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Numerical Computing with IEEE Floating Point Arithmetic.pdf

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Numerical Computing with IEEE Floating Point Arithmetic
ISBN 0-89871-571-7
Contents
Preface
Chapter 1 Introduction
Chapter 2 The Real Numbers
Chapter 3 Computer Representation of Numbers
Chapter 4 IEEE Floating Point Representation
Chapter 5 Rounding
Chapter 6 Correctly Rounded Floating Point Operations
Chapter 7 Exceptions
Chapter 8 The Intel Microprocessors
Chapter 9 Programming Languages
Chapter 10 Floating Point in C
Chapter 11 Cancellation
Chapter 12 Conditioning of Problems
Chapter 13 Stability of Algorithms
Chapter 14 Conclusion
Bibliography
Index
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 ix xi 1 5 9 17 25 31 41 49 55 59 71 77 83 97 101 vii
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