[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Sum algorithm

From: Patrick Alken
Subject: Re: Sum algorithm
Date: Wed, 9 Dec 2020 20:55:15 -0700
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Thunderbird/68.10.0


  GSL uses the Welford algorithm, which is based on recurrence relations
for mean and variance. See

Source code here:


Welford, B. P. (1962). "Note on a method for calculating corrected sums
of squares and products". /Technometrics
<>/. *4* (3): 419–420. doi
<> 1266577


On 12/9/20 5:23 PM, Dante Doménech wrote:
> Hello.
> It's a fast question. When the library calculates mean value, variance and
> others, in order to sum, does it use the kahan ( if yes, normal or second
> order ), or pairwise summation or something else?
> Thanks for your help.

reply via email to

[Prev in Thread] Current Thread [Next in Thread]