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Talk:Kahan summation algorithm

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This is an old revision of this page, as edited by Pedrito (talk | contribs) at 16:51, 5 October 2006. The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.
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Some Comments

The algorithm as described is, in fact, Kahan summation as it is described in [1], however, this algorithm only works for either values of y[i] of similar magnituede or in general for increasing y[i] or y[i] << s.

Higham's paper[2] on the subject has a much more detailed analysis, including different summation techniques. I will try to add some of the main statements from that paper to this article if I find the time and there are no objections.

Pedro.Gonnet 16:51, 5 October 2006 (UTC)[reply]

  1. ^ W. Kahan, Further Remarks On Reducing Truncation Errors, Communications of the ACM, 8(1),40
  2. ^ N. J. Higham, The Accuracy Of Floating Point Summation, SIAM Journal of Scientific Computing, 14(4), 783-799