Adress review

Author: phofl

doc/source/whatsnew/v1.2.0.rst

@@ -219,6 +219,7 @@ Other enhancements
 - Where possible :meth:`RangeIndex.difference` and :meth:`RangeIndex.symmetric_difference` will return :class:`RangeIndex` instead of :class:`Int64Index` (:issue:`36564`)
 - Added :meth:`Rolling.sem()` and :meth:`Expanding.sem()` to compute the standard error of mean (:issue:`26476`).
 - :meth:`Rolling.var()` and :meth:`Rolling.std()` use Kahan summation and Welfords Method to avoid numerical issues (:issue:`37051`)
+- :meth:`DataFrame.corr` and :meth:`DataFrame.cov` use Welfords Method to avoid numerical issues (:issue:`37448`)
 - :meth:`DataFrame.plot` now recognizes ``xlabel`` and ``ylabel`` arguments for plots of type ``scatter`` and ``hexbin`` (:issue:`37001`)
 - :class:`DataFrame` now supports ``divmod`` operation (:issue:`37165`)
 - :meth:`DataFrame.to_parquet` now returns a ``bytes`` object when no ``path`` argument is passed (:issue:`37105`)
@@ -404,7 +405,6 @@ Numeric
 - Bug in :class:`IntervalArray` comparisons with :class:`Series` not returning :class:`Series` (:issue:`36908`)
 - Bug in :class:`DataFrame` allowing arithmetic operations with list of array-likes with undefined results. Behavior changed to raising ``ValueError`` (:issue:`36702`)
 - Bug in :meth:`DataFrame.std`` with ``timedelta64`` dtype and ``skipna=False`` (:issue:`37392`)
-- Bug in :meth:`DataFrame.corr` returned inconsistent results for constant columns (:issue:`37448`)
 
 Conversion
 ^^^^^^^^^^

pandas/_libs/algos.pyx

@@ -284,6 +284,8 @@ def nancorr(const float64_t[:, :] mat, bint cov=False, minp=None):
     with nogil:
         for xi in range(K):
             for yi in range(xi + 1):
+                # Welford's method for the variance-calculation
+                # https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
                 nobs = ssqdmx = ssqdmy = covxy = meanx = meany = 0
                 for i in range(N):
                     if mask[i, xi] and mask[i, yi]: