push_back(Op::apply(co_moment, count));
 	}
 
 private:
@@ -294,8 +373,6 @@ private:
 	Float64 left_mean = 0.0;
 	Float64 right_mean = 0.0;
 	Float64 co_moment = 0.0;
-	Float64 left_m2 = 0.0;
-	Float64 right_m2 = 0.0;
 };
 
 template<typename T, typename U, typename Op, bool compute_marginal_moments = false>
@@ -342,7 +419,6 @@ public:
 	{
 		CovarianceData<T, U, Op, compute_marginal_moments> source;
 		source.deserialize(buf);
-
 		this->data(place).mergeWith(source);
 	}
 
@@ -361,10 +437,10 @@ struct CovarSampImpl
 {
 	static constexpr auto name = "covarSamp";
 
-	static inline Float64 apply(Float64 co_moment, Float64 left_m2, Float64 right_m2, UInt64 count)
+	static inline Float64 apply(Float64 co_moment, UInt64 count)
 	{
 		if (count < 2)
-			return 0.0;
+			return std::numeric_limits<Float64>::infinity();
 		else
 			return co_moment / (count - 1);
 	}
@@ -376,9 +452,11 @@ struct CovarPopImpl
 {
 	static constexpr auto name = "covarPop";
 
-	static inline Float64 apply(Float64 co_moment, Float64 left_m2, Float64 right_m2, UInt64 count)
+	static inline Float64 apply(Float64 co_moment, UInt64 count)
 	{
-		if (count < 2)
+		if (count == 0)
+			return std::numeric_limits<Float64>::infinity();
+		else if (count == 1)
 			return 0.0;
 		else
 			return co_moment / count;
@@ -394,7 +472,7 @@ struct CorrImpl
 	static inline Float64 apply(Float64 co_moment, Float64 left_m2, Float64 right_m2, UInt64 count)
 	{
 		if (count < 2)
-			return 0.0;
+			return std::numeric_limits<Float64>::infinity();
 		else
 			return co_moment / sqrt(left_m2 * right_m2);
 	}

dbms/include/DB/Functions/FunctionsRound.h

@@ -94,75 +94,103 @@ namespace DB
 
 	/// Реализация функций округления на низком уровне.
 
-	template<typename T, int rounding_mode>
+	template<typename T, int rounding_mode, bool with_scale>
 	struct RoundingComputation
 	{
 	};
 
-	template<int rounding_mode>
+	template<int rounding_mode, bool with_scale>
-	struct RoundingComputation<Float32, rounding_mode>
+	struct RoundingComputation<Float32, rounding_mode, with_scale>
 	{
 		using Data = std::array<Float32, 4>;
 		using Scale = __m128;
 
-		static inline void prepareScale(size_t scale, Scale & mm_scale)
+		template<bool with_scale2 = with_scale>
+		static inline void prepareScale(size_t scale, Scale & mm_scale,
+										typename std::enable_if<with_scale2>::type * = nullptr)
 		{
 			Float32 fscale = static_cast<Float32>(scale);
 			mm_scale = _mm_load1_ps(&fscale);
 		}
 
-		static inline void compute(const Data & in, const Scale & mm_scale, Data & out)
+		template<bool with_scale2 = with_scale>
+		static inline void prepareScale(size_t scale, Scale & mm_scale,
+										typename std::enable_if<!with_scale2>::type * = nullptr)
 		{
-			Float32 input[4] __attribute__((aligned(16))) = {in[0], in[1], in[2], in[3]};
+		}
-			__m128 mm_value = _mm_load_ps(input);
 
+		template<bool with_scale2 = with_scale>
+		static inline void compute(const Data & in, const Scale & mm_scale, Data & out,
+								   typename std::enable_if<with_scale2>::type * = nullptr)
+		{
+			__m128 mm_value = _mm_loadu_ps(reinterpret_cast<const Float32 *>(&in));
 			mm_value = _mm_mul_ps(mm_value, mm_scale);
 			mm_value = _mm_round_ps(mm_value, rounding_mode);
 			mm_value = _mm_div_ps(mm_value, mm_scale);
+			_mm_storeu_ps(reinterpret_cast<Float32 *>(&out), mm_value);
+		}
 
