Github user lw-lin commented on a diff in the pull request:

    https://github.com/apache/spark/pull/14298#discussion_r73101674
  
    --- Diff: 
sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/aggregate/PercentileApprox.scala
 ---
    @@ -0,0 +1,456 @@
    +/*
    + * Licensed to the Apache Software Foundation (ASF) under one or more
    + * contributor license agreements.  See the NOTICE file distributed with
    + * this work for additional information regarding copyright ownership.
    + * The ASF licenses this file to You under the Apache License, Version 2.0
    + * (the "License"); you may not use this file except in compliance with
    + * the License.  You may obtain a copy of the License at
    + *
    + *    http://www.apache.org/licenses/LICENSE-2.0
    + *
    + * Unless required by applicable law or agreed to in writing, software
    + * distributed under the License is distributed on an "AS IS" BASIS,
    + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    + * See the License for the specific language governing permissions and
    + * limitations under the License.
    + */
    +
    +package org.apache.spark.sql.catalyst.expressions.aggregate
    +
    +import scala.collection.mutable.ArrayBuffer
    +
    +import org.apache.spark.sql.AnalysisException
    +import org.apache.spark.sql.catalyst.InternalRow
    +import org.apache.spark.sql.catalyst.analysis.TypeCheckResult
    +import org.apache.spark.sql.catalyst.expressions._
    +import 
org.apache.spark.sql.catalyst.expressions.aggregate.QuantileSummaries.Stats
    +import org.apache.spark.sql.catalyst.util._
    +import org.apache.spark.sql.types._
    +
    +/**
    + * Computes an approximate percentile (quantile) using the G-K algorithm 
(see below), for very
    + * large numbers of rows where the regular percentile() UDAF might run out 
of memory.
    + *
    + * The input is a single double value or an array of double values 
representing the percentiles
    + * requested. The output, corresponding to the input, is either an single 
double value or an
    + * array of doubles that are the percentile values.
    + */
    +@ExpressionDescription(
    +  usage = """_FUNC_(col, p [, B]) - Returns an approximate pth percentile 
of a numeric column in the
    +     group. The B parameter, which defaults to 1000, controls 
approximation accuracy at the cost of
    +     memory; higher values yield better approximations.
    +    _FUNC_(col, array(p1 [, p2]...) [, B]) - Same as above, but accepts 
and returns an array of
    +     percentile values instead of a single one.
    +    """)
    +case class PercentileApprox(
    +    child: Expression,
    +    percentilesExpr: Expression,
    +    bExpr: Option[Expression],
    +    percentiles: Seq[Double],  // the extracted percentiles
    +    B: Int,                    // the extracted B
    --- End diff --
    
    I don't have strong preference here -- let's see what reviewers say.


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