Changeset: 05928b61bf26 for MonetDB
URL: https://dev.monetdb.org/hg/MonetDB?cmd=changeset;node=05928b61bf26
Modified Files:
gdk/gdk_analytic.h
gdk/gdk_analytic_func.c
sql/backends/monet5/sql.c
sql/backends/monet5/sql_rank.c
sql/backends/monet5/sql_rank.h
Branch: window-tunning
Log Message:
Updated stdev and variance window functions
diffs (truncated from 843 to 300 lines):
diff --git a/gdk/gdk_analytic.h b/gdk/gdk_analytic.h
--- a/gdk/gdk_analytic.h
+++ b/gdk/gdk_analytic.h
@@ -37,10 +37,10 @@ gdk_export gdk_return GDKanalyticalprod(
gdk_export gdk_return GDKanalyticalavg(BAT *r, BAT *p, BAT *o, BAT *b, BAT *s,
BAT *e, int tpe, int frame_type);
gdk_export gdk_return GDKanalyticalavginteger(BAT *r, BAT *p, BAT *o, BAT *b,
BAT *s, BAT *e, int tpe, int frame_type);
-gdk_export gdk_return GDKanalytical_stddev_samp(BAT *r, BAT *b, BAT *s, BAT
*e, int tpe);
-gdk_export gdk_return GDKanalytical_stddev_pop(BAT *r, BAT *b, BAT *s, BAT *e,
int tpe);
-gdk_export gdk_return GDKanalytical_variance_samp(BAT *r, BAT *b, BAT *s, BAT
*e, int tpe);
-gdk_export gdk_return GDKanalytical_variance_pop(BAT *r, BAT *b, BAT *s, BAT
*e, int tpe);
+gdk_export gdk_return GDKanalytical_stddev_samp(BAT *r, BAT *p, BAT *o, BAT
*b, BAT *s, BAT *e, int tpe, int frame_type);
+gdk_export gdk_return GDKanalytical_stddev_pop(BAT *r, BAT *p, BAT *o, BAT *b,
BAT *s, BAT *e, int tpe, int frame_type);
+gdk_export gdk_return GDKanalytical_variance_samp(BAT *r, BAT *p, BAT *o, BAT
*b, BAT *s, BAT *e, int tpe, int frame_type);
+gdk_export gdk_return GDKanalytical_variance_pop(BAT *r, BAT *p, BAT *o, BAT
*b, BAT *s, BAT *e, int tpe, int frame_type);
gdk_export gdk_return GDKanalytical_covariance_pop(BAT *r, BAT *b1, BAT *b2,
BAT *s, BAT *e, int tpe);
gdk_export gdk_return GDKanalytical_covariance_samp(BAT *r, BAT *b1, BAT *b2,
BAT *s, BAT *e, int tpe);
gdk_export gdk_return GDKanalytical_correlation(BAT *r, BAT *b1, BAT *b2, BAT
*s, BAT *e, int tpe);
diff --git a/gdk/gdk_analytic_func.c b/gdk/gdk_analytic_func.c
--- a/gdk/gdk_analytic_func.c
+++ b/gdk/gdk_analytic_func.c
@@ -2500,11 +2500,13 @@ GDKanalyticalavg(BAT *r, BAT *p, BAT *o,
AVERAGE_ITER(TPE, v, avg, rem, ncnt); \
} \
if (ncnt == 0) { \
+ for (; k < i; k++) \
+ rb[k] = TPE##_nil; \
has_nils = true; \
- rb[k] = TPE##_nil; \
} else { \
ANALYTICAL_AVERAGE_INT_CALC_FINALIZE(avg, rem, ncnt); \
- rb[k] = avg; \
