Kahan summation algorithm
Proper noun
Meaning
Kahan summation algorithm
(numerical analysis) An algorithm that significantly reduces the numerical error in the total obtained by adding a sequence of finite-precision floating-point numbers, compared to the obvious approach, by tracking the accumulated small errors in a separate variable.
Examples
The Kahan summation algorithm may be used to reduce the errors. citation Round-off error can affect the convergence and accuracy of iterative numerical procedures.