English

Twofold fast summation

Numerical Analysis 2014-01-06 v2

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.

Keywords

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/

R2 v1 2026-06-22T02:37:48.737Z