+ for (; k < i; k++) \
+ rb[k] = avg; \
} \
rem = 0; \
ncnt = 0; \
@@ -2619,14 +2621,109 @@ GDKanalyticalavginteger(BAT *r, BAT *p,
return GDK_FAIL;
}
-#define ANALYTICAL_STDEV_VARIANCE_CALC(TPE, SAMPLE, OP) \
+#define ANALYTICAL_STDEV_VARIANCE_UNBOUNDED_TILL_CURRENT_ROW(TPE, SAMPLE, OP)
\
+ do { \
+ for (; k < i;) { \
+ j = k; \
+ do { \
+ TPE v = bp[k]; \
+ if (!is_##TPE##_nil(v)) { \
+ n++; \
+ delta = (dbl) v - mean; \
+ mean += delta / n; \
+ m2 += delta * ((dbl) v - mean); \
+ } \
+ k++; \
+ } while (k < i && !op[k]); \
+ if (isinf(m2)) { \
+ goto overflow; \
+ } else if (n > SAMPLE) { \
+ for (; j < k; j++) \
+ rb[j] = OP; \
+ } else { \
+ for (; j < k; j++) \
+ rb[j] = dbl_nil; \
+ has_nils = true; \
+ } \
+ } \
+ n = 0; \
+ mean = 0; \
+ m2 = 0; \
+ } while (0)
+
+#define ANALYTICAL_STDEV_VARIANCE_CURRENT_ROW_TILL_UNBOUNDED(TPE, SAMPLE, OP)
\
+ do { \
+ l = i - 1; \
+ for (j = l; ; j--) { \
+ TPE v = bp[j]; \
+ if (!is_##TPE##_nil(bp[j])) { \
+ n++; \
+ delta = (dbl) v - mean; \
+ mean += delta / n; \
+ m2 += delta * ((dbl) v - mean); \
+ } \
+ if (op[j] || j == k) { \
+ if (isinf(m2)) { \
+ goto overflow; \
+ } else if (n > SAMPLE) { \
+ for (; l >= j; l--) \
+ rb[l] = OP; \
+ } else { \
+ for (; l >= j; l--) \
+ rb[l] = dbl_nil; \
+ has_nils = true; \
+ } \
+ if (j == k) \
+ break; \
+ l = j - 1; \
+ } \
+ } \
+ n = 0; \
+ mean = 0; \
+ m2 = 0; \
+ k = i; \
+ } while (0)
+
+#define ANALYTICAL_STDEV_VARIANCE_ALL_ROWS(TPE, SAMPLE, OP) \
+ do { \
+ for (; j < i; j++) { \
+ TPE v = bp[j]; \
+ if (is_##TPE##_nil(v)) \
+ continue; \
+ n++; \
+ delta = (dbl) v - mean; \
+ mean += delta / n; \
+ m2 += delta * ((dbl) v - mean); \
+ } \
+ if (isinf(m2)) { \
+ goto overflow; \
+ } else if (n > SAMPLE) { \
+ for (; k < i; k++) \
+ rb[k] = OP; \
+ } else { \
+ for (; k < i; k++) \
+ rb[k] = dbl_nil; \
+ has_nils = true; \
+ } \
+ n = 0; \
+ mean = 0; \
+ m2 = 0; \
+ } while (0)
+
+#define ANALYTICAL_STDEV_VARIANCE_CURRENT_ROW(TPE, SAMPLE, OP) \
do { \
- TPE *bp = (TPE*)Tloc(b, 0), *bs, *be, v; \
- for (; i < cnt; i++, rb++) { \
- bs = bp + start[i]; \
- be = bp + end[i]; \
+ (void) bp; \
+ for (; k < i; k++) \
+ rb[k] = SAMPLE == 1 ? dbl_nil : 0; \
+ has_nils = is_dbl_nil(rb[k - 1]); \
+ } while (0)
+
+#define ANALYTICAL_STDEV_VARIANCE_OTHERS(TPE, SAMPLE, OP) \
+ do { \
+ for (; k < i; k++) { \
