Wednesday, November 25, 2009

Aggregate function MEDIAN in PostgreSQL

Searching and calculating Median in databases was terrible. Still median isn't ANSI SQL aggregate function. There are two commons method how to calculate median of some column. First - very old, and very slow based on self join alchemy, second - new - based on analytic function. Now, I will be test some newer methods on one million rows large table:
postgres=# create table milrows(a real);
CREATE TABLE
Time: 7,975 ms
postgres=# insert into milrows select random()*1000000 from generate_series(1,1000000);
INSERT 0 1000000
Time: 6863,575 ms
simple scan on this table takes 200ms
Frompostgres=# select avg(a) from milrows ;
       avg        
──────────────────
 499515.883033113
(1 row)

Time: 200,176 ms
In 8.4 we can use analytic functions. These functions uses TupleStore - internal store feature - it allows work with very large tables - limit is free space on disc.

Analytic methods

--Joe Celko's method
postgres=# SELECT avg(a)::float
              FROM (SELECT a, row_number() OVER (ORDER BY a asc) AS hi,
                              count(*) OVER () + 1 - row_number() OVER (ORDER BY a) AS lo
                       FROM milrows) qs
             WHERE hi IN (lo-1,lo,lo+1);
      avg      
───────────────
 499188.546875
(1 row)

Time: 4922,678 ms

-- Andrew Gierth's method 
postgres=# select avg(a)
   from ( select a, row_number() over (order by a),count(*) over () from milrows ) s
  where row_number between floor((count::float8-1)/2+1) and ceil((count::float8-1)/2+1)
;
      avg      
───────────────
 499188.546875
(1 row)

Time: 5021,001 ms

-- modified Andrew's method (count(*) over () is slow)
postgres=# select avg(a)
   from ( select a, row_number() over (order by a),(select count(*) from milrows) as count from milrows ) s
  where row_number between floor((count::float8-1)/2+1) and ceil((count::float8-1)/2+1)
;
      avg      
───────────────
 499188.546875
(1 row)

Time: 3931,922 ms

Array based methods

Next methods are based on using an arrays. These methods are fast, but limit for this methods is size of operation memory. For very very large tables could to take all application memory.
--Regina's method -- it's not 100% correct http://www.postgresonline.com/journal/index.php?/archives/67-Build-Median-Aggregate-Function-in-SQL.html#extended

CREATE OR REPLACE FUNCTION array_median(double precision[])
  RETURNS double precision AS
$$
    SELECT CASE WHEN array_upper($1,1) = 0 THEN null 
                ELSE asorted[ceiling(array_upper(asorted,1)/2.0)]::double precision END
       FROM (SELECT ARRAY(SELECT $1[n] 
                FROM generate_series(1, array_upper($1, 1)) AS n
               WHERE $1[n] IS NOT NULL
               ORDER BY $1[n]) As asorted) As foo 
$$ LANGUAGE 'sql' IMMUTABLE;

CREATE AGGREGATE median(double precision) (
  SFUNC=array_append,
  STYPE=double precision[],
  FINALFUNC=array_median
);

postgres=# select median(a) from milrows ;
^CCancel request sent
ERROR:  canceling statement due to user request -- killed 5 minutes !don't use array_append for bigger arrays (length > 10000)
postgres=# 

--My method
postgres=# create or replace function median(anyarray) 
returns double precision as $$
  select ($1[array_upper($1,1)/2+1]::double precision + $1[(array_upper($1,1)+1) / 2]::double precision) / 2.0; 
$$ language sql immutable strict;
CREATE FUNCTION
Time: 1,557 ms

Time: 2574,677 ms
postgres=# select median(array(select a from milrows where a is not null order by a));
    median     
───────────────
 499188.546875
(1 row)

Time: 2555,342 ms
This week I added support for median aggregate to orafce package. You can download it from url http://pgfoundry.org/frs/download.php/2472/orafce-3.0.2-devel.tar.gz . Function median use some fetures 8.4 and needs 8.4 - it isn't supported on PostgreSQL 8.3 and older.
-- orafce 3.0.2 median (needs PostgreSQL 8.4 and higher)

postgres=# select median(a::float8) from milrows;
    median     
───────────────
 499188.546875
(1 row)

Time: 687,577 ms
It's very fast - if your table has about one million rows (1000000) you can use it (for this table size takes max. 15MB RAM (for one column)).

4 Comments:

At November 26, 2009 at 12:30 AM , Anonymous Regina said...

Pavel,
Sounds cool. I'll have to check otu that package.

Thanks,
Regina

 
At December 5, 2009 at 10:12 AM , Anonymous Josh Berkus said...

Pavel,

Why not submit median() to mainstream PostgreSQL? It doesn't seem particularly Oracle-ish.

 
At December 5, 2009 at 10:30 AM , Blogger Pavel Stěhule said...

[Josh] - My implementation isn't good for very large data sets (but is better then currently used others method). Real implementation have to be based on tuple store. And it needs different API than is current aggregate API :( - so it needs lot of work.

 
At November 18, 2011 at 1:20 PM , Blogger Nick Fankhauser said...

I'm not sure why this is faster, but here's a 4th analytic method that runs a tad faster than the other three:



select
avg(ordered.value)
from
(
select
row_number() over(order by a) as position,
a as value
from
milrows
) as ordered
where
ordered.position = (select ceil((count(a)::float8-1)/2+1) from milrows) or
ordered.position = (select floor((count(a)::float8-1)/2+1) from milrows)
;

Here's the timing:
alpha=# create table milrows(a real);
CREATE TABLE
Time: 2.410 ms
alpha=# insert into milrows select random()*1000000 from generate_series(1,1000000);
INSERT 0 1000000
Time: 2474.768 ms
alpha=#
alpha=# select avg(a)
alpha-# from ( select a, row_number() over (order by a),(select count(*) from milrows) as count from milrows ) s
alpha-# where row_number between floor((count::float8-1)/2+1) and ceil((count::float8-1)/2+1)
alpha-# ;
avg
--------------
499884.46875
(1 row)

Time: 3242.837 ms
alpha=# select
alpha-# avg(ordered.value)
alpha-# from
alpha-# (
alpha(# select
alpha(# row_number() over(order by a) as position,
alpha(# a as value
alpha(# from
alpha(# milrows
alpha(# ) as ordered
alpha-# where
alpha-# ordered.position = (select ceil((count(a)::float8-1)/2+1) from milrows) or
alpha-# ordered.position = (select floor((count(a)::float8-1)/2+1) from milrows)
alpha-# ;
avg
--------------
499884.46875
(1 row)

Time: 2802.536 ms
alpha=#

 

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