From Wikimization
function s=csum(x)
% CSUM Sum of elements using a compensated summation algorithm
%
% For large vectors, the native sum command in Matlab does not appear to
% use a compensated summation algorithm which can cause significant round
% off errors.
%
% This code implements a variant of Kahan's compensated summation algorithm
% which often takes about twice as long, but produces more accurate sums
% when the number of elements is large.
%
% See also SUM
%
% Example:
% v=rand(1e7,1);
% sum1 = sum(v);
% sum2 = csum(v);
% fprintf('sum1 = %18.16e\nsum2 = %18.16e\n', sum1, sum2);
% David Gleich, Stanford University, 2008
shat=0; y=0; e=0;
for i=1:numel(x)
shat_old = shat;
y = x(i) + e;
shat = shat_old + y;
e = (shat_old - shat) + y;
end