Presentation: Tweet"Catastrophic Cancellation: the Pitfalls of Floating-point Arithmetic"
The design of IEEE754 floating-point arithmetic makes it safe to use in most cases without specialised knowledge of numerical analysis. However, it only approximates arithmetic on real numbers, leading to hazards that can produce wildly inaccurate results.
This talk covers the common problems that can occur, with a view to avoiding them in practice. I will discuss how IEEE754 approximates real numbers, and present some common patterns in which inaccuracy can occur. I will provide an overview of some manual and automated floating-point optimisations, and how they can safely be used.
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