Twofold fast summation

Evgeny Latkin

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arXiv · 1401.0248

Twofold fast summation

Evgeny Latkin

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Abstract

Debugging accumulation of floating-point errors is hard; ideally, computer should track it automatically. Here we consider twofold approximation of an exact real with value + error pair of floating-point numbers. Normally, value + error sum is more accurate than value alone, so error can estimate deviation between value and its exact target. Fast summation algorithm, that provides twofold sum of x[1]+...+x[N] or dot product x[1]*y[1]+...+x[N]*y[N], can be same fast as direct summation sometimes if leveraging processor underused potential. This way, we can hit three goals: improve precision, track inaccuracy, and do this with little if any loss in performance.

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Evgeny Latkin. 2014-01-01. Twofold fast summation. https://arxiv.org/abs/1401.0248

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