+ TPE *bs = bp + start[k], *be = bp + end[k];
\
for (; bs < be; bs++) { \
- v = *bs; \
+ TPE v = *bs; \
if (is_##TPE##_nil(v)) \
continue; \
n++; \
@@ -2637,10 +2734,10 @@ GDKanalyticalavginteger(BAT *r, BAT *p,
if (isinf(m2)) { \
goto overflow; \
} else if (n > SAMPLE) { \
- *rb = OP; \
+ rb[k] = OP; \
} else { \
- *rb = dbl_nil; \
- nils++; \
+ rb[k] = dbl_nil; \
+ has_nils = true; \
} \
n = 0; \
mean = 0; \
@@ -2648,55 +2745,85 @@ GDKanalyticalavginteger(BAT *r, BAT *p,
} \
} while (0)
+#define ANALYTICAL_STDEV_VARIANCE_PARTITIONS(TPE, SAMPLE, OP, IMP)
\
+ do { \
+ TPE *bp = (TPE*)Tloc(b, 0); \
+ if (p) { \
+ for (; i < cnt; i++) { \
+ if (np[i]) \
+ IMP(TPE, SAMPLE, OP); \
+ } \
+ } \
+ i = cnt; \
+ IMP(TPE, SAMPLE, OP); \
+ } while (0)
+
#ifdef HAVE_HGE
-#define ANALYTICAL_STDEV_VARIANCE_LIMIT(SAMPLE, OP) \
+#define ANALYTICAL_STDEV_VARIANCE_LIMIT(IMP, SAMPLE, OP) \
case TYPE_hge: \
- ANALYTICAL_STDEV_VARIANCE_CALC(hge, SAMPLE, OP); \
+ ANALYTICAL_STDEV_VARIANCE_PARTITIONS(hge, SAMPLE, OP,
ANALYTICAL_STDEV_VARIANCE_##IMP); \
break;
#else
-#define ANALYTICAL_STDEV_VARIANCE_LIMIT(SAMPLE, OP)
+#define ANALYTICAL_STDEV_VARIANCE_LIMIT(IMP, SAMPLE, OP)
#endif
+#define ANALYTICAL_STDEV_VARIANCE_BRANCHES(IMP, SAMPLE, OP) \
+ do { \
+ switch (tpe) { \
+ case TYPE_bte: \
+ ANALYTICAL_STDEV_VARIANCE_PARTITIONS(bte, SAMPLE, OP,
ANALYTICAL_STDEV_VARIANCE_##IMP); \
+ break; \
+ case TYPE_sht: \
+ ANALYTICAL_STDEV_VARIANCE_PARTITIONS(sht, SAMPLE, OP,
ANALYTICAL_STDEV_VARIANCE_##IMP); \
+ break; \
+ case TYPE_int: \
+ ANALYTICAL_STDEV_VARIANCE_PARTITIONS(int, SAMPLE, OP,
ANALYTICAL_STDEV_VARIANCE_##IMP); \
+ break; \
+ case TYPE_lng: \
+ ANALYTICAL_STDEV_VARIANCE_PARTITIONS(lng, SAMPLE, OP,
ANALYTICAL_STDEV_VARIANCE_##IMP); \
+ break; \
+ ANALYTICAL_STDEV_VARIANCE_LIMIT(IMP, SAMPLE, OP) \
+ default: \
+ goto nosupport; \
+ } \
+ } while (0)
+
+
#define GDK_ANALYTICAL_STDEV_VARIANCE(NAME, SAMPLE, OP, DESC) \
gdk_return \
-GDKanalytical_##NAME(BAT *r, BAT *b, BAT *s, BAT *e, int tpe) \
+GDKanalytical_##NAME(BAT *r, BAT *p, BAT *o, BAT *b, BAT *s, BAT *e, int tpe,
int frame_type) \
{ \
- BUN i = 0, cnt = BATcount(b), n = 0, nils = 0; \
- lng *restrict start, *restrict end; \
+ bool has_nils = false; \
+ lng i = 0, j = 0, k = 0, l = 0, cnt = (lng) BATcount(b), n = 0; \
+ lng *restrict start = s ? (lng*)Tloc(s, 0) : NULL, *restrict end = e ?
