First solution: if you are using C++11

Since this was asked there were a bit of new developments: it is important to know that std::isnan() is part of C++11

Synopsis

Defined in header <cmath>

bool isnan( float arg ); (since C++11)
bool isnan( double arg ); (since C++11)
bool isnan( long double arg ); (since C++11)

Determines if the given floating point number arg is not-a-number (NaN).

Parameters

arg: floating point value

Return value

true if arg is NaN, false otherwise

Reference

http://en.cppreference.com/w/cpp/numeric/math/isnan

Please note that this is incompatible with -fast-math if you use g++, see below for other suggestions.

Other solutions: if you using non C++11 compliant tools

For C99, in C, this is implemented as a macro isnan(c)that returns an int value. The type of x shall be float, double or long double.

Various vendors may or may not include or not a function isnan().

The supposedly portable way to check for NaN is to use the IEEE 754 property that NaN is not equal to itself: i.e. x == x will be false for x being NaN.

However the last option may not work with every compiler and some settings (particularly optimisation settings), so in last resort, you can always check the bit pattern …