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Fix testing tools NaN comparison and correct new failing tests. #4794

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merged 11 commits into from
Nov 16, 2023
Merged

Fix testing tools NaN comparison and correct new failing tests. #4794

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16c7288
Initial commit of emstd bug fix and test.
lbooker42 Nov 7, 2023
f871ff8
Initial commit of NaN test tooling bug-fix.
lbooker42 Nov 8, 2023
cff18be
Merged with main
lbooker42 Nov 8, 2023
916946b
Correct post-merge test failure.
lbooker42 Nov 8, 2023
53a0a64
Some PR comments addressed
lbooker42 Nov 9, 2023
43ddf91
Numeric class modified to better handle NaN and Inf values, new tests…
lbooker42 Nov 10, 2023
d547db3
Expanded the NaN and Inf test code to document our expectations.
lbooker42 Nov 10, 2023
87a50f0
Addressed PR comments.
lbooker42 Nov 16, 2023
47d30ff
Added new tests to cover some short circuit behavior.
lbooker42 Nov 16, 2023
e2b1f18
Update engine/function/src/templates/Numeric.ftl
lbooker42 Nov 16, 2023
7bb5e68
Update engine/function/src/templates/Numeric.ftl
lbooker42 Nov 16, 2023
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45 changes: 41 additions & 4 deletions engine/table/src/main/java/io/deephaven/engine/table/impl/by/DoubleChunkedVarOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -97,8 +97,26 @@ private boolean addChunk(DoubleChunk<? extends Values> values, long destination,
if (forceNanResult || nonNullCount <= 1) {
resultColumn.set(destination, Double.NaN);
} else {
final double variance = (newSum2 - newSum * newSum / nonNullCount) / (nonNullCount - 1);
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);
// If the sum has reach +/-Infinity, we are stuck with NaN forever.
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if (Double.isInfinite(newSum) || Double.isInfinite(newSum2)) {
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resultColumn.set(destination, Double.NaN);
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return true;
}

// Perform the calculation in a way that minimizes the impact of FP error.
final double eps = Math.ulp(newSum2);
final double vs2bar = newSum * (newSum / nonNullCount);
final double delta = newSum2 - vs2bar;
final double rel_eps = delta / eps;

// Return zero when the variance is leq the FP error.
final double variance = Math.abs(rel_eps) > 1.0 ? delta / (nonNullCount - 1) : 0.0;
if (variance < 0.0) {
// Negative variance can only be due to FP error.
resultColumn.set(destination, 0.0);
} else {
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);
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}
}
return true;
} else if (forceNanResult || (nonNullCounter.getCountUnsafe(destination) <= 1)) {
Expand Down Expand Up @@ -150,8 +168,27 @@ private boolean removeChunk(DoubleChunk<? extends Values> values, long destinati
resultColumn.set(destination, Double.NaN);
return true;
}
final double variance = (newSum2 - newSum * newSum / totalNormalCount) / (totalNormalCount - 1);
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);

// If the sum has reach +/-Infinity, we are stuck with NaN forever.
if (Double.isInfinite(newSum) || Double.isInfinite(newSum2)) {
resultColumn.set(destination, Double.NaN);
return true;
}

// Perform the calculation in a way that minimizes the impact of FP error.
final double eps = Math.ulp(newSum2);
final double vs2bar = newSum * (newSum / totalNormalCount);
final double delta = newSum2 - vs2bar;
final double rel_eps = delta / eps;

// Return zero when the variance is leq the FP error.
final double variance = Math.abs(rel_eps) > 1.0 ? delta / (totalNormalCount - 1) : 0.0;
if (variance < 0.0) {
// Negative variance can only be due to FP error.
resultColumn.set(destination, 0.0);
} else {
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);
}
return true;
}

Expand Down
45 changes: 41 additions & 4 deletions engine/table/src/main/java/io/deephaven/engine/table/impl/by/FloatChunkedVarOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -92,8 +92,26 @@ private boolean addChunk(FloatChunk<? extends Values> values, long destination,
if (forceNanResult || nonNullCount <= 1) {
resultColumn.set(destination, Double.NaN);
} else {
final double variance = (newSum2 - newSum * newSum / nonNullCount) / (nonNullCount - 1);
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);
// If the sum has reach +/-Infinity, we are stuck with NaN forever.
if (Double.isInfinite(newSum) || Double.isInfinite(newSum2)) {
resultColumn.set(destination, Double.NaN);
return true;
}

// Perform the calculation in a way that minimizes the impact of FP error.
final double eps = Math.ulp(newSum2);
final double vs2bar = newSum * (newSum / nonNullCount);
final double delta = newSum2 - vs2bar;
final double rel_eps = delta / eps;

