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daniel-j-h/KahanSum.cc

Created August 24, 2016 11:23
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Kahan Summation: more accurate summation of floating point numbers (https://en.wikipedia.org/wiki/Kahan_summation_algorithm)
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KahanSum.cc
#include <iterator>
template <typename Iter>
typename std::iterator_traits<Iter>::value_type KahanSum(Iter first, Iter last) {
using T = typename std::iterator_traits<Iter>::value_type;
T sum(0);
T compensation(0);
for (; first != last; ++first) {
compensation += *first;
const T next(sum + compensation);
compensation += sum - next;
sum = next;
}
return sum;
}
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Also available in Boost

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