compensated-summation

Compensated summation algorithms for better precision.

This crate implements summation algorithms that significantly reduce the numerical error in the total obtained by adding a sequence of finite-precision floating-point numbers, compared to the obvious approach.

Currently it implements the 2Sum and Fast2Sum from https://en.wikipedia.org/wiki/2Sum for exact addition and the Kahan-Babuška and Kahan-Babuška-Neumaier algorithms for compensated summation.

Please see the documentation for a description of the API and some usage examples.