Re:Essential facts about floating point calculations
by panic on Monday July 06, 2015 @05:54AM
(#9837917)
In cases where the iteration can’t be avoided, it’s vital to understand you won’t get the expected result. A certain amount of rounding error will always accumulate.
You can track the error and account for it during iteration to avoid errors accumulating. See, for example, Kahan summation: https://en.wikipedia.org/wiki/Kahan_summation_algorithm