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Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error
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From: Peter C. <pca...@gm...> - 2016-09-07 13:42:27
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Hi, I can not reproduce this (I am using vc12 though), with your code and x=3.15 I get y3=-0.00840725 exact3=-0.00840725 What do you mean by this example code “crashes”? Do you get a wrong result or is it “really” crashing? Regards Peter > On 07 Sep 2016, at 13:44, Ivan A. Cherkasov <iva...@gm...> wrote: > > I was able to reproduce the test case failure in a standalone repro (crashes in release x64 only), please see attached along with the compiler and linker commands. > > It fails on: > x = 3.15 > rk_real(ode3_, y30, 0.0, x) > > On Sep 6, 2016 1:58 PM, "Ivan A. Cherkasov" <iva...@gm... <mailto:iva...@gm...>> wrote: > Hello, Luigi. > > Wasn't able to figure it out so far. I'm building with configuration:Release and Platform:x64. > > On Sep 6, 2016 1:47 PM, <qua...@li... <mailto:qua...@li...>> wrote: > Send QuantLib-dev mailing list submissions to > qua...@li... <mailto:qua...@li...> > > To subscribe or unsubscribe via the World Wide Web, visit > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> > or, via email, send a message with subject or body 'help' to > qua...@li... <mailto:qua...@li...> > > You can reach the person managing the list at > qua...@li... <mailto:qua...@li...> > > When replying, please edit your Subject line so it is more specific > than "Re: Contents of QuantLib-dev digest..." > > > Today's Topics: > > 1. Re: [Quantlib-users] QuantLib SWIG C# - Calling Conventions > (cdecl/stdcall) issue (Fabrice Lecuyer) > 2. Building QuantLib for C# - Is stdcall needed? (Fabrice Lecuyer) > 3. Potential Bug (Thompson Mark) > 4. Re: QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error > (Luigi Ballabio) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Thu, 11 Aug 2016 18:28:44 +1000 > From: Fabrice Lecuyer <fab...@gm... <mailto:fab...@gm...>> > Subject: Re: [Quantlib-dev] [Quantlib-users] QuantLib SWIG C# - > Calling Conventions (cdecl/stdcall) issue > To: Luigi Ballabio <lui...@gm... <mailto:lui...@gm...>> > Cc: qua...@li... <mailto:qua...@li...>, > qua...@li... <mailto:qua...@li...> > Message-ID: > <CAO...@ma... <mailto:8wCV%2BP...@ma...>> > Content-Type: text/plain; charset="utf-8" > > Hi Luigi, > > Thanks. I've made a pull request on Github. Note I've kept it as minimal as > possible, I haven't updated the examples as I do not see any use for it > (plus getting some warnings due to the main functions calling convention > mismatches), and made the solution build configuration only build QuantLib, > not the examples. > > I'd still be interested in discussing with anyone who is developing in C# > to confirm this is how they circumvented the problem. > > Regards, > Fabrice > > On 1 August 2016 at 18:41, Luigi Ballabio <lui...@gm... <mailto:lui...@gm...>> wrote: > > > Hello Fabrice, > > yes, adding the configurations would be nice, thanks. > > > > Luigi > > > > > > On Sat, Jul 2, 2016 at 12:07 PM Fabrice Lecuyer <fab...@gm... <mailto:fab...@gm...>> > > wrote: > > > >> Hi all, > >> > >> > >> (email already sent as a non member, apologies if it creates a duplicate) > >> > >> > >> I?ve been building QuantLib & QuantLib SWIG ?as is? with VS14 for use > >> with C# and came across an initial error when running in debug, where > >> visual studio breaks giving a PInvoke stack imbalance error, as described > >> in this old thread: > >> > >> https://sourceforge.net/p/quantlib/mailman/quantlib- <https://sourceforge.net/p/quantlib/mailman/quantlib-> > >> users/thread/33276539.post%40talk.nabble.com/#msg28797382 <http://40talk.nabble.com/#msg28797382> > >> > >> I first tried the solution described in this thread (modifying the SWIG > >> generated file to add calling convention = cdecl) and all seemed ok for a > >> while. > >> > >> The next problem appeared when QuantLib C++ was throwing an error, the C# > >> wasn?t catching it and instead crashing with a memory imbalance error. > >> Again, this is described in the thread below, but this time without a > >> solution. > >> > >> In order to catch the thrown C++ error, I?ve had