Twofold fast summation
Abstract
Debugging accumulation of floating-point errors is hard; ideally, computer should track it automatically. Here we consider twofold approximation of an exact real with value + error pair of floating-point numbers. Normally, value + error sum is more accurate than value alone, so error can estimate deviation between value and its exact target. Fast summation algorithm, that provides twofold sum of x[1]+...+x[N] or dot product x[1]*y[1]+...+x[N]*y[N], can be same fast as direct summation sometimes if leveraging processor underused potential. This way, we can hit three goals: improve precision, track inaccuracy, and do this with little if any loss in performance.
Cite
@article{arxiv.1401.0248,
title = {Twofold fast summation},
author = {Evgeny Latkin},
journal= {arXiv preprint arXiv:1401.0248},
year = {2014}
}
Comments
All used tests and testing results available at author's Web site: https://sites.google.com/site/yevgenylatkin/