[GitHub] [arrow] cyb70289 commented on a change in pull request #8269: ARROW-10070: [C++][Compute] Implement var and std aggregate kernel

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cyb70289 commented on a change in pull request #8269:
URL: https://github.com/apache/arrow/pull/8269#discussion_r496780078



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File path: cpp/src/arrow/compute/kernels/aggregate_var_std.cc
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@@ -0,0 +1,200 @@
+// 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.
+
+#include "arrow/compute/kernels/aggregate_basic_internal.h"
+
+namespace arrow {
+namespace compute {
+namespace aggregate {
+
+namespace {
+
+// Based on https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
+template <typename ArrowType>
+struct VarStdState {
+  using ArrayType = typename TypeTraits<ArrowType>::ArrayType;
+  using c_type = typename ArrowType::c_type;
+  using ThisType = VarStdState<ArrowType>;
+
+  // Calculate variance of one chunk with `two pass algorithm`
+  // Always use `double` to calculate variance for any array type
+  void Consume(const ArrayType& array) {
+    int64_t count = array.length() - array.null_count();
+    if (count == 0) {
+      return;
+    }
+
+    double sum = 0;
+    VisitArrayDataInline<ArrowType>(
+        *array.data(), [&sum](c_type value) { sum += static_cast<double>(value); },
+        []() {});
+
+    double mean = sum / count, m2 = 0;
+    VisitArrayDataInline<ArrowType>(
+        *array.data(),
+        [mean, &m2](c_type value) {
+          double v = static_cast<double>(value);
+          m2 += (v - mean) * (v - mean);
+        },
+        []() {});
+
+    this->count = count;
+    this->sum = sum;
+    this->m2 = m2;
+  }
+
+  // Combine variance from two chunks
+  void MergeFrom(const ThisType& state) {
+    if (state.count == 0) {
+      return;
+    }
+    if (this->count == 0) {
+      this->count = state.count;
+      this->sum = state.sum;
+      this->m2 = state.m2;
+      return;
+    }
+    double delta = this->sum / this->count - state.sum / state.count;
+    this->m2 += state.m2 +
+                delta * delta * this->count * state.count / (this->count + state.count);

Review comment:
       The comment `// Combine variance from two chunks` is misleading.
   Actually, this code is combining `m2` (which equals `sum((X-mean)^2)`) from two chunks, not the variance. See https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
   Will refine comments.




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