[Python-ideas] Numerical instability was: Re: Introduce collections.Reiterable

Tim Peters tim.peters at gmail.com
Fri Sep 20 22:25:07 CEST 2013


[Terry Reedy]
> ...
> If I were trying to improve the incremental variance algorithm, I would
> study the fsum method until a really understood it and then see if I could
> apply the same ideas.

There are a number of ways to do floating "as if with infinite
precision" addition, implemented in pure Python, here:

http://code.activestate.com/recipes/393090-binary-floating-point-summation-accurate-to-full-p/

Not saying they're applicable here, just saying that if anyone wants
to fully understand this, it's a lot easier to read Python code ;-)
`msum` there is closest to Python's math.fsum().


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