Catastrophic Cancellation

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Summary

Graham Markall covers some of the common problems that can occur from using the IEEE754 floating-point arithmetic, and what to do to avoid them in practice.

Bio

Graham Markall is an Applied Maths Developer at OpenGamma. He works on the OG-Maths library, which uses native code generation to provide an environment for developing fast and robust numerical methods from within Java. He completed a PhD at Imperial College London, where he developed a runtime compilation framework for implementing high-performance solvers for partial differential equations.

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