Kahan summation and relative errors; or real life stories about "getting the wrong result instead of the right one"
I'm interested in "war stories" like this:
I wrote a program involving the sum of floating point numbers, but I did not use Kahan sum.
The amount was
, and the program gave me the wrong result.
A colleague of mine who is more versed in numerical analysis than I looked at the code and suggested that I use Kahan summation, now the sum
, and the program gives me the correct result.
I'm interested in actual production code, not code samples "artificially" created to explain Kahan's summation algorithm.
Specifically, what's the relative error
for your application?
Until now, I do not have a similar story. Maybe I'll do some tests (by running my program on the input dataset, running the program results and sums with and without Kahan, estimate the relative error).
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