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Use Kahan variant adding final error to sum #13

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RhysU opened this issue Dec 23, 2012 · 1 comment
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Use Kahan variant adding final error to sum #13

RhysU opened this issue Dec 23, 2012 · 1 comment

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@RhysU
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RhysU commented Dec 23, 2012

On page 791 of http://dx.doi.org/10.1137/0914050 Higham mentions a Kahan variant with slightly nicer behavior which can be had by simply using

s = s + e

at the end of the compensated loop. This merges the final accumulated loss into the total sum. Higham cites two works by Kaham (refs 17 and 18) but those refs look time consuming to dig up.

Try this out as the additional cost and coding is minimal.
@RhysU
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RhysU commented Jan 1, 2013

Done in 1e8e6cd on develop branch.

@RhysU RhysU closed this as completed Jan 1, 2013
RhysU added a commit that referenced this issue Jan 10, 2014
@RhysU
Kahan variant adding final error to sum
1e8e6cd 
Closes #13.  Turns out to make no difference on some test cases
but seems like a not-bad-thing-to-do-anyhow.
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