Re: [Quantlib-dev] QuantLib-dev Digest, Vol 123, Issue 13

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Peter,
please see the command line for the test suite.

For the standalone repro I was experimenting with compiler options, so they
certainly may vary from the default ones.
On Sep 9, 2016 10:31 AM, <qua...@li...> wrote:

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>    1. Re: QuantLib-1.8 | vc14 | AdaptiveRungeKutta      testsuite error
>       (Peter Caspers)
>    2. Re: Fwd: Re: QuantLib-1.8 | vc14 | AdaptiveRungeKutta
>       testsuite error (Ivan A. Cherkasov)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Fri, 9 Sep 2016 08:18:22 +0200
> From: Peter Caspers <pca...@gm...>
> Subject: Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta
>         testsuite error
> To: "Ivan A. Cherkasov" <iva...@gm...>
> Cc: QuantLib Mailing Lists <qua...@li...>,
> Luigi
>         Ballabio <lui...@gm...>
> Message-ID:
>         <CACApxN-EV9_XHKRV1xpumMR0knimJ5ZhqRzia820t
> 7Mw...@ma...>
> Content-Type: text/plain; charset=UTF-8
>
> Hi,
>
> in my project settings I have /Ob2 by default, in your compiler line
> below (the one that fails) I don't see this flag at all. Did you
> change any of the default project settings? Is there anybody else on
> VC14 that can reproduce this problem? The only thing from boost that
> is used in your standalone code seems to be boost::function, so I
> doubt it has to do with the boost version (but who knows).
>
> Regards
> Peter
>
> On 9 September 2016 at 08:10, Ivan A. Cherkasov
> <iva...@gm...> wrote:
> > Hello.
> > It failed. Please see the attached files.
> >
> > Supposedly some other function gets messed up by inline expansion and
> that
> > was caught accidentally by the RK test case. Or compiler ignores the
> > declspec.
> >
> > On Sep 8, 2016 4:44 PM, "Peter Caspers" <pca...@gm...> wrote:
> >>
> >> Yes. Ivan, could you try to put
> >>
> >> __declspec(noinline)
> >>
> >>
> >> before the rkqs and rkck and operator() functions and see if it works
> >> then?
> >>
> >> On 08 Sep 2016, at 14:22, Luigi Ballabio <lui...@gm...>
> wrote:
> >>
> >> Except it's not good if VC14 fails in the default configuration...
> >>
> >>
> >> On Thu, Sep 8, 2016 at 2:19 PM Peter Caspers <pca...@gm...>
> >> wrote:
> >>>
> >>> Hi,
> >>>
> >>> I don?t see an issue with /Ob2 on VC12. This all looks like a bug in
> the
> >>> VC14 - code optimization to me, nothing we can (or should) really fix
> in the
> >>> code?
> >>>
> >>> Regards
> >>> Peter
> >>>
> >>> On 08 Sep 2016, at 09:19, Ivan A. Cherkasov <
> iva...@gm...>
> >>> wrote:
> >>>
> >>> Hello.
> >>>
> >>> This failed for me (CL.command.1.tlog):
> >>>
> >>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
> >>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi
> /nologo
> >>> /W3 /WX- /sdl /O2 /Oi /GL /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE
> /Gm-
> >>> /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline
> >>> /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP
> >>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
> >>>
> >>> This worked for me:
> >>>
> >>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
> >>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi
> /nologo
> >>> /W3 /WX- /sdl /O2 /Ob0 /Ot /D NDEBUG /D _CONSOLE /D _UNICODE /D
> UNICODE /Gm-
> >>> /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline
> >>> /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP
> >>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
> >>>
> >>> I?m using ?Version 14.0.25422.01 Update 3?.
> >>>
> >>> I rebuilt from scratch using QuantLib-1.8.tar.gz and QuantLib_vc14.sln,
> >>> the only thing I changed in the project settings is the C/C++ ->
> >>> Optimization -> Inline Function Expansion = Disabled (/Ob0). It
> succeeded,
> >>> test suite log attached.