-			Float32 res[4] __attribute__((aligned(16)));
+		template<bool with_scale2 = with_scale>
-			_mm_store_ps(res, mm_value);
+		static inline void compute(const Data & in, const Scale & mm_scale, Data & out,
-			out = {res[0], res[1], res[2], res[3]};
+								   typename std::enable_if<!with_scale2>::type * = nullptr)
+		{
+			__m128 mm_value = _mm_loadu_ps(reinterpret_cast<const Float32 *>(&in));
+			mm_value = _mm_round_ps(mm_value, rounding_mode);
+			_mm_storeu_ps(reinterpret_cast<Float32 *>(&out), mm_value);
 		}
 	};
 
-	template<int rounding_mode>
+	template<int rounding_mode, bool with_scale>
-	struct RoundingComputation<Float64, rounding_mode>
+	struct RoundingComputation<Float64, rounding_mode, with_scale>
 	{
 		using Data = std::array<Float64, 2>;
 		using Scale = __m128d;
 
-		static inline void prepareScale(size_t scale, Scale & mm_scale)
+		template<bool with_scale2 = with_scale>
+		static inline void prepareScale(size_t scale, Scale & mm_scale,
+										typename std::enable_if<with_scale2>::type * = nullptr)
 		{
 			Float64 fscale = static_cast<Float64>(scale);
 			mm_scale = _mm_load1_pd(&fscale);
 		}
 
-		static inline void compute(const Data & in, const Scale & mm_scale, Data & out)
+		template<bool with_scale2 = with_scale>
+		static inline void prepareScale(size_t scale, Scale & mm_scale,
+										typename std::enable_if<!with_scale2>::type * = nullptr)
 		{
-			Float64 input[2] __attribute__((aligned(16))) = { in[0], in[1] };
+		}
-			__m128d mm_value = _mm_load_pd(input);
 
+		template<bool with_scale2 = with_scale>
+		static inline void compute(const Data & in, const Scale & mm_scale, Data & out,
+								   typename std::enable_if<with_scale2>::type * = nullptr)
+		{
+			__m128d mm_value = _mm_loadu_pd(reinterpret_cast<const Float64 *>(&in));
 			mm_value = _mm_mul_pd(mm_value, mm_scale);
 			mm_value = _mm_round_pd(mm_value, rounding_mode);
 			mm_value = _mm_div_pd(mm_value, mm_scale);
+			_mm_storeu_pd(reinterpret_cast<Float64 *>(&out), mm_value);
+		}
 
-			Float64 res[2] __attribute__((aligned(16)));
+		template<bool with_scale2 = with_scale>
-			_mm_store_pd(res, mm_value);
+		static inline void compute(const Data & in, const Scale & mm_scale, Data & out,
-			out = {res[0], res[1]};
+								   typename std::enable_if<!with_scale2>::type * = nullptr)
+		{
+			__m128d mm_value = _mm_loadu_pd(reinterpret_cast<const Float64 *>(&in));
+			mm_value = _mm_round_pd(mm_value, rounding_mode);
+			_mm_storeu_pd(reinterpret_cast<Float64 *>(&out), mm_value);
 		}
 	};
 
 	/// Реализация функций округления на высоком уровне.
 