// Return zero when the variance is leq the FP error.
final double variance = Math.abs(rel_eps) > 1.0 ? delta / (nonNullCount - 1) : 0.0;
if (variance < 0.0) {
// Negative variance can only be due to FP error.
resultColumn.set(destination, 0.0);
} else {
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);
}
}
return true;
} else if (forceNanResult || (nonNullCounter.getCountUnsafe(destination) <= 1)) {
Expand Down Expand Up @@ -145,8 +163,27 @@ private boolean removeChunk(FloatChunk<? extends Values> values, long destinatio
resultColumn.set(destination, Double.NaN);
return true;
}
final double variance = (newSum2 - newSum * newSum / totalNormalCount) / (totalNormalCount - 1);
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);

// If the sum has reach +/-Infinity, we are stuck with NaN forever.
if (Double.isInfinite(newSum) || Double.isInfinite(newSum2)) {
resultColumn.set(destination, Double.NaN);
return true;
}

// Perform the calculation in a way that minimizes the impact of FP error.
final double eps = Math.ulp(newSum2);
final double vs2bar = newSum * (newSum / totalNormalCount);
final double delta = newSum2 - vs2bar;
final double rel_eps = delta / eps;

// Return zero when the variance is leq the FP error.
final double variance = Math.abs(rel_eps) > 1.0 ? delta / (totalNormalCount - 1) : 0.0;
if (variance < 0.0) {
// Negative variance can only be due to FP error.
resultColumn.set(destination, 0.0);
} else {
resultColumn.set(destination, std ? Math.sqrt(variance) : variance);
}
return true;
}

Expand Down
6 changes: 5 additions & 1 deletion .../main/java/io/deephaven/engine/table/impl/updateby/rollingavg/ByteRollingAvgOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -88,7 +88,11 @@ public void writeToOutputChunk(int outIdx) {
outputValues.set(outIdx, NULL_DOUBLE);
} else {
final int count = byteWindowValues.size() - nullCount;
outputValues.set(outIdx, curVal / (double)count);
if (count == 0) {
outputValues.set(outIdx, Double.NaN);
} else {
outputValues.set(outIdx, curVal / (double)count);
}
}
}

Expand Down
6 changes: 5 additions & 1 deletion .../main/java/io/deephaven/engine/table/impl/updateby/rollingavg/CharRollingAvgOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -82,7 +82,11 @@ public void writeToOutputChunk(int outIdx) {
outputValues.set(outIdx, NULL_DOUBLE);
} else {
final int count = charWindowValues.size() - nullCount;
outputValues.set(outIdx, curVal / (double)count);
if (count == 0) {
outputValues.set(outIdx, Double.NaN);
} else {
outputValues.set(outIdx, curVal / (double)count);
}
}
}

Expand Down
6 changes: 5 additions & 1 deletion ...ain/java/io/deephaven/engine/table/impl/updateby/rollingavg/DoubleRollingAvgOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -84,7 +84,11 @@ public void writeToOutputChunk(int outIdx) {
outputValues.set(outIdx, NULL_DOUBLE);
} else {
final int count = aggSum.size() - nullCount;
outputValues.set(outIdx, aggSum.evaluate() / (double)count);
if (count == 0) {
outputValues.set(outIdx, Double.NaN);
} else {
outputValues.set(outIdx, aggSum.evaluate() / (double)count);
}
}
}

Expand Down
6 changes: 5 additions & 1 deletion ...main/java/io/deephaven/engine/table/impl/updateby/rollingavg/FloatRollingAvgOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -79,7 +79,11 @@ public void writeToOutputChunk(int outIdx) {
outputValues.set(outIdx, NULL_DOUBLE);
} else {
final int count = aggSum.size() - nullCount;
outputValues.set(outIdx, aggSum.evaluate() / (double)count);
if (count == 0) {
outputValues.set(outIdx, Double.NaN);
} else {
outputValues.set(outIdx, aggSum.evaluate() / (double)count);
}
}
}

Expand Down
6 changes: 5 additions & 1 deletion ...c/main/java/io/deephaven/engine/table/impl/updateby/rollingavg/IntRollingAvgOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -87,7 +87,11 @@ public void writeToOutputChunk(int outIdx) {
outputValues.set(outIdx, NULL_DOUBLE);
} else {
final int count = intWindowValues.size() - nullCount;
outputValues.set(outIdx, curVal / (double)count);
if (count == 0) {
outputValues.set(outIdx, Double.NaN);
} else {
outputValues.set(outIdx, curVal / (double)count);
}
}
}

