Kahan summation algorithm
Suma de Kahan
- Date
- c. 1965 · confidence low
- Place
- Toronto, Ontario, Canada
- Credited to
- William Kahan
- Field
- Knowledge & symbols
What it is
The Kahan summation algorithm, or compensated summation, significantly reduces numerical error when adding sequences of finite-precision floating-point numbers, improving accuracy in scientific computing compared to naive summation.
What it led to
- greater precision in scientific and numerical computing
- implementation in linear algebra libraries
- more advanced compensated summation algorithms
- improved numerical stability in simulations