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When computing statistical aggregates like variance, the common schoolbook algorithm which computes the sum of the squares of the values and subtracts the square of the mean can lead to a large loss of precision when using floating point arithmetic, because the difference between the two terms is often very small relative to the terms themselves. To avoid this, re-work these aggregates to use the Youngs-Cramer algorithm, which is a proven, numerically stable algorithm that directly aggregates the sum of the squares of the differences of the values from the mean in a single pass over the data. While at it, improve the test coverage to test the aggregate combine functions used during parallel aggregation. Per report and suggested algorithm from Erich Schubert. Patch by me, reviewed by Madeleine Thompson. Discussion: https://postgr.es/m/153313051300.1397.9594490737341194671@wrigleys.postgresql.org
PostgreSQL Database Management System ===================================== This directory contains the source code distribution of the PostgreSQL database management system. PostgreSQL is an advanced object-relational database management system that supports an extended subset of the SQL standard, including transactions, foreign keys, subqueries, triggers, user-defined types and functions. This distribution also contains C language bindings. PostgreSQL has many language interfaces, many of which are listed here: https://www.postgresql.org/download See the file INSTALL for instructions on how to build and install PostgreSQL. That file also lists supported operating systems and hardware platforms and contains information regarding any other software packages that are required to build or run the PostgreSQL system. Copyright and license information can be found in the file COPYRIGHT. A comprehensive documentation set is included in this distribution; it can be read as described in the installation instructions. The latest version of this software may be obtained at https://www.postgresql.org/download/. For more information look at our web site located at https://www.postgresql.org/.