Menu
▾
▴
Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error
|
From: Ivan A. C. <iva...@gm...> - 2016-09-07 17:47:42
|
I rebuilt with /Od option (optimization disabled) and the repro ran successfully. On Sep 7, 2016 7:23 PM, "Ivan A. Cherkasov" <iva...@gm...> wrote: > 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. Any unauthorized review, use, disclosure or >>>>> distribution is >>>>> > prohibited. If you are not the intended recipient, please contact the >>>>> > sender by reply and destroy all copies of the original message and >>>>> any >>>>> > attachments thereto. >>>>> > Unless specifically stated otherwise, this communication is for >>>>> > information purposes only and may not be considered as advice, is >>>>> not an >>>>> > offer or solicitation with respect to any transaction or an >>>>> advertisement, >>>>> > and does not form a fiduciary relationship. For details of the >>>>> > disseminating legal entity and terms relating to risks, other >>>>> conditions, >>>>> > and your reliance on information contained herein, see >>>>> > http://www.capital.otkritie.com/en/disclaimer/. If you cannot >>>>> access the >>>>> > link, please notify the sender by reply message and you will be sent >>>>> the >>>>> > full contents of this notice. 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 >>> >>> >>> >> |
