Why doesn't HAWQ support index for non-heap tables currently?

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I wonder which difficulties it will consider in supporting index, such as index storage, index update, and so on.

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If you are talking about the B+ tree index, I think the reason is that you can't implement it on HDFS. For the B+ tree, you have to change it frequently, but you can't update it after you closed your HDFS file. HIVE support B+ tree index on HDFS, but the performance is really bad because it will rebuild the whole index after any row inserted/updated/deleted.