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Everything about Kahan summation algorithm
Algorithm in numerical analysis
In numerical analysis, the Kahan summation algorithm, also known as compensated summation, significantly reduces the numerical error in the total obtained by adding a sequence of finite-precision floating-point numbers, compared to the naive approach. This is done by keeping a separate running compensation, in effect extending the precision of the sum by the precision of the compensation variable. Wikipedia →
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- Read the landmark paper: A Generalized Kahan-Babuška-Summation-AlgorithmCited 14 times
- Go sideways: Pairwise summationA closely related topic
- Go sideways: Summation algorithmA closely related topic
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