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20 lines
309 B
Go
20 lines
309 B
Go
package stats
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// https://en.wikipedia.org/wiki/Kahan_summation_algorithm
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type kahan struct{ hi, lo float64 }
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func (k *kahan) add(x float64) {
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y := k.lo + x
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t := k.hi + y
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k.lo = y - (t - k.hi)
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k.hi = t
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}
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func (k *kahan) sub(x float64) {
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y := k.lo - x
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t := k.hi + y
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k.lo = y - (t - k.hi)
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k.hi = t
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}
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