# Accumulator Error Feedback

(Difference between revisions)
 Revision as of 19:23, 4 February 2018 (edit)← Previous diff Revision as of 19:47, 4 February 2018 (edit) (undo) (→links)Next diff → Line 47: Line 47: But the very same accuracy dependence on input data prevails. But the very same accuracy dependence on input data prevails. - === links === + === references === [http://servidor.demec.ufpr.br/CFD/bibliografia/Higham_2002_Accuracy%20and%20Stability%20of%20Numerical%20Algorithms.pdf Accuracy and Stability of Numerical Algorithms 2e, ch.4.3, Nicholas J. Higham, 2002] [http://servidor.demec.ufpr.br/CFD/bibliografia/Higham_2002_Accuracy%20and%20Stability%20of%20Numerical%20Algorithms.pdf Accuracy and Stability of Numerical Algorithms 2e, ch.4.3, Nicholas J. Higham, 2002]

## Revision as of 19:47, 4 February 2018

csum() in Digital Signal Processing terms: z-1 is a unit delay,
Q is a 64-bit floating-point quantizer.
```function s_hat = csum(x)
% CSUM Sum of elements using a compensated summation algorithm.
%
% This Matlab code implements
% Kahan's compensated summation algorithm (1964)
% which takes about twice as long as sum() but
% produces more accurate sums when number of elements is large.
%                                                -David Gleich
% Also see SUM.
%
% Example:
% clear all; clc
% csumv=0;  rsumv=0;
% n = 100e6;
% t = ones(n,1);
% while csumv <= rsumv
%    v = randn(n,1);
%
%    rsumv = abs((t'*v - t'*v(end:-1:1))/sum(v));
%    disp(['rsumv = ' num2str(rsumv,'%1.16f')]);
%
%    csumv = abs((csum(v) - csum(v(end:-1:1)))/sum(v));
%    disp(['csumv = ' num2str(csumv,'%1.16e')]);
% end

s_hat=0; e=0;
for i=1:numel(x)
s_hat_old = s_hat;
y = x(i) + e;
s_hat = s_hat_old + y;
e = y - (s_hat - s_hat_old);
end
return
```

### sorting

Floating-point compensated summation accuracy is data dependent. Substituting a unit sinusoid at arbitrary frequency, instead of a random number sequence input, can make compensated summation fail to produce more accurate results than a simple sum.

In practice, input sorting can sometimes achieve more accurate summation. Sorting became integral to later algorithms, such as those from Knuth and Priest. But the very same accuracy dependence on input data prevails.

### references

For fixed-point multiplier error feedback, see: