Kahan summation algorithm

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 (a variable to accumulate small errors), in effect extending the precision of the sum by the precision of the compensation variable.

Source: Wikipedia — Kahan summation algorithm (CC BY-SA 4.0)

Kahan summation algorithm

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 (a variable to accumulate small errors), in effect extending the precision of the sum by the precision of the compensation variable.

Source: Wikipedia "Kahan summation algorithm" · CC BY-SA 4.0

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