C++ Numerics, IEEE 754 and Boost C++ Multiprecision

This chapter gives an introduction to the IEEE 754 technical standard for floating‐point computation. Many hardware floating‐point units now support IEEE 754. The standard addresses the following topics: Arithmetic formats; special cases of finite numbers; interchange formats; operations; rounding r...

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Vydáno v:Financial Instrument Pricing Using C++ s. 215 - 243
Hlavní autor: Duffy, Daniel J
Médium: Kapitola
Jazyk:angličtina
Vydáno: United Kingdom John Wiley & Sons, Incorporated 2018
Wiley
Témata:
Boost Multiprecision library
C++ language features
C++ libraries
C++ numeric
FINANCE & ACCOUNTING
floating‐point computation
IEEE 754
mathematical functions
ISBN:0470971193, 9780470971192
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Shrnutí:This chapter gives an introduction to the IEEE 754 technical standard for floating‐point computation. Many hardware floating‐point units now support IEEE 754. The standard addresses the following topics: Arithmetic formats; special cases of finite numbers; interchange formats; operations; rounding rules; and exception handling. The standard specifies extended and extendible precision formats that are recommended when greater precision is needed. There are a number of software libraries that support quadruple precision but direct hardware support is less common. The chapter focuses on the Boost Multiprecision library. It discusses how a number of the recommendations in the IEEE 754 standard are implemented in C++. The chapter also discusses C++ language features to promote the robustness and reliability of code. It then summarizes some of the C++ common mathematical functions for easy reference. The chapter concludes by giving a compact summary of how to create static and dynamic libraries.
ISBN:0470971193
9780470971192
DOI:10.1002/9781119170518.ch8