to revert to the > >> original SWIG generated C# source file, and instead build QuantLib C++ > >> using the stdcall calling convention (default in VS14 proj files is cdecl). > >> > >> Now everything is good, but I just wanted to ask around to other C# users > >> if this is a problem they have had, if they solved it this way that I?m > >> safe to assume I won?t find another issue of the kind down the line, or if > >> I?m unnecessarily complicating things. > >> > >> If this is indeed the best solution, would adding build configurations > >> for stdcall be considered? Happy to provide the updated vcproj files if yes. > >> > >> > >> > >> Regards, > >> > >> Fabrice. > >> ------------------------------------------------------------ > >> ------------------ > >> Attend Shape: An AT&T Tech Expo July 15-16. Meet us at AT&T Park in San > >> Francisco, CA to explore cutting-edge tech and listen to tech luminaries > >> present their vision of the future. This family event has something for > >> everyone, including kids. Get more information and register today. > >> http://sdm.link/attshape_______________________________________________ <http://sdm.link/attshape_______________________________________________> > >> QuantLib-users mailing list > >> Qua...@li... <mailto:Qua...@li...> > >> https://lists.sourceforge.net/lists/listinfo/quantlib-users <https://lists.sourceforge.net/lists/listinfo/quantlib-users> > >> > > > -------------- next part -------------- > An HTML attachment was scrubbed... > > ------------------------------ > > Message: 2 > Date: Tue, 23 Aug 2016 22:04:39 +1000 > From: Fabrice Lecuyer <fab...@gm... <mailto:fab...@gm...>> > Subject: [Quantlib-dev] Building QuantLib for C# - Is stdcall needed? > To: qua...@li... <mailto:qua...@li...>, > qua...@li... <mailto:qua...@li...> > Message-ID: > <CAO...@ma... <mailto:CAO...@ma...>> > Content-Type: text/plain; charset="utf-8" > > Hi all, > > > I'm trying to get a confirmation that building and using QuantLib in C# > requires QuantLib and potentially the Boost libraries built using the *stdcall > *calling convention due to SWIG generated files forcing stdcall and various > spurious issues when mismatching the calling conventions. > > Could any user or dev of QuantLib-SWIG for C# confirm they are doing so, > share if they are circumventing the issue(s) another way, or even mention > if they are not seeing any issue at all when building QuantLib "normally"? > > Any help would be much appreciated. > > Regards, > Fabrice > -------------- next part -------------- > An HTML attachment was scrubbed... > > ------------------------------ > > Message: 3 > Date: Sun, 28 Aug 2016 11:31:10 +0000 > From: "Thompson Mark" <ma...@st... <mailto:ma...@st...>> > Subject: [Quantlib-dev] Potential Bug > To: "qua...@li... <mailto:qua...@li...>" > <qua...@li... <mailto:qua...@li...>> > Message-ID: <D1F...@st... <mailto:D1F...@st...>> > Content-Type: text/plain; charset="utf-8" > > Dear Quantlib Maintainers, > > I?m an analyst trying to set QuantLib with Anaconda Python up on Mac OSX El Capitan 10.11.6. > > 0. After some strange ac file errors compiling, and a compile with pointer errors under testing, I finally got the lastest version of QuantLib to compile with ?brew?. > 1. brew currently defaults to 1.7 I got brew to compile 1.8 by modifying the ruby formula. > 2. The quantlib test-suite reports all tests passed > > > ? > A. I downloaded Quantlib-SWIG 1.8 and compiled and installed it. > B. I got a strange symbol when trying to import the library in python: > > ImportError: dlopen(/Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so <http://quantlib.cpython-35m-darwin.so/>, 2): Symbol not found: __ZN8QuantLib10DateParser14parseFormattedERKSsS2_ > Referenced from: /Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so <http://quantlib.cpython-35m-darwin.so/> > Expected in: flat namespace > in /Users/mark/anaconda/lib/python3.5/site-packages/QuantLib/_QuantLib.cpython-35m-darwin.so <http://quantlib.cpython-35m-darwin.so/> > > C. I get a similar error in when running the tests included in the Python director of QuantLib-SWIG-1.8. > > > D. I read that Removed DateParser::split method (deprecated in version 1.6). is this related? > > > I?d be happy to write a detailed OSX guide for 1.8 as the instructions, but would need help solving this last issue which I now think has to do with this DateParser change. > > Any hints or suggestions? > > > > -------------- next part -------------- > An HTML attachment was scrubbed... > > ------------------------------ > > Message: 4 > Date: Tue, 06 Sep 2016 09:44:55 +0000 > From: Luigi Ballabio <lui...