Real Numbers, Machine Numbers and Errors

Calculations with real numbers, whether performed by computer or by hand, are subject to numerical error. This form of error is unavoidable in numerical computation and should not be confused with ‘gross errors’ arising from programming mistakes or from incorrect design or misuse of algorithms. On a computer, numerical error is fundamentally machine dependent: its size depends on the way in which real numbers are represented in the computer. This is an important consideration for us to bear in mind when developing a mathematical library.