[PATCH] Fix overflow and underflow in regr_r2()

From: Chengpeng Yan <chengpeng_yan(at)outlook(dot)com>
To: PostgreSQL-development <pgsql-hackers(at)postgresql(dot)org>
Cc: Tom Lane <tgl(at)sss(dot)pgh(dot)pa(dot)us>, Dean Rasheed <dean(dot)a(dot)rasheed(at)gmail(dot)com>
Subject: [PATCH] Fix overflow and underflow in regr_r2()
Date: 2026-04-27 11:18:38
Message-ID: 33E01656-BB3B-46E9-A41F-24A01A7C35F4@outlook.com
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Hi,

While looking at the corr() overflow/underflow discussion [1], I noticed
that regr_r2() still computes

(Sxy * Sxy) / (Sxx * Syy)

directly. At very small or very large scales, those products can round
to zero or infinity even when the ratio itself is finite.

For example,

SELECT regr_r2(1e-100 + g * 1e-105,
1e-100 + g * 1e-105)
FROM generate_series(1, 3) g;

returns NaN without the patch, although the inputs are perfectly
correlated and the result should be 1.

corr() already has a stabilized calculation for the same Sxx * Syy
denominator scale. This patch factors that into a helper and lets
regr_r2() use it as a fallback when one of its direct products has
rounded to zero or infinity. Otherwise, regr_r2() keeps the existing
direct formula.

This preserves regr_r2()'s existing SQL-level special cases. The added
tests cover the fallback path and nearby NaN behavior.

Thoughts?

References:
[1] https://www.postgresql.org/message-id/flat/19340-6fb9f6637f562092%40postgresql.org

--
Best regards,
Chengpeng Yan

Attachment Content-Type Size
v1-0001-Avoid-overflow-and-underflow-in-regr_r2.patch application/octet-stream 7.6 KB

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