4 ms·

I am familiar with Kahan from his excellent low-error floating point summation algorithm: http://en.wikipedia.org/wiki/Kahan_summation_algorithm http://en.wiki

• joshuaellinger 13y ago
  I had missed this in my numerics class many years ago. Could have saved me a lot of pain.
• StefanKarpinski 13y ago
  Compensated summation (aka Kahan summation) is a great algorithm. Interestingly, pairwise summation [1] is almost as accurate as the compensated algorithm, while being nearly as fast as naïve linear scanning summation. This makes it a great default summation algorithm since it does so well in terms of both accuracy and performance. [1] https://en.wikipedia.org/wiki/Pairwise_summation https://en.wikipedia.org/wiki/Pairwise_summation