Re: Feature suggestion: sum() ought to use a compensated summation algorithm

Szabolcs Horvát <szhorvat@xxxxxxxxx> writes:

[...]
A little research shows that Mathematica uses a "compensated
summation" algorithm. Indeed, using the algorithm described at
http://en.wikipedia.org/wiki/Kahan_summation_algorithm
gives us a result around ~ 10^-17:

def compSum(arr):
s = 0.0
c = 0.0
for x in arr:
y = x-c
t = s+y
c = (t-s) - y
s = t
return s

mean = compSum(data)/len(data)
print compSum(x - mean for x in data)/len(data)


I thought that it would be very nice if the built-in sum() function
used this algorithm by default. Has this been brought up before?
Would this have any disadvantages (apart from a slight performance
impact, but Python is a high-level language anyway ...)?

Szabolcs Horvát

sum() works for any sequence of objects with an __add__ method, not
just floats! Your algorithm is specific to floats.

--
Arnaud
.

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