summaryrefslogtreecommitdiff
path: root/src/mongo/db/pipeline/accumulator_covariance.cpp
diff options
context:
space:
mode:
Diffstat (limited to 'src/mongo/db/pipeline/accumulator_covariance.cpp')
-rw-r--r--src/mongo/db/pipeline/accumulator_covariance.cpp105
1 files changed, 105 insertions, 0 deletions
diff --git a/src/mongo/db/pipeline/accumulator_covariance.cpp b/src/mongo/db/pipeline/accumulator_covariance.cpp
new file mode 100644
index 00000000000..77524035ab3
--- /dev/null
+++ b/src/mongo/db/pipeline/accumulator_covariance.cpp
@@ -0,0 +1,105 @@
+/**
+ * Copyright (C) 2021-present MongoDB, Inc.
+ *
+ * This program is free software: you can redistribute it and/or modify
+ * it under the terms of the Server Side Public License, version 1,
+ * as published by MongoDB, Inc.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * Server Side Public License for more details.
+ *
+ * You should have received a copy of the Server Side Public License
+ * along with this program. If not, see
+ * <http://www.mongodb.com/licensing/server-side-public-license>.
+ *
+ * As a special exception, the copyright holders give permission to link the
+ * code of portions of this program with the OpenSSL library under certain
+ * conditions as described in each individual source file and distribute
+ * linked combinations including the program with the OpenSSL library. You
+ * must comply with the Server Side Public License in all respects for
+ * all of the code used other than as permitted herein. If you modify file(s)
+ * with this exception, you may extend this exception to your version of the
+ * file(s), but you are not obligated to do so. If you do not wish to do so,
+ * delete this exception statement from your version. If you delete this
+ * exception statement from all source files in the program, then also delete
+ * it in the license file.
+ */
+
+#include "mongo/platform/basic.h"
+
+#include <cmath>
+
+#include "mongo/db/pipeline/accumulator.h"
+
+#include "mongo/db/exec/document_value/value.h"
+#include "mongo/db/pipeline/accumulation_statement.h"
+#include "mongo/db/pipeline/expression.h"
+#include "mongo/db/pipeline/window_function/window_function_expression.h"
+
+namespace mongo {
+
+REGISTER_NON_REMOVABLE_WINDOW_FUNCTION(
+ covarianceSamp, window_function::ExpressionFromAccumulator<AccumulatorCovarianceSamp>::parse);
+
+REGISTER_NON_REMOVABLE_WINDOW_FUNCTION(
+ covariancePop, window_function::ExpressionFromAccumulator<AccumulatorCovariancePop>::parse);
+
+void AccumulatorCovariance::processInternal(const Value& input, bool merging) {
+ tassert(5424000, "$covariance can't be merged", !merging);
+
+ // Currently we only support array with 2 numeric values as input value. Other types of input or
+ // non-numeric arrays have no impact on covariance.
+ if (!input.isArray())
+ return;
+ const auto& arr = input.getArray();
+ if (arr.size() != 2)
+ return;
+ if (!arr[0].numeric() || !arr[1].numeric())
+ return;
+
+ // This is an implementation of the following algorithm:
+ // https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Online
+ double x = arr[0].coerceToDouble();
+ double y = arr[1].coerceToDouble();
+ double dx = x - _meanX;
+
+ _count++;
+ _meanX += (dx / _count);
+ _meanY += (y - _meanY) / _count;
+ _cXY += dx * (y - _meanY);
+}
+
+AccumulatorCovariance::AccumulatorCovariance(ExpressionContext* const expCtx, bool isSamp)
+ : AccumulatorState(expCtx), _isSamp(isSamp) {
+ _memUsageBytes = sizeof(*this);
+}
+
+void AccumulatorCovariance::reset() {
+ _count = 0;
+ _meanX = 0;
+ _meanY = 0;
+ _cXY = 0; // 0 only makes sense if "_count" > 0.
+}
+
+Value AccumulatorCovariance::getValue(bool toBeMerged) {
+ const double adjustedCount = (_isSamp ? _count - 1 : _count);
+
+ if (adjustedCount <= 0)
+ return Value(BSONNULL); // Covariance not well defined in this case.
+
+ return Value(_cXY / adjustedCount);
+}
+
+boost::intrusive_ptr<AccumulatorState> AccumulatorCovarianceSamp::create(
+ ExpressionContext* const expCtx) {
+ return new AccumulatorCovarianceSamp(expCtx);
+}
+
+boost::intrusive_ptr<AccumulatorState> AccumulatorCovariancePop::create(
+ ExpressionContext* const expCtx) {
+ return new AccumulatorCovariancePop(expCtx);
+}
+
+} // namespace mongo