Expand Down
6 changes: 5 additions & 1 deletion .../main/java/io/deephaven/engine/table/impl/updateby/rollingavg/LongRollingAvgOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -87,7 +87,11 @@ public void writeToOutputChunk(int outIdx) {
outputValues.set(outIdx, NULL_DOUBLE);
} else {
final int count = longWindowValues.size() - nullCount;
outputValues.set(outIdx, curVal / (double)count);
if (count == 0) {
outputValues.set(outIdx, Double.NaN);
} else {
outputValues.set(outIdx, curVal / (double)count);
}
}
}

Expand Down
6 changes: 5 additions & 1 deletion ...main/java/io/deephaven/engine/table/impl/updateby/rollingavg/ShortRollingAvgOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -87,7 +87,11 @@ public void writeToOutputChunk(int outIdx) {
outputValues.set(outIdx, NULL_DOUBLE);
} else {
final int count = shortWindowValues.size() - nullCount;
outputValues.set(outIdx, curVal / (double)count);
if (count == 0) {
outputValues.set(outIdx, Double.NaN);
} else {
outputValues.set(outIdx, curVal / (double)count);
}
}
}

Expand Down
15 changes: 13 additions & 2 deletions .../io/deephaven/engine/table/impl/updateby/rollingproduct/DoubleRollingProductOperator.java
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
/*
* ---------------------------------------------------------------------------------------------------------------------
* AUTO-GENERATED CLASS - DO NOT EDIT MANUALLY - for any changes edit CharRollingProductOperator and regenerate
* AUTO-GENERATED CLASS - DO NOT EDIT MANUALLY - for any changes edit FloatRollingProductOperator and regenerate
* ---------------------------------------------------------------------------------------------------------------------
*/
package io.deephaven.engine.table.impl.updateby.rollingproduct;
Expand Down Expand Up @@ -30,6 +30,7 @@ protected class Context extends BaseDoubleUpdateByOperator.Context {
protected AggregatingDoubleRingBuffer buffer;

private int zeroCount;
private int nanCount;

protected Context(final int affectedChunkSize, final int influencerChunkSize) {
super(affectedChunkSize);
Expand All @@ -48,6 +49,7 @@ protected Context(final int affectedChunkSize, final int influencerChunkSize) {
},
true);
zeroCount = 0;
nanCount = 0;
}

@Override
Expand Down Expand Up @@ -76,6 +78,8 @@ public void push(int pos, int count) {
buffer.addUnsafe(val);
if (val == 0) {
zeroCount++;
} else if (Double.isNaN(val)) {
nanCount++;
}
}
}
Expand All @@ -90,6 +94,8 @@ public void pop(int count) {

if (val == NULL_DOUBLE) {
nullCount--;
} else if (Double.isNaN(val)) {
--nanCount;
} else if (val == 0) {
--zeroCount;
}
Expand All @@ -101,14 +107,19 @@ public void writeToOutputChunk(int outIdx) {
if (buffer.size() == nullCount) {
outputValues.set(outIdx, NULL_DOUBLE);
} else {
outputValues.set(outIdx, zeroCount > 0 ? 0.0 : buffer.evaluate());
if (nanCount > 0) {
outputValues.set(outIdx, Double.NaN);
} else {
outputValues.set(outIdx, zeroCount > 0 ? 0.0 : buffer.evaluate());
}
}
}

@Override
public void reset() {
super.reset();
zeroCount = 0;
nanCount = 0;
buffer.clear();
}
}
Expand Down
18 changes: 12 additions & 6 deletions ...a/io/deephaven/engine/table/impl/updateby/rollingproduct/FloatRollingProductOperator.java
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Original file line number Diff line number Diff line change
@@ -1,8 +1,3 @@
/*
* ---------------------------------------------------------------------------------------------------------------------
* AUTO-GENERATED CLASS - DO NOT EDIT MANUALLY - for any changes edit CharRollingProductOperator and regenerate
* ---------------------------------------------------------------------------------------------------------------------
*/
package io.deephaven.engine.table.impl.updateby.rollingproduct;

import io.deephaven.base.ringbuffer.AggregatingDoubleRingBuffer;
Expand Down Expand Up @@ -30,6 +25,7 @@ protected class Context extends BaseDoubleUpdateByOperator.Context {
protected AggregatingDoubleRingBuffer buffer;

private int zeroCount;
private int nanCount;

protected Context(final int affectedChunkSize, final int influencerChunkSize) {
super(affectedChunkSize);
Expand All @@ -48,6 +44,7 @@ protected Context(final int affectedChunkSize, final int influencerChunkSize) {
},
true);
zeroCount = 0;
nanCount = 0;
}

