Aggregate rows of type array
Order of source rows irrelevant, source is array column

Your updated requirements are much simpler for two reasons:


We don't need to establish any order among source rows.
And the array already establishes order among array elements.


Simple table:

CREATE TABLE vals (j int[]);


Simple query:

SELECT ARRAY(SELECT elem FROM vals, unnest(j) elem) AS arr;


Order of source rows relevant, source are integer columns

Not as simple. Based on this table:

CREATE TABLE vals (i int, j int);


There are various ways to preserve order. I think this should be among the fastest - with an ARRAY constructor:

SELECT ARRAY(
   SELECT t.elem
   FROM  (SELECT i, j FROM vals ORDER BY i, j) v
        , LATERAL (VALUES (v.i), (v.j)) t(elem)
   ) AS arr;


My first draft had ORDER BY i, j after the LATERAL join, which would not guarantee the order of columns. I pulled the ORDER BY into a subselect to produce the correct order now. This works, but it's not documented. To be absolutely sure, you have to add an explicit ORDER BY later:

SELECT ARRAY (
   SELECT elem
   FROM   vals v, LATERAL (VALUES (1, v.i), (2, v.j)) t(ordr, elem)
   ORDER  BY v.i, v.j, ordr
   ) AS arr;


About guaranteed order:


PostgreSQL unnest() with element number


About the VALUES expression in a LATERAL join:


SELECT DISTINCT on multiple columns


Another way with - this time with array_agg():

SELECT array_agg(elem) AS arr
FROM  (
   SELECT i, j, 1 AS ordr, i AS elem FROM vals
   UNION ALL
   SELECT i, j, 2 AS ordr, j AS elem FROM vals
   ORDER BY i, j, ordr
   ) sub;


The ARRAY constructor is faster, array_agg() is easier to integrate with multiple result columns.

SQL Fiddle.



The query in your test case would actually work in Postgres 9.5 (currently beta, to be released in the course of 2015). Quoting the release notes for pg 9.5:


  Allow array_agg() and ARRAY() to take arrays as inputs (Ali Akbar, Tom
  Lane)


However, you get a 2-dimenstional array instead, not your desired result.  You can easily implement the same (but slower) aggregate function in older versions:


Is there something like a zip() function in PostgreSQL that combines two arrays?