Prevent corr() from returning the wrong results for negative correlation

values. The previous coding essentially assumed that x = sqrt(x*x), which
does not hold for x < 0.

Thanks to Jie Zhang at Greenplum and Gavin Sherry for reporting this
issue.

diff --git a/src/backend/utils/adt/float.c b/src/backend/utils/adt/float.c
index 9b734c0ec681e0e130126cf89dd23b5cfc233eeb..0782fdceb45fcf9573f9dc9732998ed1a9f5882e 100644 (file)
--- a/src/backend/utils/adt/float.c
+++ b/src/backend/utils/adt/float.c
@@ -2274,8 +2274,7 @@ float8_corr(PG_FUNCTION_ARGS)
        if (numeratorX <= 0 || numeratorY <= 0)
                PG_RETURN_NULL();
 
-       PG_RETURN_FLOAT8(sqrt((numeratorXY * numeratorXY) /
-                                                 (numeratorX * numeratorY)));
+       PG_RETURN_FLOAT8(numeratorXY / sqrt(numeratorX * numeratorY));
 }
 
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