The Portal of Numerical Calculations

Over the last twenty years several major accidents opened the eyes of the major industrial actors on the risks involved in the computer calculated floating-point arithmetics.
Floating-point arithmetics induced errors were identified as being the origin of those accidents, involving an American anti-missile missile, or an office responsible for the design of an oil rig, or even a satellite launcher.
Among this long list of software failures which led to accident, some have a link the the failing precision of computer-made numerical calculations.

This page is dedicated to the presentation of examples and pedagogical studies that will enable you to better understand what is at stake when numerical calculation is involved, and offer you some answers.

If you are willing to participate and offer a new example, please feel free to contact us.

Monte Carlo Method for Stock Options Pricing

How rounding-errors propagate through a serious mathematical calculus done at Intel.
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How to handle accuracy issues ?

Writing acurate and numerically stable software is not easy, especially if good runtime performances are mandatory.
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Why accuracy matters ?

Contrarily to what is generally believed, computers are not good calculators. Natural laws of mathematics do not apply inside your CPU and errors are piling up.
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