Accurate Floating-Point Summation Part I: Faithful Rounding

@article{Rump2008AccurateFS,
title={Accurate Floating-Point Summation Part I: Faithful Rounding},
author={Siegfried M. Rump and Takeshi Ogita and Shin'ichi Oishi},
journal={SIAM J. Sci. Comput.},
year={2008},
volume={31},
pages={189-224}
}
• Published 1 October 2008
• Computer Science
• SIAM J. Sci. Comput.
Given a vector of floating-point numbers with exact sum $s$, we present an algorithm for calculating a faithful rounding of $s$, i.e., the result is one of the immediate floating-point neighbors of $s$. If the sum $s$ is a floating-point number, we prove that this is the result of our algorithm. The algorithm adapts to the condition number of the sum, i.e., it is fast for mildly conditioned sums with slowly increasing computing time proportional to the logarithm of the condition number. All…
175 Citations

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