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[ENHANCEMENT] PromQL: use Kahan summation for sum() #14074

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Jun 24, 2024
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[ENHANCEMENT] PromQL: use Kahan summation for sum() #14074

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13 changes: 9 additions & 4 deletions promql/engine.go
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Original file line number Diff line number Diff line change
Expand Up @@ -2730,7 +2730,7 @@ type groupedAggregation struct {
hasHistogram bool // Has at least 1 histogram sample aggregated.
floatValue float64
histogramValue *histogram.FloatHistogram
floatMean float64
floatMean float64 // Mean, or "compensating value" for Kahan summation.
groupCount int
heap vectorByValueHeap
}
Expand Down Expand Up @@ -2758,18 +2758,21 @@ func (ev *evaluator) aggregation(e *parser.AggregateExpr, q float64, inputMatrix
*group = groupedAggregation{
seen: true,
floatValue: f,
floatMean: f,
groupCount: 1,
}
switch op {
case parser.SUM, parser.AVG:
case parser.AVG:
group.floatMean = f
fallthrough
case parser.SUM:
if h == nil {
group.hasFloat = true
} else {
group.histogramValue = h.Copy()
group.hasHistogram = true
}
case parser.STDVAR, parser.STDDEV:
group.floatMean = f
group.floatValue = 0
case parser.QUANTILE:
group.heap = make(vectorByValueHeap, 1)
Expand All @@ -2792,7 +2795,7 @@ func (ev *evaluator) aggregation(e *parser.AggregateExpr, q float64, inputMatrix
// point in copying the histogram in that case.
} else {
group.hasFloat = true
group.floatValue += f
group.floatValue, group.floatMean = kahanSumInc(f, group.floatValue, group.floatMean)
}

case parser.AVG:
Expand Down Expand Up @@ -2903,6 +2906,8 @@ func (ev *evaluator) aggregation(e *parser.AggregateExpr, q float64, inputMatrix
}
if aggr.hasHistogram {
aggr.histogramValue.Compact(0)
} else {
aggr.floatValue += aggr.floatMean // Add Kahan summation compensating term.
}
default:
// For other aggregations, we already have the right value.
Expand Down
12 changes: 12 additions & 0 deletions promql/promqltest/testdata/aggregators.test
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Expand Up @@ -503,6 +503,18 @@ eval instant at 1m avg(data{test="-big"})
eval instant at 1m avg(data{test="bigzero"})
{} 0

# Test summing extreme values.
clear

load 10s
data{test="ten",point="a"} 2
data{test="ten",point="b"} 8
data{test="ten",point="c"} 1e+100
data{test="ten",point="d"} -1e100

eval instant at 1m sum(data{test="ten"})
{} 10

clear

# Test that aggregations are deterministic.
Expand Down
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