From 6ffa0000da851a50214105f44b034c50d29b6ee2 Mon Sep 17 00:00:00 2001
From: mariadb-AndreyPiskunov <andrey.piskunov@mariadb.com>
Date: Thu, 1 Sep 2022 20:39:59 +0300
Subject: [PATCH] Online algorithm for regr_sxy

---
 utils/regr/regr_sxy.cpp | 68 +++++++++++++++++++++++++++--------------
 utils/regr/regr_sxy.h   |  2 +-
 2 files changed, 46 insertions(+), 24 deletions(-)

diff --git a/utils/regr/regr_sxy.cpp b/utils/regr/regr_sxy.cpp
index 6101f71c1..5354306ac 100644
--- a/utils/regr/regr_sxy.cpp
+++ b/utils/regr/regr_sxy.cpp
@@ -39,9 +39,9 @@ static Add_regr_sxy_ToUDAFMap addToMap;
 struct regr_sxy_data
 {
   uint64_t cnt;
-  long double sumx;
-  long double sumy;
-  long double sumxy;  // sum of x * y
+  long double avgx;
+  long double avgy;
+  long double cxy;
 };
 
 mcsv1_UDAF::ReturnCode regr_sxy::init(mcsv1Context* context, ColumnDatum* colTypes)
@@ -74,9 +74,9 @@ mcsv1_UDAF::ReturnCode regr_sxy::reset(mcsv1Context* context)
 {
   struct regr_sxy_data* data = (struct regr_sxy_data*)context->getUserData()->data;
   data->cnt = 0;
-  data->sumx = 0.0;
-  data->sumy = 0.0;
-  data->sumxy = 0.0;
+  data->avgx = 0.0;
+  data->avgy = 0.0;
+  data->cxy = 0.0;
   return mcsv1_UDAF::SUCCESS;
 }
 
@@ -85,15 +85,18 @@ mcsv1_UDAF::ReturnCode regr_sxy::nextValue(mcsv1Context* context, ColumnDatum* v
   double valy = toDouble(valsIn[0]);
   double valx = toDouble(valsIn[1]);
   struct regr_sxy_data* data = (struct regr_sxy_data*)context->getUserData()->data;
-
-  data->sumy += valy;
-
-  data->sumx += valx;
-
-  data->sumxy += valx * valy;
-
+  long double avgyPrev = data->avgy;
+  long double avgxPrev = data->avgx;
+  long double cxyPrev = data->cxy;
   ++data->cnt;
-
+  uint64_t cnt = data->cnt;
+  long double dx = valx - avgxPrev;
+  avgyPrev += (valy - avgyPrev)/cnt;
+  avgxPrev += dx / cnt;
+  cxyPrev += dx * (valy - avgyPrev);
+  data->avgx = avgxPrev;
+  data->avgy = avgyPrev;
+  data->cxy = cxyPrev;
   return mcsv1_UDAF::SUCCESS;
 }
 
@@ -107,10 +110,27 @@ mcsv1_UDAF::ReturnCode regr_sxy::subEvaluate(mcsv1Context* context, const UserDa
   struct regr_sxy_data* outData = (struct regr_sxy_data*)context->getUserData()->data;
   struct regr_sxy_data* inData = (struct regr_sxy_data*)userDataIn->data;
 
-  outData->sumx += inData->sumx;
-  outData->sumy += inData->sumy;
-  outData->sumxy += inData->sumxy;
-  outData->cnt += inData->cnt;
+  uint64_t outCnt = outData->cnt;
+  long double outAvgx = outData->avgx;
+  long double outAvgy = outData->avgy;
+  long double outCxy = outData->cxy;
+
+  uint64_t inCnt = inData->cnt;
+  long double inAvgx = inData->avgx;
+  long double inAvgy = inData->avgy;
+  long double inCxy = inData->cxy;
+
+  uint64_t resCnt = inCnt + outCnt;
+  long double deltax = outAvgx - inAvgx;
+  long double deltay = outAvgy - inAvgy;
+  long double resAvgx = inAvgx + deltax * outCnt / resCnt;
+  long double resAvgy = inAvgy + deltay * outCnt / resCnt;
+  long double resCxy = outCxy + inCxy + deltax * deltay * inCnt * outCnt / resCnt;
+
+  outData->avgx = resAvgx;
+  outData->avgy = resAvgy;
+  outData->cxy = resCxy;
+  outData->cnt = resCnt;
 
   return mcsv1_UDAF::SUCCESS;
 }
@@ -120,25 +140,27 @@ mcsv1_UDAF::ReturnCode regr_sxy::evaluate(mcsv1Context* context, static_any::any
   struct regr_sxy_data* data = (struct regr_sxy_data*)context->getUserData()->data;
   long double N = data->cnt;
   if (N > 0)
+
   {
-    long double regr_sxy = (data->sumxy - ((data->sumx * data->sumy) / N));
+    long double regr_sxy = data->cxy;
     valOut = static_cast<double>(regr_sxy);
   }
   return mcsv1_UDAF::SUCCESS;
 }
-
+/*
 mcsv1_UDAF::ReturnCode regr_sxy::dropValue(mcsv1Context* context, ColumnDatum* valsDropped)
 {
   double valy = toDouble(valsDropped[0]);
   double valx = toDouble(valsDropped[1]);
   struct regr_sxy_data* data = (struct regr_sxy_data*)context->getUserData()->data;
 
-  data->sumy -= valy;
+  data->avgy -= valy;
 
-  data->sumx -= valx;
+  data->avgx -= valx;
 
-  data->sumxy -= valx * valy;
+  data->cxy -= valx * valy;
   --data->cnt;
 
   return mcsv1_UDAF::SUCCESS;
 }
+*/
\ No newline at end of file
diff --git a/utils/regr/regr_sxy.h b/utils/regr/regr_sxy.h
index bdfffc14a..6bcbf6500 100644
--- a/utils/regr/regr_sxy.h
+++ b/utils/regr/regr_sxy.h
@@ -70,7 +70,7 @@ class regr_sxy : public mcsv1_UDAF
 
   virtual ReturnCode evaluate(mcsv1Context* context, static_any::any& valOut);
 
-  virtual ReturnCode dropValue(mcsv1Context* context, ColumnDatum* valsDropped);
+  // virtual ReturnCode dropValue(mcsv1Context* context, ColumnDatum* valsDropped);
 
  protected:
 };