> >>>
> >>> On Sep 7, 2016 10:00 PM, "Peter Caspers" <pca...@gm...>
> wrote:
> >>>>
> >>>> Can you post the full compiler command line (you find that under C++ /
> >>>> Command Line), I can not provoke the error no matter what
> optimization flags
> >>>> I use
> >>>>
> >>>> /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi
> >>>> /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D
> >>>> "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D
> >>>> "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt
> /GF
> >>>> /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc
> /nologo
> >>>> /Fo".\build\vc120\x64\Release\" /Ot
> >>>> /Fp".\build\vc120\x64\Release\BermudanSwaption.pch?
> >>>>
> >>>> On 07 Sep 2016, at 19:59, Ivan A. Cherkasov <
> iva...@gm...>
> >>>> wrote:
> >>>>
> >>>> Also works with /O2 /Ob0 (w/o inlines)
> >>>>
> >>>>
> >>>>
> >>> <testsuite.log>
> >>>
> >>>
> >>>
> >>> ------------------------------------------------------------
> ------------------
> >>> _______________________________________________
> >>> QuantLib-dev mailing list
> >>> Qua...@li...
> >>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >>
> >>
> >
>
>
>
> ------------------------------
>
> Message: 2
> Date: Fri, 9 Sep 2016 10:30:08 +0400
> From: "Ivan A. Cherkasov" <iva...@gm...>
> Subject: Re: [Quantlib-dev] Fwd: Re: QuantLib-1.8 | vc14 |
>         AdaptiveRungeKutta testsuite error
> To: pca...@gm..., lui...@gm...
> Cc: qua...@li...
> Message-ID:
>         <CAFex7kqPXiWBnT4bnqt=-yk2e3+_3meK8JzfihdoWwQG+gUmyg@mail.
> gmail.com>
> Content-Type: text/plain; charset="utf-8"
>
> 3rd attempt, SF blocks attachments.
>
> It failed. Supposedly some other function gets messed up by inline
> expansion and that was caught accidentally by the RK test case. Or compiler
> ignores the declspec.
>
>
>
> --- ./ql18_vc2015_mk2/QuantLib-1.8/ql/math/ode/adaptiverungekutta.hpp
> 2015-12-21 13:46:03.000000000 +0300
> +++ ./ql18_vc2015_mk3/QuantLib-1.8/ql/math/ode/adaptiverungekutta.hpp
> 2016-09-08 19:46:27.359406500 +0300
> @@ -161,7 +161,7 @@
>      }
>      template<class T>
> -    T AdaptiveRungeKutta<T>::operator()(const OdeFct1d& ode,
> +             __declspec(noinline) T
> AdaptiveRungeKutta<T>::operator()(const OdeFct1d& ode,
>                                          const T y1,
>                                          const Real x1,
>                                          const Real x2) {
> @@ -170,7 +170,7 @@
>      }
>      template<class T>
> -    void AdaptiveRungeKutta<T>::rkqs(std::vector<T>& y,
> +             __declspec(noinline) void
> AdaptiveRungeKutta<T>::rkqs(std::vector<T>& y,
>                                       const std::vector<T>& dydx,
>                                       Real& x,
>                                       const Real htry,
> @@ -213,7 +213,7 @@
>      }
>      template <class T>
> -    void AdaptiveRungeKutta<T>::rkck(const std::vector<T>& y,
> +             __declspec(noinline) void AdaptiveRungeKutta<T>::rkck(const
> std::vector<T>& y,
>                                       const std::vector<T>& dydx,
>                                       Real x,
>                                       const Real h,
>
>
> ^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\TEST-SUITE\QUANTLIBTESTSUITE.CPP
> /c /IC:\BIN\BOOST_1_61_0 /I.. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D NDEBUG
> /D WIN32 /D _CONSOLE /D _SCL_SECURE_NO_DEPRECATE /D
> _CRT_SECURE_NO_DEPRECATE /D _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:precise
> /Zc:wchar_t /Zc:forScope /Zc:inline /GR /Fo".\BUILD\VC140\X64\RELEASE\\"
> /Fd".\BUILD\VC140\X64\RELEASE\VC140.PDB" /Gd /TP
> C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\TEST-SUITE\QUANTLIBTESTSUITE.CPP
>
>
>
>   Testing adaptive Runge Kutta...
