Kahan summation #1829
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Kahan summation #1829
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| np.sum(z, axis=1)) | ||
| assert_array_almost_equal(kahan_sum(z, axis=0), | ||
| np.sum(z, axis=0)) | ||
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is it possible to add a test where kahan summation would result in a better precision than np.sum? I tried with the sum of np.arange(n) since the result is known analytically, but the result was exact for np.sum.
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Hey @stefanv it looks like a neat pull request. To be sure that this feature is needed, could you just give an example where the extra accuracy of Kahan summation is needed to get a correct result? (That's my compulsive habit of trying to keep a codebase as small as possible :-)). |
| Input array. | ||
| axis : int | ||
| Axis along which to sum. | ||
| """ |
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Implement Kahan summation to improve the accuracy of summed area tables at some computational cost (see #1712). Note that NumPy already uses paired summation, so the improvement is not that big.
An even better algorithm would perhaps be the one by Shewchuk, but that will take more time to figure out.
See also:
If we can, we should look at implementing one of the above.