Kahan summation algorithm

id: kahan-summation-algorithm-309-9308469
title: Kahan summation algorithm
text: 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 obvious 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. In particular, simply summing n numbers in sequence has a worst-case error that grows proportiona
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category slug: encyclopedia
description: Algorithm in numerical analysis
original url: https://en.wikipedia.org/wiki/Kahan_summation_algorithm
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date modified: 2024-02-09T06:58:52Z
main entity: {"identifier":"Q2982293","url":"https://www.wikidata.org/entity/Q2982293"}
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