(lng*)Tloc(e, 0) : NULL; \
+ bit *np = p ? Tloc(p, 0) : NULL, *op = o ? Tloc(o, 0) : NULL; \
dbl *restrict rb = (dbl *) Tloc(r, 0), mean = 0, m2 = 0, delta; \
- \
- assert(s && e); \
- start = (lng *) Tloc(s, 0); \
- end = (lng *) Tloc(e, 0); \
- \
- switch (tpe) { \
- case TYPE_bte: \
- ANALYTICAL_STDEV_VARIANCE_CALC(bte, SAMPLE, OP); \
- break; \
- case TYPE_sht: \
- ANALYTICAL_STDEV_VARIANCE_CALC(sht, SAMPLE, OP); \
- break; \
- case TYPE_int: \
- ANALYTICAL_STDEV_VARIANCE_CALC(int, SAMPLE, OP); \
- break; \
- case TYPE_lng: \
- ANALYTICAL_STDEV_VARIANCE_CALC(lng, SAMPLE, OP); \
- break; \
- ANALYTICAL_STDEV_VARIANCE_LIMIT(SAMPLE, OP) \
- case TYPE_flt:\
- ANALYTICAL_STDEV_VARIANCE_CALC(flt, SAMPLE, OP); \
- break; \
- case TYPE_dbl: \
- ANALYTICAL_STDEV_VARIANCE_CALC(dbl, SAMPLE, OP); \
- break; \
- default: \
- GDKerror("42000!%s of type %s unsupported.\n", DESC,
ATOMname(tpe)); \
- return GDK_FAIL; \
- } \
+ \
+ switch (frame_type) { \
+ case 3: /* unbounded until current row */ { \
+ ANALYTICAL_STDEV_VARIANCE_BRANCHES(UNBOUNDED_TILL_CURRENT_ROW,
SAMPLE, OP); \
+ } break; \
+ case 4: /* current row until unbounded */ { \
+ ANALYTICAL_STDEV_VARIANCE_BRANCHES(CURRENT_ROW_TILL_UNBOUNDED,
SAMPLE, OP); \
+ } break; \
+ case 5: /* all rows */ { \
+ ANALYTICAL_STDEV_VARIANCE_BRANCHES(ALL_ROWS, SAMPLE, OP);
\
+ } break; \
+ case 6: /* current row */ { \
+ ANALYTICAL_STDEV_VARIANCE_BRANCHES(CURRENT_ROW, SAMPLE, OP);
\
+ } break; \
+ default: { \
+ ANALYTICAL_STDEV_VARIANCE_BRANCHES(OTHERS, SAMPLE, OP); \
+ } \
+ } \
+ \
BATsetcount(r, cnt); \
- r->tnonil = nils == 0; \
- r->tnil = nils > 0; \
+ r->tnonil = !has_nils; \
+ r->tnil = has_nils; \
return GDK_SUCCEED; \
+ nosupport: \
+ GDKerror("42000!%s of type %s unsupported.\n", DESC, ATOMname(tpe)); \
+ return GDK_FAIL; \
overflow: \
GDKerror("22003!overflow in calculation.\n"); \
return GDK_FAIL; \
diff --git a/sql/backends/monet5/sql.c b/sql/backends/monet5/sql.c
--- a/sql/backends/monet5/sql.c
+++ b/sql/backends/monet5/sql.c
@@ -6385,14 +6385,295 @@ static mel_func sql_init_funcs[] = {
pattern("batsql", "avg", SQLavginteger_global, false, "return the average of
groups", args(1,4,
batarg("",lng),batarg("b",lng),arg("t",int),batarg("o",bit))),
pattern("sql", "avg", SQLavginteger_global, false, "return the average of
groups", args(1,5,
arg("",lng),arg("b",lng),arg("t",int),arg("o",bit),arg("p",bit))),
pattern("batsql", "avg", SQLavginteger_global, false, "return the average of
groups", args(1,5,
batarg("",lng),batarg("b",lng),arg("t",int),batarg("o",bit),batarg("p",bit))),
- pattern("sql", "stdev", SQLstddev_samp, false, "return the standard deviation
sample of groups", args(1,4,
arg("",dbl),arg("b",bte),arg("s",lng),arg("e",lng))),
- pattern("batsql", "stdev", SQLstddev_samp, false, "return the standard
deviation sample of groups", args(1,4,
batarg("",dbl),batarg("b",bte),batarg("s",lng),batarg("e",lng))),
- pattern("sql", "stdevp", SQLstddev_pop, false, "return the standard deviation
population of groups", args(1,4,
arg("",dbl),arg("b",bte),arg("s",lng),arg("e",lng))),
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