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Office 2007 Pro Plus Accumulator Error Feedback -
CSUM() in Digital Signal Processing terms: z-1 can be a unit delay,Microsoft Office 2010 Standard, Q can be a floating-point quantizer to 64 bits, qi represents error because of quantization (additive by definition).
-Jon Dattorro From Wikimization function s_hat=csum(x) percent CSUM Sum of factors employing a compensated summation algorithm. % percent For big vectors, the native sum command in Matlab does percent not seem to use a compensated summation algorithm which % could cause considerable roundoff mistakes. % % This code implements a variant of Kahan's compensated % summation algorithm which frequently can take about two times as lengthy, % but produces far more accurate sums when the quantity of % aspects is large. -David Gleich percent percent See also SUM % % Matlab instance: % v=rand(1e7,Office Professional 2007 Key,1); % sum1 = sum(v); % sum2 = csum(v); percent fprintf('sum1 = %18.16e\nsum2 = %18.16e\n', sum1, sum2); s_hat=0; y=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 links Accuracy and Stability of Numerical Algorithms,Office 2007 Pro Plus, Nicholas J. Higham,Office 2010 License, 1996 For multiplier error feedback,Office Professional Plus 2007, see: Implementation of Recursive Digital Filters for High-Fidelity Audio Comments on Implementation of Recursive Digital Filters for High-Fidelity Audio |
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