From 69a7761812db0c34e261409ee0216b59e0b75639 Mon Sep 17 00:00:00 2001
From: Alexey Milovidov <milovidov@yandex-team.ru>
Date: Sat, 23 Dec 2017 01:59:45 +0300
Subject: [PATCH] Added simple, non-numerically stable variants of statistical
 functions; use it by default; old functions are accessible under -Stable
 suffix, like varPopStable [#CLICKHOUSE-2].

---
 .../AggregateFunctionStatisticsSimple.h       | 34 +++++++++++--------
 .../AggregateFunctionsStatisticsSimple.cpp    | 20 +++++------
 ...1_aggregate_functions_statistics.reference |  8 ++---
 3 files changed, 34 insertions(+), 28 deletions(-)

diff --git a/dbms/src/AggregateFunctions/AggregateFunctionStatisticsSimple.h b/dbms/src/AggregateFunctions/AggregateFunctionStatisticsSimple.h
index 978c32f7b3e..598d9bfea07 100644
--- a/dbms/src/AggregateFunctions/AggregateFunctionStatisticsSimple.h
+++ b/dbms/src/AggregateFunctions/AggregateFunctionStatisticsSimple.h
@@ -168,10 +168,16 @@ enum class StatisticsFunctionKind
 };
 
 
-template <typename T, typename Data, StatisticsFunctionKind Kind>
+template <typename T1, typename T2>
+using VarianceCalcType = std::conditional_t<std::is_same_v<T1, Float32> && std::is_same_v<T2, Float32>, Float32, Float64>;
+
+
+template <typename T1, typename T2, typename Data, StatisticsFunctionKind Kind>
 class AggregateFunctionVarianceSimple final
-    : public IAggregateFunctionDataHelper<Data, AggregateFunctionVarianceSimple<T, Data, Kind>>
+    : public IAggregateFunctionDataHelper<Data, AggregateFunctionVarianceSimple<T1, T2, Data, Kind>>
 {
+    using ResultType = VarianceCalcType<T1, T2>;
+
 public:
     String getName() const override
     {
@@ -189,18 +195,18 @@ public:
 
     DataTypePtr getReturnType() const override
     {
-        return std::make_shared<DataTypeNumber<T>>();
+        return std::make_shared<DataTypeNumber<ResultType>>();
     }
 
     void add(AggregateDataPtr place, const IColumn ** columns, size_t row_num, Arena *) const override
     {
         if constexpr (Kind == StatisticsFunctionKind::covarPop || Kind == StatisticsFunctionKind::covarSamp || Kind == StatisticsFunctionKind::corr)
             this->data(place).add(
-                static_cast<const ColumnVector<T> &>(*columns[0]).getData()[row_num],
-                static_cast<const ColumnVector<T> &>(*columns[1]).getData()[row_num]);
+                static_cast<const ColumnVector<T1> &>(*columns[0]).getData()[row_num],
+                static_cast<const ColumnVector<T2> &>(*columns[1]).getData()[row_num]);
         else
             this->data(place).add(
-                static_cast<const ColumnVector<T> &>(*columns[0]).getData()[row_num]);
+                static_cast<const ColumnVector<T1> &>(*columns[0]).getData()[row_num]);
     }
 
     void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs, Arena *) const override
@@ -221,7 +227,7 @@ public:
     void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const override
     {
         const auto & data = this->data(place);
-        auto & dst = static_cast<ColumnVector<T> &>(to).getData();
+        auto & dst = static_cast<ColumnVector<ResultType> &>(to).getData();
 
              if constexpr (Kind == StatisticsFunctionKind::varPop) dst.push_back(data.template get<VarianceMode::Population, VariancePower::Original>());
         else if constexpr (Kind == StatisticsFunctionKind::varSamp) dst.push_back(data.template get<VarianceMode::Sample, VariancePower::Original>());
@@ -236,12 +242,12 @@ public:
 };
 
