[GitHub] [pinot] jasperjiaguo opened a new issue, #9936: Refactor covariance function to numerical stable version

[GitBox <gi...@apache.org>]

jasperjiaguo opened a new issue, #9936:
URL: https://github.com/apache/pinot/issues/9936

   As @snleee has pointed out, the current implementation for covar is not numerical stable and may subject to https://en.wikipedia.org/wiki/Catastrophic_cancellation if the covariance value itself is small. 
   See: https://github.com/apache/pinot/pull/9910 and https://github.com/trinodb/trino/blob/1866a23e3b0377144c1820de892c0de2762351a8/core/trino-main/src/main/java/io/trino/operator/aggregation/state/CovarianceState.java


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