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Home MathPack Math1 Class TKahanSum TKahanSum  
See also: Add, Reset, Sum  
TKahanSum 

When adding a large number of floating point numbers the finite precision of these values may result in considerable roundoff errors. In particular the "normal" summation of N numbers shows an error which is proportional to N. The Kahan summation algorithm significantly reduces the numerical error of the sum, leading in effect to an error which only depends on the floating point precision and which is independent of N. The Kahan algorithm (also called "compensation algorithm") is based on a separate running compensation variable which accumulates small errors. The algorithm is attributed to William Kahan.^{1)} The general approach of calculating an errorcompensated sum is first to use the Reset method to clear the sum, then add all terms to be added by the method Add. The errorcompensated sum can be obtained by reading the public variable Sum.
