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The Kahan summation is very handy

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Ahmet Inan 2018-03-02 14:26:30 +01:00
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@ -7,5 +7,6 @@ What we have included so far:
### [kahan.hh](kahan.hh)
The [Kahan summation algorithm](https://en.wikipedia.org/wiki/Kahan_summation_algorithm)
When working with [Floating-point arithmetic](https://en.wikipedia.org/wiki/Floating-point_arithmetic) we soon realize, that addition is not necessarily [associative](https://en.wikipedia.org/wiki/Associative_property).
Whenever we need to add numbers with an ever decreasing magnitude to an sum (of the previous numbers) with an ever increasing magnitude, the [Kahan summation algorithm](https://en.wikipedia.org/wiki/Kahan_summation_algorithm) comes in handy and helps keeping the error growth small.