Accurately computing a 2×2 determinant
( go to the article → https://www.johndcook.com/blog/2020/05/31/kahan-determinant/ )
The most obvious way to compute the determinant of a 2×2 matrix can be numerically inaccurate. The biggest problem with computing ad – bc is that if ad and bc are approximately equal, the subtraction could lose a lot of precision. William Kahan developed an algorithm for addressing this problem. Fused multiply-add (FMA) Kahan’s algorithm […]
May 31, 2020, 11:42 a.m.
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