2023.11.13 08:29 AM
What algorithm is used in kdb+ for adding floating point numbers, when we run sum or sums?
Is it simple adding the values up in order?
I am looking for something that will minimise precision error, something like
https://en.wikipedia.org/wiki/Kahan_summation_algorithm
2023.11.14 06:06 AM
Hi @jlucid,
Here's a link to Float Precision on our website https://code.kx.com/q/basics/precision/#q-simd-sum.
Hope this helps!
Megan
2023.11.14 06:06 AM
Hi @jlucid,
Here's a link to Float Precision on our website https://code.kx.com/q/basics/precision/#q-simd-sum.
Hope this helps!
Megan
2023.11.14 06:12 AM
Perfect, that was the exact info I was looking for, thanks
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