On Thu, 2012-07-26 at 22:15 -0600, Charles R Harris wrote: > I would support accumulating in 64 bits but, IIRC, the function will > need to be rewritten so that it works by adding 32 bit floats to the > accumulator to save space. There are also more stable methods that > could also be investigated. There is a nice little project there for > someone to cut their teeth on.
So a (very) quick read around suggests that using an interim mean gives a more robust algorithm. The problem being, that these techniques are either multi-pass, or inherently slower (due to say a division in the loop). Higher precision would not suffer the same potential slow down and would solve most cases of this problem. Henry _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
