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Consider using the Kahan summation algorithm to reduce accumulation of errors in floating point arithmetic. #5400

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tomwilkie opened this Issue Mar 24, 2019 · 1 comment

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tomwilkie commented Mar 24, 2019

(Just read this on hacker new: https://hypothesis.works/articles/calculating-the-mean/ and https://news.ycombinator.com/item?id=19470945)

This should be relatively easy for us to implement, and should precision of our sums.

https://en.wikipedia.org/wiki/Kahan_summation_algorithm

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tomwilkie commented Mar 24, 2019

This could be considered related to #4533.

@simonpasquier simonpasquier changed the title Consider using the Kahan summation algorithm to reduce acculumation of errors in floating point arithmetic. Consider using the Kahan summation algorithm to reduce accumulation of errors in floating point arithmetic. Apr 9, 2019

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