On 01/11/13 21:37, Joe Darcy wrote:
I would prefer to cautionary note along the lines of "if you want numerical
accuracy, take care to use a summation algorithm with defined worst-case
behavior."
(Varying magnitude is not so much of a problem if you add things up in the right
order.)
Thanks. I do not believe such an algorithm exists, because
no ordering control is possible, and all other known accuracy
improvements (like Kahn) require multiword atomicity, which we
explicitly do not provide.
Which leaves me thinking that the current disclaimer (below)
is the best we can do.
-Doug
"The order of accumulation within or across threads is not guaranteed.
Thus, this class may not be applicable if numerical stability is
required, especially when combining values of substantially different
orders of magnitude."
