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Why float('Nan') == float('Nan') is False

"Avi Gross" <avigross at verizon.net>:

> A NaN is a bit like a black hole. Anything thrown in disappears and
> that is about all we know about it. No two black holes are the same
> even if they seem to have the same mass, spin and charge. All they
> share is that we don't know what is in them.

Then, how do you explain:

   >>> float("nan") != float("nan")

Why's that not False?