Is there any way to change the rounding mode when doing operations with GMP? Or do I have to use MPFR for that?
Thanks in advance!
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Yes, you should use MPFR if you want to control rounding.
The good news is it's relatively trivial to initialize an mpfr_t from an mpf_t, so you can throw it in where you need the rounding control, if you don't want to convert everything over.
See: http://www.mpfr.org/mpfr-current/mpfr.html