-	template<typename T, int rounding_mode, typename Enable = void>
+	template<typename T, int rounding_mode, bool with_scale, typename Enable = void>
 	struct FunctionRoundingImpl
 	{
 	};
 
 	/// В случае целочисленных значений не выполяется округления.
-	template<typename T, int rounding_mode>
+	template<typename T, int rounding_mode, bool with_scale>
-	struct FunctionRoundingImpl<T, rounding_mode, typename std::enable_if<std::is_integral<T>::value>::type>
+	struct FunctionRoundingImpl<T, rounding_mode, with_scale, typename std::enable_if<std::is_integral<T>::value>::type>
 	{
 		static inline void apply(const PODArray<T> & in, size_t scale, typename ColumnVector<T>::Container_t & out)
 		{
@@ -177,11 +205,11 @@ namespace DB
 		}
 	};
 
-	template<typename T, int rounding_mode>
+	template<typename T, int rounding_mode, bool with_scale>
-	struct FunctionRoundingImpl<T, rounding_mode, typename std::enable_if<std::is_floating_point<T>::value>::type>
+	struct FunctionRoundingImpl<T, rounding_mode, with_scale, typename std::enable_if<std::is_floating_point<T>::value>::type>
 	{
 	private:
-		using Op = RoundingComputation<T, rounding_mode>;
+		using Op = RoundingComputation<T, rounding_mode, with_scale>;
 		using Data = typename Op::Data;
 		using Scale = typename Op::Scale;
 
@@ -218,7 +246,7 @@ namespace DB
 				Op::compute(tmp, mm_scale, res);
 
 				for (size_t j = 0; (j < data_size) && ((i + j) < size); ++j)
-					out[i + j] = in[i + j];
+					out[i + j] = res[j];
 			}
 		}
 
@@ -357,21 +385,25 @@ namespace
 		template<typename T>
 		bool executeForType(Block & block, const ColumnNumbers & arguments, size_t result)
 		{
-			using Op = FunctionRoundingImpl<T, rounding_mode>;
+			using OpWithScale = FunctionRoundingImpl<T, rounding_mode, true>;
+			using OpWithoutScale = FunctionRoundingImpl<T, rounding_mode, false>;
 
 			if (ColumnVector<T> * col = typeid_cast<ColumnVector<T> *>(&*block.getByPosition(arguments[0]).column))
 			{
-				UInt8 precision = 0;
-				if (arguments.size() == 2)
-					precision = getPrecision<T>(block.getByPosition(arguments[1]).column);
-
 				ColumnVector<T> * col_res = new ColumnVector<T>;
 				block.getByPosition(result).column = col_res;
 
 				typename ColumnVector<T>::Container_t & vec_res = col_res->getData();
 				vec_res.resize(col->getData().size());
 
-				Op::apply(col->getData(), PowersOf10::values[precision], vec_res);
+				UInt8 precision = 0;
+				if (arguments.size() == 2)
+					precision = getPrecision<T>(block.getByPosition(arguments[1]).column);
+
+				if (precision > 0)
+					OpWithScale::apply(col->getData(), PowersOf10::values[precision], vec_res);
+				else
+					OpWithoutScale::apply(col->getData(), 0, vec_res);
 
 				return true;
 			}
@@ -381,7 +413,11 @@ namespace
 				if (arguments.size() == 2)
 					precision = getPrecision<T>(block.getByPosition(arguments[1]).column);
 
-				T res = Op::apply(col->getData(), PowersOf10::values[precision]);
+				T res;
+				if (precision > 0)
+					res = OpWithScale::apply(col->getData(), PowersOf10::values[precision]);
+				else
+					res = OpWithoutScale::apply(col->getData(), 0);
 
 				ColumnConst<T> * col_res = new ColumnConst<T>(col->size(), res);
 				block.getByPosition(result).column = col_res;

dbms/src/Storages/MergeTree/MergeTreeDataSelectExecutor.cpp

@@ -1,6 +1,5 @@
 #include <DB/Storages/MergeTree/MergeTreeDataSelectExecutor.h>
 #include <DB/Storages/MergeTree/MergeTreeBlockInputStream.h>
-#include <DB/Storages/MergeTree/MergeTreeWhereOptimizer.h>
 #include <DB/Interpreters/ExpressionAnalyzer.h>
 #include <DB/Parsers/ASTIdentifier.h>
 #include <DB/DataStreams/ExpressionBlockInputStream.h>
@@ -63,13 +62,6 @@ BlockInputStreams MergeTreeDataSelectExecutor::read(
 	if (real_column_names.empty())
 		real_column_names.push_back(ExpressionActions::getSmallestColumn(data.getColumnsList()));
 
