Kahan summation algorithm

English

Etymology

The algorithm is attributed to Canadian mathematician William Kahan (born 1933).

Proper noun

Kahan summation algorithm

  1. (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.

See also

This article is issued from Wiktionary. The text is available under Creative Commons Attribution-Share Alike 4.0 unless otherwise noted. Additional terms may apply for the media files.