If you wanted to implement such an algorithm, you would need to robust-ify the multiplication as well, using a "two-product" style algorithm: this paper goes into a lot of detail: http://www.ti3.tu-harburg.de/paper/rump/OgRuOi05.pdf
Alternatively, you could use full double-double arithmetic: see https://github.com/simonbyrne/DoubleDouble.jl Simon On Sunday, 1 February 2015 11:37:13 UTC, Christoph Ortner wrote: > > > I was delighted to find that Julia has robust summation algorithms > implemented in Base. > > In my code I also need robust inner product. Is that implemented as well? > I couldn't find it, but it is easy to write for myself > (trivially sum_kbn(x.*y), but this allocates extra memory) > > But are there other similar summation-type algorithms that could benefit, > and is there any interest in this? > > Christoph >
