Numerical
Computing
with IEEE Floating
Point Arithmetic
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Numerical
Computing
with IEEE Floating
Point Arithmetic
Including One Theorem, One Rule of Thumb,
and One Hundred and One Exercises
Michael L. Overton
Courant Institute of Mathematical Sciences
New York University
New York, New York
siam.
Society for Industrial and Applied Mathematics
Philadelphia
Copyright © 2001 by the Society for Industrial and Applied Mathematics.
1 0 9 8 7 6 5 4 32
All rights reserved. Printed in the United States of America. No part of this book may be
reproduced, stored, or transmitted in any manner without the written permission of the
publisher. For information, write to the Society for Industrial and Applied Mathematics,
3600 University City Science Center, Philadelphia, PA 19104-2688.
Library of Congress Cataloging-in-Publication Data
Overton, Michael L
Numerical computing with IEEE floating point arithmetic / Michael L Overton.
p. cm.
Includes bibliographical references and index.
ISBN 0-89871-571-7
I. Computer arithmetic. 2. Floating-point arithmetic. 3. Numerical calculations.
I. Title.
QA76.9.M35O94200I
O04'.0l'5l--dc2l
00-067941
SlcLJTL is a registered trademark.
Dedicated to girls who like math
especially my daughter
Eleuthera Overton Sa
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Contents
Preface
Acknowledgments
1 Introduction
2 The Real Numbers
3 Computer Representation of Numbers
4 IEEE Floating Point Representation
5 Rounding
6 Correctly Rounded Floating Point Operations
7 Exceptions
8 The Intel Microprocessors
9 Programming Languages
10 Floating Point in C
11 Cancellation
12 Conditioning of Problems
13 Stability of Algorithms
14 Conclusion
Bibliography
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