On 9/30/2011 7:28 AM, Rhys Ulerich wrote:
From a look at boost::accumulators::impl::sum_impl [1] it appears a straightforward, fast 'sum += value' is used to accumulate the running sum. That can fall prey to numerical errors if the sum is large and the value is small. A slower but more precise summation is possible using the Kahan summation algorithm [2].
Has anyone implemented a Kahan-based variant for either sum_impl or mean_impl [3]?
sum_kahan: http://www.boost.org/doc/libs/1_47_0/doc/html/accumulators/reference.html#he... You can get a kahan mean by putting both sum_kahan and mean in the accumulator set, since sum_kahan satisfies the sum dependency. sum_kahan is new in 1.47, thanks for Gaetano Mendola and Simon West. -- Eric Niebler BoostPro Computing http://www.boostpro.com