About a month ago, I posted about using SIMD instructions to make aggregation calculations faster. I am very thankful for the feedback so far, this post is the result of the comments we received last time.
Many comments suggested that we implement compensated summation (aka Kahan) as the naive method could produce inaccurate and unreliable results. This is why we spent some time integrating kahan and Neumaier summation algorithms. This post summarises a few things we learned along this journey.
We thought Kahan would badly affect the performance since it uses 4x as many operations as the naive approach. However, some comments also suggested we could use prefetch and co-routines to pull the data from RAM to cache in parallel with other CPU instructions. We got phenomenal results thanks to these suggestions, with Kahan sums nearly as fast as the naive approach.
A lot of you also asked if we could compare this with Clickhouse. As they implement Kahan summation, we ran a quick comparison. Here's what we got for summing 1bn doubles with nulls with Kahan algo. The details of how this was done are in the post.
QuestDB: 68ms Clickhouse: 139ms
Thanks for all the feedback so far and keep it going so we can continue to improve. Vlad