On 12/21/2014 02:12 PM, Tom Lane wrote:
Andrew Dunstan <and...@dunslane.net> writes:
On 12/21/2014 01:23 PM, Alvaro Herrera wrote:
The point, I think, is that without atomic instructions you have to hold
a lock while incrementing the counters.
Hmm, do we do that now?
We already have a spinlock mutex around the counter adjustment code, so
I'm not sure why this discussion is being held.
Because Peter suggested we might be able to use atomics. I'm a bit
dubious that we can for min and max anyway.
I would like someone more versed in numerical analysis than me to
tell me how safe using sum of squares actually is in our case.
That, on the other hand, might be a real issue. I'm afraid that
accumulating across a very long series of statements could lead
to severe roundoff error in the reported values, unless we use
a method chosen for numerical stability.
Right.
The next question along those lines is whether we need to keep a running
mean or whether that can safely be calculated on the fly. The code at
<http://www.johndcook.com/blog/standard_deviation/> does keep a running
mean, and maybe that's required to prevent ill conditioned results,
although I'm quite sure I see how it would. But this isn't my area of
expertise.
cheers
andrew
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