# Accumulator Error Feedback

### From Wikimization

(Difference between revisions)

(→links) |
|||

Line 18: | Line 18: | ||

% | % | ||

% % Matlab csum() example: | % % Matlab csum() example: | ||

- | % | + | % clear all |

- | % | + | % csumv = 0; |

- | % | + | % while ~csumv |

- | % | + | % v = randn(13e6,1); |

- | % | + | % rsumv = abs(sum(v) - sum(v(end:-1:1))); |

- | % | + | % disp(['rsumv = ' num2str(rsumv,'%18.16f')]); |

- | % | + | % csumv = abs(csum(v) - csum(v(end:-1:1))); |

- | % | + | % disp(['csumv = ' num2str(csumv,'%18.16e')]); |

- | + | % end | |

+ | [~, idx] = sort(abs(x),'descend'); | ||

+ | x = x(idx); | ||

s_hat=0; e=0; | s_hat=0; e=0; | ||

for i=1:numel(x) | for i=1:numel(x) | ||

Line 35: | Line 37: | ||

e = (s_hat_old - s_hat) + y; %calculate difference first (Higham) | e = (s_hat_old - s_hat) + y; %calculate difference first (Higham) | ||

end | end | ||

+ | return | ||

</pre> | </pre> | ||

## Revision as of 14:29, 5 October 2017

function s_hat = csum(x) % CSUM Sum of elements using a compensated summation algorithm. % % For large vectors, the native sum command in Matlab does % not appear to use a compensated summation algorithm which % can cause significant roundoff errors. % % This code implements a variant of Kahan's compensated % summation algorithm which often takes about twice as long, % but produces more accurate sums when the number of % elements is large. -David Gleich % % Also see SUM. % % % Matlab csum() example: % clear all % csumv = 0; % while ~csumv % v = randn(13e6,1); % rsumv = abs(sum(v) - sum(v(end:-1:1))); % disp(['rsumv = ' num2str(rsumv,'%18.16f')]); % csumv = abs(csum(v) - csum(v(end:-1:1))); % disp(['csumv = ' num2str(csumv,'%18.16e')]); % end [~, idx] = sort(abs(x),'descend'); x = x(idx); s_hat=0; e=0; for i=1:numel(x) s_hat_old = s_hat; y = x(i) + e; s_hat = s_hat_old + y; e = (s_hat_old - s_hat) + y; %calculate difference first (Higham) end return

### links

Accuracy and Stability of Numerical Algorithms 2e, ch.4.3, Nicholas J. Higham, 2002

For multiplier error feedback, see:

Implementation of Recursive Digital Filters for High-Fidelity Audio

Comments on Implementation of Recursive Digital Filters for High-Fidelity Audio