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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 →

🧭 Start here: a 6-step reading path

  1. Read the overview: Kahan summation algorithmA 5-minute orientation
  2. Skim a recent paper: Error-Summation Enhanced Newton Algorithm for Model Predictive Control of Redundant ManipulatorsInfluential work since 2022
  3. Pick up a classic book: Numerical Algorithms for Number TheoryThe most-reprinted book on the subject
  4. Read the landmark paper: A Distillation Algorithm for Floating-Point SummationCited 21 times
  5. Go sideways: Pairwise summationA closely related topic
  6. Go sideways: Summation algorithmA closely related topic

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