This package provides variants of sum and cumsum, called sum_kbn and cumsum_kbn
respectively, using the Kahan-Babuska-Neumaier (KBN) algorithm for additional precision.
These functions are typically slower and less memory efficient than sum and cumsum.
These functions were formerly part of Julia's Base library.
julia> using KahanSummation
julia> vec = [1.0, 1.0e16, -1.0e16, -0.5];
julia> sum(vec), sum_kbn(vec)
(-0.5, 0.5)
julia> vec = [1.0, 1.0e16, 1.0, -1.0e16];
julia> cumsum_kbn(vec) .- cumsum(vec)
4-element Array{Float64,1}:
0.0
0.0
2.0
1.0