Kahan Summation

Shared Foundations · Numerics · 1965 · kahan-summation.yaml

Carries a running compensation for the low-order bits lost in each addition, making the error of a long sum independent of its length.

• supersedescorrects · extends
• classifiesspecializes · part-of
• substitutes forapproximates · alternative-to
• depends onrequires · validates

Colour is the family; a dashed line is the second member of it.

This node

• correctsfixes a defect in Catastrophic Cancellationrecovers the low-order bits each addition throws away

References

• Background — Kahan summation algorithm on Wikipedia