Kahan's summation algorithm is a method to compute sums:
$$\sum x_i$$
with many terms, without significant error.
I want to do this with very large numbers, and instead of the numbers themselves, I am given their logarithms, $\log x_i$ ($x_i > 0$), and instead of the sum, I want to compute the logarithm of the sum,
$$\log \sum x_i$$
Is there a variation of Kahan's summation for this case?
logsumexp. – GoHokies Aug 04 '16 at 17:37