Word info

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.

Source: en.wiktionary.org

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. Source: Internet

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