KahanSummation.jl

This package provides variants of sum and cumsum, called sum_kbn and cumsum_kbn respectively, using the Kahan-Babuska-Neumaier (KBN) algorithm for additional precision. These functions are typically slower and less memory efficient than sum and cumsum.

These functions were formerly part of Julia's Base library.

Examples

julia> using KahanSummation

julia> vec = [1.0, 1.0e16, -1.0e16, -0.5];

julia> sum(vec), sum_kbn(vec)
(-0.5, 0.5)

julia> vec = [1.0, 1.0e16, 1.0, -1.0e16];

julia> cumsum_kbn(vec) .- cumsum(vec)
4-element Array{Float64,1}:
 0.0
 0.0
 2.0
 1.0