 
-template <typename T> using AggregateFunctionVarPopSimple = AggregateFunctionVarianceSimple<T, VarMoments<T>, StatisticsFunctionKind::varPop>;
-template <typename T> using AggregateFunctionVarSampSimple = AggregateFunctionVarianceSimple<T, VarMoments<T>, StatisticsFunctionKind::varSamp>;
-template <typename T> using AggregateFunctionStddevPopSimple = AggregateFunctionVarianceSimple<T, VarMoments<T>, StatisticsFunctionKind::stddevPop>;
-template <typename T> using AggregateFunctionStddevSampSimple = AggregateFunctionVarianceSimple<T, VarMoments<T>, StatisticsFunctionKind::stddevSamp>;
-template <typename T> using AggregateFunctionCovarPopSimple = AggregateFunctionVarianceSimple<T, CovarMoments<T>, StatisticsFunctionKind::covarPop>;
-template <typename T> using AggregateFunctionCovarSampSimple = AggregateFunctionVarianceSimple<T, CovarMoments<T>, StatisticsFunctionKind::covarSamp>;
-template <typename T> using AggregateFunctionCorrSimple = AggregateFunctionVarianceSimple<T, CorrMoments<T>, StatisticsFunctionKind::corr>;
+template <typename T> using AggregateFunctionVarPopSimple = AggregateFunctionVarianceSimple<T, T, VarMoments<VarianceCalcType<T, T>>, StatisticsFunctionKind::varPop>;
+template <typename T> using AggregateFunctionVarSampSimple = AggregateFunctionVarianceSimple<T, T, VarMoments<VarianceCalcType<T, T>>, StatisticsFunctionKind::varSamp>;
+template <typename T> using AggregateFunctionStddevPopSimple = AggregateFunctionVarianceSimple<T, T, VarMoments<VarianceCalcType<T, T>>, StatisticsFunctionKind::stddevPop>;
+template <typename T> using AggregateFunctionStddevSampSimple = AggregateFunctionVarianceSimple<T, T, VarMoments<VarianceCalcType<T, T>>, StatisticsFunctionKind::stddevSamp>;
+template <typename T1, typename T2> using AggregateFunctionCovarPopSimple = AggregateFunctionVarianceSimple<T1, T2, CovarMoments<VarianceCalcType<T1, T2>>, StatisticsFunctionKind::covarPop>;
+template <typename T1, typename T2> using AggregateFunctionCovarSampSimple = AggregateFunctionVarianceSimple<T1, T2, CovarMoments<VarianceCalcType<T1, T2>>, StatisticsFunctionKind::covarSamp>;
+template <typename T1, typename T2> using AggregateFunctionCorrSimple = AggregateFunctionVarianceSimple<T1, T2, CorrMoments<VarianceCalcType<T1, T2>>, StatisticsFunctionKind::corr>;
 
 }
diff --git a/dbms/src/AggregateFunctions/AggregateFunctionsStatisticsSimple.cpp b/dbms/src/AggregateFunctions/AggregateFunctionsStatisticsSimple.cpp
index 6d46b0a2275..089ea59cd79 100644
--- a/dbms/src/AggregateFunctions/AggregateFunctionsStatisticsSimple.cpp
+++ b/dbms/src/AggregateFunctions/AggregateFunctionsStatisticsSimple.cpp
@@ -21,26 +21,26 @@ AggregateFunctionPtr createAggregateFunctionStatisticsUnary(const std::string &
     assertNoParameters(name, parameters);
     assertUnary(name, argument_types);
 
-    if (typeid_cast<const DataTypeFloat32 *>(argument_types[0].get())) return std::make_shared<FunctionTemplate<Float32>>();
-    if (typeid_cast<const DataTypeFloat64 *>(argument_types[0].get())) return std::make_shared<FunctionTemplate<Float64>>();
+    AggregateFunctionPtr res(createWithNumericType<FunctionTemplate>(*argument_types[0]));
 
-    throw Exception("Illegal type " + argument_types[0]->getName() + " of argument for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+    if (!res)
+        throw Exception("Illegal type " + argument_types[0]->getName() + " of argument for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+
+    return res;
 }
 
-template <template <typename> class FunctionTemplate>
+template <template <typename, typename> class FunctionTemplate>
 AggregateFunctionPtr createAggregateFunctionStatisticsBinary(const std::string & name, const DataTypes & argument_types, const Array & parameters)
 {
     assertNoParameters(name, parameters);
     assertBinary(name, argument_types);
 
-    if (!argument_types[0]->equals(*argument_types[1]))
+    AggregateFunctionPtr res(createWithTwoNumericTypes<FunctionTemplate>(*argument_types[0], *argument_types[1]));
+    if (!res)
         throw Exception("Illegal types " + argument_types[0]->getName() + " and " + argument_types[1]->getName()
-            + " of arguments for aggregate function " + name + ", must be the same", ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+            + " of arguments for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
 
-    if (typeid_cast<const DataTypeFloat32 *>(argument_types[0].get())) return std::make_shared<FunctionTemplate<Float32>>();
-    if (typeid_cast<const DataTypeFloat64 *>(argument_types[0].get())) return std::make_shared<FunctionTemplate<Float64>>();
-
-    throw Exception("Illegal type " + argument_types[0]->getName() + " of argument for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+    return res;
 }
 
 }
diff --git a/dbms/tests/queries/0_stateless/00181_aggregate_functions_statistics.reference b/dbms/tests/queries/0_stateless/00181_aggregate_functions_statistics.reference
index ce706690f1a..80cedd76191 100644
--- a/dbms/tests/queries/0_stateless/00181_aggregate_functions_statistics.reference
+++ b/dbms/tests/queries/0_stateless/00181_aggregate_functions_statistics.reference
@@ -1,14 +1,14 @@
-inf
+nan
 0
-inf
+nan
 0
 0
 0
 0
 0
-inf
+nan
 0
 0
 0
-inf
+nan
 0