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(New page: <pre> 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 summa...)
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Revision as of 20:20, 17 February 2009
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 s=0; e=0; temp=0; y=0; for i=1:numel(x) temp=s; y=x(i)+e; s=temp+y; e=(temp-s)+y; end