From 066ca787cc23334b13a060047eee04ef95dc15c5 Mon Sep 17 00:00:00 2001
From: rui-mo <rui.mo@intel.com>
Date: Wed, 13 Sep 2023 11:57:59 +0800
Subject: [PATCH] Fix corr accuracy

---
 .../functions/prestosql/aggregates/CovarianceAggregates.cpp  | 5 ++---
 1 file changed, 2 insertions(+), 3 deletions(-)

diff --git a/velox/functions/prestosql/aggregates/CovarianceAggregates.cpp b/velox/functions/prestosql/aggregates/CovarianceAggregates.cpp
index 1275d39444fb..3cdbdbfae5a6 100644
--- a/velox/functions/prestosql/aggregates/CovarianceAggregates.cpp
+++ b/velox/functions/prestosql/aggregates/CovarianceAggregates.cpp
@@ -236,9 +236,8 @@ struct CorrResultAccessor {
   }
 
   static double result(const CorrAccumulator& accumulator) {
-    double stddevX = std::sqrt(accumulator.m2X());
-    double stddevY = std::sqrt(accumulator.m2Y());
-    return accumulator.c2() / stddevX / stddevY;
+    // Modify the calculation order to maintain the same accuracy with spark.
+    return accumulator.c2() / std::sqrt(accumulator.m2X() * accumulator.m2Y());
   }
 };