From 42d786f1acb1fe315a194478bea69acdcd4aca56 Mon Sep 17 00:00:00 2001
From: darshanime <deathbullet@gmail.com>
Date: Sat, 30 Oct 2021 19:41:36 +0530
Subject: [PATCH] use kahan summation for aggregation functions

Signed-off-by: darshanime <deathbullet@gmail.com>
---
 promql/functions.go      | 24 ++++++++++++++----------
 promql/functions_test.go |  4 ++--
 2 files changed, 16 insertions(+), 12 deletions(-)

diff --git a/promql/functions.go b/promql/functions.go
index e737992e46..49ff09678f 100644
--- a/promql/functions.go
+++ b/promql/functions.go
@@ -471,28 +471,32 @@ func funcQuantileOverTime(vals []parser.Value, args parser.Expressions, enh *Eva
 // === stddev_over_time(Matrix parser.ValueTypeMatrix) Vector ===
 func funcStddevOverTime(vals []parser.Value, args parser.Expressions, enh *EvalNodeHelper) Vector {
 	return aggrOverTime(vals, enh, func(values []Point) float64 {
-		var aux, count, mean float64
+		var count float64
+		var mean, cMean float64
+		var aux, cAux float64
 		for _, v := range values {
 			count++
-			delta := v.V - mean
-			mean += delta / count
-			aux += delta * (v.V - mean)
+			delta := v.V - (mean + cMean)
+			mean, cMean = kahanSumInc(delta/count, mean, cMean)
+			aux, cAux = kahanSumInc(delta*(v.V-(mean+cMean)), aux, cAux)
 		}
-		return math.Sqrt(aux / count)
+		return math.Sqrt((aux + cAux) / count)
 	})
 }
 
 // === stdvar_over_time(Matrix parser.ValueTypeMatrix) Vector ===
 func funcStdvarOverTime(vals []parser.Value, args parser.Expressions, enh *EvalNodeHelper) Vector {
 	return aggrOverTime(vals, enh, func(values []Point) float64 {
-		var aux, count, mean float64
+		var count float64
+		var mean, cMean float64
+		var aux, cAux float64
 		for _, v := range values {
 			count++
-			delta := v.V - mean
-			mean += delta / count
-			aux += delta * (v.V - mean)
+			delta := v.V - (mean + cMean)
+			mean, cMean = kahanSumInc(delta/count, mean, cMean)
+			aux, cAux = kahanSumInc(delta*(v.V-(mean+cMean)), aux, cAux)
 		}
-		return aux / count
+		return (aux + cAux) / count
 	})
 }
 
diff --git a/promql/functions_test.go b/promql/functions_test.go
index b0a8b5db6a..19ee105da7 100644
--- a/promql/functions_test.go
+++ b/promql/functions_test.go
@@ -73,8 +73,8 @@ func TestFunctionList(t *testing.T) {
 	}
 }
 
-func TestKahanSummation(t *testing.T) {
+func TestKahanSum(t *testing.T) {
 	vals := []float64{1.0, math.Pow(10, 100), 1.0, -1 * math.Pow(10, 100)}
 	expected := 2.0
-	require.Equal(t, expected, kahanSummation(vals))
+	require.Equal(t, expected, kahanSum(vals))
 }