[rustyconover]

tdigest's constructor reserves room for 2k + fudge centroids and BUFFER_MULTIPLIER times as many buffered values. For k = 100 with double that's about 10 KB per digest before anything is added, and it happens again on every deserialize().

This is the same kind of change as #558 for kll_sketch. Instead of reserving everything up front:

• update() grows the buffer geometrically, starting at 8 values and doubling up to its existing limit.
• compress() and merge() grow the centroids before they need them, also up to the existing limit.

Results and the serialized format are unchanged.

Test

Added tdigest custom allocator: buffers grow as they fill to tdigest_custom_allocator_test.cpp, using test_allocator:

• An empty digest allocates nothing. Before this change it fails at REQUIRE( test_allocator_total_bytes == 0 ).
• Three values take at most 8 values of buffer.
• A digest of 100,000 updates gives the same quantiles as one built with std::allocator without the change.

All 17 test suites pass under CTest (GCC 14, aarch64).

We found this in the DuckDB DataSketches extension. For GROUP BY queries with many groups, DuckDB creates a state for each input row and merges them later, so the up-front reservation multiplied by millions of states. DuckDB made the same change to its own t-digest.

🤖 Generated with Claude Code

[leerho]

Thanks, Rusty. Same situation as #558: we'd like one allocation convention across the sketches and languages before merging either. The dev@ proposal, a lazy consensus ending Nov 7, 01:00 UTC, is here: https://lists.apache.org/thread/rv730qo61qqkd99dcy4wnglf3hz1s0fz

I'm marking this PR as a draft until that resolves. If it passes, this PR fits it well. The geometric growth up to the existing limits is the behavior the proposal describes, and we'd only add a reserve().

[rustyconover]

@leerho thanks for outlining the remaining work. The proposal's deadline has now passed, so I've followed up on #558 to confirm the outcome, when both PRs can leave draft, and who will handle reserve(), allocation-failure tests and documentation. We can coordinate ownership there for both PRs.

All 21 checks on this PR's current commit (15024ac6) are passing, including the compiler matrix, sanitizers and libc++ hardening.