@Override
Expand Down Expand Up @@ -76,6 +73,8 @@ public void push(int pos, int count) {
buffer.addUnsafe(val);
if (val == 0) {
zeroCount++;
} else if (Double.isNaN(val)) {
nanCount++;
}
}
}
Expand All @@ -90,6 +89,8 @@ public void pop(int count) {

if (val == NULL_DOUBLE) {
nullCount--;
} else if (Double.isNaN(val)) {
--nanCount;
} else if (val == 0) {
--zeroCount;
}
Expand All @@ -101,14 +102,19 @@ public void writeToOutputChunk(int outIdx) {
if (buffer.size() == nullCount) {
outputValues.set(outIdx, NULL_DOUBLE);
} else {
outputValues.set(outIdx, zeroCount > 0 ? 0.0 : buffer.evaluate());
if (nanCount > 0) {
outputValues.set(outIdx, Double.NaN);
} else {
outputValues.set(outIdx, zeroCount > 0 ? 0.0 : buffer.evaluate());
}
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}
}

@Override
public void reset() {
super.reset();
zeroCount = 0;
nanCount = 0;
buffer.clear();
}
}
Expand Down
5 changes: 4 additions & 1 deletion .../main/java/io/deephaven/engine/table/impl/updateby/rollingstd/ByteRollingStdOperator.java
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Expand Up @@ -121,7 +121,10 @@ public void writeToOutputChunk(int outIdx) {
final double valueSquareSum = valueSquareBuffer.evaluate();
final double valueSum = valueBuffer.evaluate();

if (Double.isNaN(valueSquareSum) || Double.isNaN(valueSum)) {
if (Double.isNaN(valueSquareSum)
|| Double.isNaN(valueSum)
|| Double.isInfinite(valueSquareSum)
|| Double.isInfinite(valueSum)) {
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outputValues.set(outIdx, Double.NaN);
return;
}
Expand Down
5 changes: 4 additions & 1 deletion .../main/java/io/deephaven/engine/table/impl/updateby/rollingstd/CharRollingStdOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -115,7 +115,10 @@ public void writeToOutputChunk(int outIdx) {
final double valueSquareSum = valueSquareBuffer.evaluate();
final double valueSum = valueBuffer.evaluate();

if (Double.isNaN(valueSquareSum) || Double.isNaN(valueSum)) {
if (Double.isNaN(valueSquareSum)
|| Double.isNaN(valueSum)
|| Double.isInfinite(valueSquareSum)
|| Double.isInfinite(valueSum)) {
outputValues.set(outIdx, Double.NaN);
return;
}
Expand Down
5 changes: 4 additions & 1 deletion ...ain/java/io/deephaven/engine/table/impl/updateby/rollingstd/DoubleRollingStdOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -120,7 +120,10 @@ public void writeToOutputChunk(int outIdx) {
final double valueSquareSum = valueSquareBuffer.evaluate();
final double valueSum = valueBuffer.evaluate();

if (Double.isNaN(valueSquareSum) || Double.isNaN(valueSum)) {
if (Double.isNaN(valueSquareSum)
|| Double.isNaN(valueSum)
|| Double.isInfinite(valueSquareSum)
|| Double.isInfinite(valueSum)) {
outputValues.set(outIdx, Double.NaN);
return;
}
Expand Down
5 changes: 4 additions & 1 deletion ...main/java/io/deephaven/engine/table/impl/updateby/rollingstd/FloatRollingStdOperator.java
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Original file line number Diff line number Diff line change
Expand Up @@ -120,7 +120,10 @@ public void writeToOutputChunk(int outIdx) {
final double valueSquareSum = valueSquareBuffer.evaluate();
final double valueSum = valueBuffer.evaluate();

if (Double.isNaN(valueSquareSum) || Double.isNaN(valueSum)) {
if (Double.isNaN(valueSquareSum)
|| Double.isNaN(valueSum)
|| Double.isInfinite(valueSquareSum)
|| Double.isInfinite(valueSum)) {
outputValues.set(outIdx, Double.NaN);
return;
}
Expand Down
5 changes: 4 additions & 1 deletion ...c/main/java/io/deephaven/engine/table/impl/updateby/rollingstd/IntRollingStdOperator.java
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Expand Up @@ -120,7 +120,10 @@ public void writeToOutputChunk(int outIdx) {
final double valueSquareSum = valueSquareBuffer.evaluate();
final double valueSum = valueBuffer.evaluate();

if (Double.isNaN(valueSquareSum) || Double.isNaN(valueSum)) {
if (Double.isNaN(valueSquareSum)
|| Double.isNaN(valueSum)
|| Double.isInfinite(valueSquareSum)
|| Double.isInfinite(valueSum)) {
outputValues.set(outIdx, Double.NaN);
return;
}
Expand Down
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