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Quantitative Finance · Glossaire

Qu'est-ce que « Floating-point number, machine epsilon, unit in the last place » ?

Aussi appelé : floating-point number · machine epsilon · unit in the last place

Definition 25.1 Quantitative Methods · Chapitre 25 — Floating Point and Numerical Linear Algebra

A binary floating-point number is ±m×2e\pm m \times 2^e with an integer significand mm of pp bits and an exponent ee in a fixed range; IEEE 754 double precision (binary64) has p=53p = 53 and exponents from −1022-1022 to 10231023. Machine epsilon is the gap between 1 and the next larger number, 21−p=2−52≈2.2×10−162^{1-p} = 2^{-52} \approx 2.2 \times 10^{-16}; the unit roundoff uu is half of it (some texts, and some libraries, call uu itself machine epsilon). A unit in the last place (ulp) of xx is the gap between the two floating-point numbers around xx.

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