TDigest internal check on double equal needs improvements

[lengliu]

In TDigest.java: https://github.com/prestodb/presto/blob/543e46c356dc22625b0d244ca1c3b5a9748c4b0b/presto-main/src/main/java/com/facebook/presto/tdigest/TDigest.java#L357

The double comparison only compares the absolute difference, which could be too restrictive for large values.

In general, we cannot use a simple abs(diff) < epsilon to compare two doubles because the absolute error in large number case could be large and yet the relative error is still small. See this SOF thread for correct way to compare. Especially Knuth’s method: https://stackoverflow.com/questions/17333/how-do-you-compare-float-and-double-while-accounting-for-precision-loss

• Presto version used: master branch

Repro case would be when TDigest to be merged both containing large weights like 1E14.

[kaikalur]

CC: @tdcmeehan, @rschlussel

[kaikalur]

We are seeing some issues due to this check failure in our production workloads so it will be good to fix it.

[kaikalur]

CC: @feilong-liu