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marii-moe/ill-cionditioned kahan

Created October 12, 2023 03:24
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ill-cionditioned kahan
def kahan_sum(xs):
sum=np.array(0.,dtype=np.float16)
prev_sum=np.array(0.,dtype=np.float16)
ε=np.array(0.,dtype=np.float16)
for x in xs:
v=x-ε
prev_sum=sum
sum+=v #prev_sum+x-ε+new_ε
ε=sum-prev_sum-v #(prev_sum+x-ε+new_ε)-(prev_sum)-(x-ε)=new_ε
return sum
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marii-moe commented Oct 12, 2023 •
edited
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new errors are generated on adding sum and a new x

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