I recently asked some of my colleagues a question relating to the Kahan compensated summation algorithm and was greeted with blank stares and the question “What’s that?” This caught me off guard as I had known about it for a few years. I can’t remember how I found out about it, but I think that journey started with a single tutorial question in 2nd year applied maths and when I read “What every computer scientist should know about floating-point arithmetic” by David Goldberg. I’ll start this off with why this algorithm matters, then what it actually is. Continue reading →

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