Including that header will only work (as in not generate a compiler error) if the compiler supports __float128 as a native type, which is what we want to work out... basically whether the GCC build was configured to support it or not.
The current libstdc++ headers define _GLIBCXX_USE_FLOAT128 if __float128 is supported, but that's an implementation detail and shouldn't be relied on (relying on _GLIBCXX_HAS_GTHREADS broke Boost.Threads recently when GCC 4.7 stopped defining it.)
I've added minimal __float128 support in Boost.Math Trunk: it's enabled whenever BOOST_MATH_USE_FLOAT128 is set, which it is automatically when the above macro is detected (which I note libstdc++ doesn't seem to use anywhere itself). Also filed a gcc bug report on the lack of a __SIZEOF__ macro for __float128: http://gcc.gnu.org/bugzilla/show_bug.cgi?id=56540 HTH, John.