-	ASTSelectQuery & select = *typeid_cast<ASTSelectQuery*>(&*query);
-
-	/// Try transferring some condition from WHERE to PREWHERE if enabled and viable
-	if (settings.optimize_move_to_prewhere)
-		if (select.where_expression && !select.prewhere_expression)
-			MergeTreeWhereOptimizer{select, data, column_names_to_return, log};
-
 	Block virtual_columns_block = getBlockWithVirtualColumns(parts);
 
 	/// Если запрошен хотя бы один виртуальный столбец, пробуем индексировать
@@ -114,6 +106,8 @@ BlockInputStreams MergeTreeDataSelectExecutor::read(
 	ExpressionActionsPtr filter_expression;
 	double relative_sample_size = 0;
 
+	ASTSelectQuery & select = *typeid_cast<ASTSelectQuery*>(&*query);
+
 	if (select.sample_size)
 	{
 		relative_sample_size = apply_visitor(FieldVisitorConvertToNumber<double>(),

dbms/src/Storages/StorageMergeTree.cpp

@@ -2,6 +2,7 @@
 #include <DB/Storages/MergeTree/MergeTreeBlockOutputStream.h>
 #include <DB/Storages/MergeTree/DiskSpaceMonitor.h>
 #include <DB/Storages/MergeTree/MergeList.h>
+#include <DB/Storages/MergeTree/MergeTreeWhereOptimizer.h>
 #include <DB/Common/escapeForFileName.h>
 #include <DB/Interpreters/InterpreterAlterQuery.h>
 #include <Poco/DirectoryIterator.h>
@@ -98,6 +99,13 @@ BlockInputStreams StorageMergeTree::read(
 	const size_t max_block_size,
 	const unsigned threads)
 {
+	ASTSelectQuery & select = *typeid_cast<ASTSelectQuery*>(&*query);
+
+	/// Try transferring some condition from WHERE to PREWHERE if enabled and viable
+	if (settings.optimize_move_to_prewhere)
+		if (select.where_expression && !select.prewhere_expression)
+			MergeTreeWhereOptimizer{select, data, column_names, log};
+
 	return reader.read(column_names, query, context, settings, processed_stage, max_block_size, threads);
 }
 

dbms/src/Storages/StorageReplicatedMergeTree.cpp

@@ -5,6 +5,7 @@
 #include <DB/Storages/MergeTree/ReplicatedMergeTreePartsExchange.h>
 #include <DB/Storages/MergeTree/MergeTreePartChecker.h>
 #include <DB/Storages/MergeTree/MergeList.h>
+#include <DB/Storages/MergeTree/MergeTreeWhereOptimizer.h>
 #include <DB/Parsers/formatAST.h>
 #include <DB/IO/WriteBufferFromOStream.h>
 #include <DB/IO/ReadBufferFromString.h>
@@ -1996,6 +1997,13 @@ BlockInputStreams StorageReplicatedMergeTree::read(
 		else
 			real_column_names.push_back(it);
 
+	ASTSelectQuery & select = *typeid_cast<ASTSelectQuery*>(&*query);
+
+	/// Try transferring some condition from WHERE to PREWHERE if enabled and viable
+	if (settings.optimize_move_to_prewhere)
+		if (select.where_expression && !select.prewhere_expression)
+			MergeTreeWhereOptimizer{select, data, real_column_names, log};
+
 	Block virtual_columns_block;
 	ColumnUInt8 * column = new ColumnUInt8(2);
 	ColumnPtr column_ptr = column;