Twofold fast summation

Abstract

Debugging accumulation of floating-point errors is hard; ideally, computer should track it automatically. Here we consider twofold approximation of an exact real with value + error pair of floating-point numbers. Normally, value + error sum is more accurate than value alone, so error can estimate deviation between value and its exact target. Fast summation algorithm, that provides twofold sum of x[1]+...+x[N] or dot product x[1]*y[1]+...+x[N]*y[N], can be same fast as direct summation sometimes if leveraging processor underused potential. This way, we can hit three goals: improve precision, track inaccuracy, and do this with little if any loss in performance.