PreciseSums: Accurate Floating Point Sums and Products

Most of the time floating point arithmetic does approximately the right thing. When adding sums or having products of numbers that greatly differ in magnitude, the floating point arithmetic may be incorrect. This package implements the Kahan (1965) sum <doi:10.1145/363707.363723>, Neumaier (1974) sum <doi:10.1002/zamm.19740540106>, pairwise-sum (adapted from 'NumPy', See Castaldo (2008) <doi:10.1137/070679946> for a discussion of accuracy), and arbitrary precision sum (adapted from the fsum in 'Python' ; Shewchuk (1997) <http://www.cs.berkeley.edu/~jrs/papers/robustr.pdf>). In addition, products are changed to long double precision for accuracy, or changed into a log-sum for accuracy.

Getting started

Package details

AuthorMatthew Fidler [aut, cre, cph], Raymond Hettinger [cph, aut], Jonathan Shewchuk [cph, aut], Julian Taylor [cph, aut], Nathaniel Smith [cph, aut], NumPy Team [cph], Python Team [cph]
MaintainerMatthew Fidler <[email protected]>
LicenseGPL (>= 2)
Version0.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PreciseSums")

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PreciseSums documentation built on April 13, 2018, 1:04 a.m.