1 unstable release
0.3.0 | May 20, 2024 |
---|---|
0.2.0 |
|
0.1.0 |
|
#1144 in Algorithms
97 downloads per month
24KB
396 lines
compensated-summation
Compensated summation algorithms for better precision.
This crate implements summation algorithms that significantly reduce the numerical error in the total obtained by adding a sequence of finite-precision floating-point numbers, compared to the obvious approach.
Currently it implements the 2Sum
and Fast2Sum
from https://en.wikipedia.org/wiki/2Sum for exact addition and the Kahan-Babuška and Kahan-Babuška-Neumaier algorithms for compensated summation.
Please see the documentation for a description of the API and some usage examples.
Dependencies
~150KB