I am struggling to get a reliable way to catch floating points exceptions under Visual Studio (2005 or 2008). By default, under visual studio, floating point exceptions are not
You have to clear the FPU exception flags in the status word when you catch a floating point exception. Call _clearfp().
Consider using _set_se_translator() to write an exception filter that translate the hardware exception to a C++ exception. Be sure to be selective, only translate the FPU exceptions.