Compensated summation (aka Kahan summation) is a great algorithm. Interestingly, pairwise summation [1] is almost as accurate as the compensated algorithm, whil

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