Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error

[Ivan A. C. <iva...@gm...>]

Also works with /O2 /Ob0 (w/o inlines)
On Sep 7, 2016 9:47 PM, "Ivan A. Cherkasov" <iva...@gm...>
wrote:

> 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
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>>>>>>
>>>>>> 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.
>>>>>> >
>>>>>> > ------------------------------
>>>>>> > ?????????? ?????????? ????????????? ?????? ??? ???????? ???
>>>>>> ????????????
>>>>>> > ????, ? ???????? ??????????, ? ????? ????????? ????????????????
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>>>>>> > <testsuite.txt>
>>>>>> > ------------------------------------------------------------
>>>>>> ------------------
>>>>>> >
>>>>>> >
>>>>>> > _______________________________________________
>>>>>> > QuantLib-dev mailing list
>>>>>> > Qua...@li...
>>>>>> > https://lists.sourceforge.net/lists/listinfo/quantlib-dev
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>>>>>> >
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>>>>>>
>>>>>> ------------------------------------------------------------
>>>>>> ------------------
>>>>>>
>>>>>>
>>>>>> ------------------------------
>>>>>>
>>>>>> _______________________________________________
>>>>>> QuantLib-dev mailing list
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>>>>>> End of QuantLib-dev Digest, Vol 123, Issue 1
>>>>>> ********************************************
>>>>>>
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