Kahan summation algorithm
- 2025-02-25
- 별칭: Compensated summation
Kahan summation algorithm, also known as compensated summation, significantly reduces the numerical error in the total obtained by adding a sequence of finite-precision floating-point numbers, compared to the naive approach. This is done by keeping a separate running compensation (a variable to accumulate small errors), in effect extending the precision of the sum by the precision of the compensation variable.