A distillation algorithm for floating-point summation

Authors
Citation
Ij. Anderson, A distillation algorithm for floating-point summation, SIAM J SC C, 20(5), 1999, pp. 1797-1806
Citations number
21
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON SCIENTIFIC COMPUTING
ISSN journal
10648275 → ACNP
Volume
20
Issue
5
Year of publication
1999
Pages
1797 - 1806
Database
ISI
SICI code
1064-8275(19990521)20:5<1797:ADAFFS>2.0.ZU;2-B
Abstract
The addition of two or more floating-point numbers is fundamental to numeri cal computations. This paper describes an efficient "distillation" style al gorithm which produces a precise sum by exploiting the natural accuracy of compensated cancellation. The algorithm is applicable to all sets of data b ut is particularly appropriate for ill-conditioned data, where standard met hods fail due to the accumulation of rounding error and its subsequent expo sure by cancellation. The method uses only standard floating-point arithmet ic and does not rely on the radix used by the arithmetic model, the archite cture of specific machines, or the use of accumulators.