@gm... <mailto:lui...@gm...>> > Subject: Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta > testsuite error > To: Peter Caspers <pca...@gm... <mailto:pca...@gm...>>, "Cherkasov, Ivan" > <Iva...@ot... <mailto:Iva...@ot...>> > Cc: "qua...@li... <mailto:qua...@li...>" > <qua...@li... <mailto:qua...@li...>> > Message-ID: > <CAJ...@ma... <mailto:CAJ...@ma...>> > Content-Type: text/plain; charset="utf-8" > > Hello Ivan, > could you make any check on this? > > Thanks, > Luigi > > On Thu, Jul 28, 2016 at 3:17 PM Peter Caspers <pca...@gm... <mailto:pca...@gm...>> > wrote: > > > Hi Ivan, this is not OK. Can you first check the following: You seem to > > run the 64bit executable, but the platform displayed in the test suite is > > Win32. Something seems to have got mixed here. Regards, Peter > > > > On 28 Jul 2016, at 06:01, Cherkasov, Ivan <Iva...@ot... <mailto:Iva...@ot...>> > > wrote: > > > > Hello. > > > > I get two failing test cases for AdaptiveRungeKutta in vc14: > > > > 1> Testing adaptive Runge Kutta... > > 1>unknown location : fatal error : in "QuantLib test suite/ode > > tests/QuantLib::detail::quantlib_test_case(&OdeTest::testAdaptiveRungeKutta)": > > class QuantLib::Error: Stepsize (3.1414) underflow in > > AdaptiveRungeKutta::rkqs > > 1> c:\tmp\ql18_vc2015\quantlib-1.8\test-suite\utilities.hpp(74): last > > checkpoint > > 1> Testing matrix exponential based on ode... > > 1>unknown location : fatal error : in "QuantLib test suite/ode > > tests/QuantLib::detail::quantlib_test_case(&OdeTest::testMatrixExponential)": > > class QuantLib::Error: Too many steps (10000) in AdaptiveRungeKutta > > > > Testsuite output is attached. > > > > Please advise if this is OK. > > > > Thank you. > > > > ------------------------------ > > ?????????? ?????????? ????????????? ?????? ??? ???????? ??? ???????????? > > ????, ? ???????? ??????????, ? ????? ????????? ???????????????? ????????. > > ????? ?????, ????????, ??????????????? ??? ?????? ????????????? ?????????? > > ?????? ??? ????????? ????? ??????????? ?????????? ?????????. ???? ?? > > ???????? ?????? ????????? ?? ??????, ??????? ???????? ?? ???? ??????????? > > ????? ????????? ? ??????? ????????? ?? ????? ???????????? ? ????. > > > > This e-mail message and any attachment are for the sole use of the > > intended recipient(s) and may contain confidential and privileged > > information. 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Otkritie Capital International Limited, > > authorized and regulated by the Financial Conduct Authority (FCA). > > > > <testsuite.txt> > > ------------------------------------------------------------------------------ > > > > > > _______________________________________________ > > QuantLib-dev mailing list > > Qua...@li... <mailto:Qua...@li...> > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> > > > > > > ------------------------------------------------------------------------------ > > _______________________________________________ > > QuantLib-dev mailing list > > Qua...@li... <mailto:Qua...@li...> > > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> > > > -------------- next part -------------- > An HTML attachment was scrubbed... > > ------------------------------ > > ------------------------------------------------------------------------------ > > > ------------------------------ > > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... <mailto:Qua...@li...> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> > > > End of QuantLib-dev Digest, Vol 123, Issue 1 > ******************************************** > <repro_rk.cpp><CL.command.1.tlog><link.command.1.tlog>------------------------------------------------------------------------------ > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... <mailto:Qua...@li...> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev <https://lists.sourceforge.net/lists/listinfo/quantlib-dev> |
