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Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error
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From: Ivan A. C. <iva...@gm...> - 2016-09-07 15:24:07
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Looks like this: … x = 3.14 rk_real(ode3_, y30, 0.0, x) y3 = 0.00159265, -0.999999, x = 3.15 rk_real(ode3_, y30, 0.0, x) Stepsize (3.1414) underflow in AdaptiveRungeKutta::rkqs x = 3.16 rk_real(ode3_, y30, 0.0, x) Stepsize (3.1414) underflow in AdaptiveRungeKutta::rkqs … On Sep 7, 2016 6:35 PM, "Peter Caspers" <pca...@gm...> wrote: > ok, can you catch std::exception and send what() then, maybe that gives a > hint. > Peter > > On 07 Sep 2016, at 16:30, Ivan A. Cherkasov <iva...@gm...> > wrote: > > Yes, release x64 version crashes with the "program stopped working" > dialog. Maybe, because of the QL_FAIL (repro doesn't catch anything). > > I used boost 1.61.0 if that matters. > On Sep 7, 2016 5:42 PM, "Peter Caspers" <pca...@gm...> wrote: > >> 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...> >> 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...> >>> wrote: >>> >>>> Send QuantLib-dev mailing list submissions to >>>> qua...@li... >>>> >>>> To subscribe or unsubscribe via the World Wide Web, visit >>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev >>>> or, via email, send a message with subject or body 'help' to >>>> qua...@li... >>>> >>>> You can reach the person managing the list at >>>> 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...> >>>> Subject: Re: [Quantlib-dev] [Quantlib-users] QuantLib SWIG C# - >>>> Calling Conventions (cdecl/stdcall) issue >>>> To: Luigi Ballabio <lui...@gm...> >>>> Cc: qua...@li..., >>>> qua...@li... >>>> Message-ID: >>>> <CAOEeWn5YK072TgpBFA=8wCV+PS7jN1arDqw1iOeLZXsEUvZqpw@mail. >>>> gmail.com> >>>> 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...> >>>> 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...> >>>> > 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- >>>> >> users/thread/33276539.post%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_________________________________ >>>> ______________ >>>> >> QuantLib-users mailing list >>>> >> Qua...@li... >>>> >> 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...> >>>> Subject: [Quantlib-dev] Building QuantLib for C# - Is stdcall needed? >>>> To: qua...@li..., >>>> qua...@li... >>>> Message-ID: >>>> <CAOEeWn4RdrQsQchOTO44xQsrz2XhyNwf_YttUetafQexdqBVWA@mail. >>>> gmail.com> >>>> 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...> >>>> Subject: [Quantlib-dev] Potential Bug >>>> To: "qua...@li..." >>>> <qua...@li...> >>>> Message-ID: <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/li >>>> b/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/pytho >>>> n3.5/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/_Q >>>> uantLib.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...> >>>> Subject: Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta >>>> testsuite error >>>> To: Peter Caspers <pca...@gm...>, "Cherkasov, Ivan" >>>> <Iva...@ot...> >>>> Cc: "qua...@li..." >>>> <qua...@li...> >>>> Message-ID: >>>> <CAJkxnzcdPu-Bxdhokz5mV7-YHjthAuTGojf5VqRu_j4NkBMB0Q@mail. >>>> gmail.com> >>>> 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...> >>>> 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...> >>>> > 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::testAda >>>> ptiveRungeKutta)": >>>> > 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::testMat >>>> rixExponential)": >>>> > 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... >>>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev >>>> > >>>> > >>>> > ------------------------------------------------------------ >>>> ------------------ >>>> > _______________________________________________ >>>> > QuantLib-dev mailing list >>>> > Qua...@li... >>>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev >>>> > >>>> -------------- next part -------------- >>>> An HTML attachment was scrubbed... >>>> >>>> ------------------------------ >>>> >>>> ------------------------------------------------------------ >>>> ------------------ >>>> >>>> >>>> ------------------------------ >>>> >>>> _______________________________________________ >>>> QuantLib-dev mailing list >>>> Qua...@li... >>>> 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... >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev >> >> >> > |