> 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
>   c:\tmp\ql18_vc2015_mk3\quantlib-1.8\test-suite\utilities.hpp(74): last
> checkpoint
>   Testing matrix exponential based on ode...
> 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
>   c:\tmp\ql18_vc2015_mk3\quantlib-1.8\test-suite\utilities.hpp(74): last
> checkpoint
>   Testing matrix exponential of a zero matrix based on ode...
>
> On Sep 9, 2016 10:15 AM, "Ivan A. Cherkasov" <iva...@gm...>
> wrote:
>
> > ---------- Forwarded message ----------
> > From: "Ivan A. Cherkasov" <iva...@gm...>
> > Date: Sep 9, 2016 10:10 AM
> > Subject: Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta
> > testsuite error
> > To: "Peter Caspers" <pca...@gm...>
> > Cc: <qua...@li...>, "Luigi Ballabio" <
> > lui...@gm...>
> >
> > Hello.
> > It failed. Please see the attached files.
> >
> > Supposedly some other function gets messed up by inline expansion and
> that
> > was caught accidentally by the RK test case. Or compiler ignores the
> > declspec.
> > On Sep 8, 2016 4:44 PM, "Peter Caspers" <pca...@gm...> wrote:
> >
> >> Yes. Ivan, could you try to put
> >>
> >> __declspec(noinline)
> >>
> >>
> >> before the rkqs and rkck and operator() functions and see if it works
> >> then?
> >>
> >> On 08 Sep 2016, at 14:22, Luigi Ballabio <lui...@gm...>
> >> wrote:
> >>
> >> Except it's not good if VC14 fails in the default configuration...
> >>
> >>
> >> On Thu, Sep 8, 2016 at 2:19 PM Peter Caspers <pca...@gm...>
> >> wrote:
> >>
> >>> Hi,
> >>>
> >>> I don?t see an issue with /Ob2 on VC12. This all looks like a bug in
> the
> >>> VC14 - code optimization to me, nothing we can (or should) really fix
> in
> >>> the code?
> >>>
> >>> Regards
> >>> Peter
> >>>
> >>> On 08 Sep 2016, at 09:19, Ivan A. Cherkasov <
> iva...@gm...>
> >>> wrote:
> >>>
> >>> Hello.
> >>>
> >>> This failed for me (CL.command.1.tlog):
> >>>
> >>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
> >>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi
> >>> /nologo /W3 /WX- /sdl /O2 /Oi /GL /D NDEBUG /D _CONSOLE /D _UNICODE /D
> >>> UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope
> >>> /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP
> >>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
> >>>
> >>> This worked for me:
> >>>
> >>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
> >>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi
> >>> /nologo /W3 /WX- /sdl /O2 /Ob0 /Ot /D NDEBUG /D _CONSOLE /D _UNICODE /D
> >>> UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope
> >>> /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP
> >>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
> >>>
> >>> I?m using ?Version 14.0.25422.01 Update 3?.
> >>>
> >>> I rebuilt from scratch using QuantLib-1.8.tar.gz and QuantLib_vc14.sln,
> >>> the only thing I changed in the project settings is the C/C++ ->
> >>> Optimization -> Inline Function Expansion = Disabled (/Ob0). It
> succeeded,
> >>> test suite log attached.
> >>> On Sep 7, 2016 10:00 PM, "Peter Caspers" <pca...@gm...>
> wrote:
> >>>
> >>>> Can you post the full compiler command line (you find that under C++ /
> >>>> Command Line), I can not provoke the error no matter what optimization
> >>>> flags I use
> >>>>
> >>>> /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi
> >>>> /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D
> >>>> "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D
> >>>> "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt
> /GF
> >>>> /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc
> >>>> /nologo /Fo".\build\vc120\x64\Release\" /Ot
> >>>> /Fp".\build\vc120\x64\Release\BermudanSwaption.pch?
> >>>>
> >>>> On 07 Sep 2016, at 19:59, Ivan A. Cherkasov <
> iva...@gm...>
> >>>> wrote:
> >>>>
> >>>> Also works with /O2 /Ob0 (w/o inlines)
> >>>>
> >>>>
> >>>> <testsuite.log>
> >>>
> >>>
> >>> ------------------------------------------------------------
> >>> ------------------
> >>> _______________________________________________
> >>> QuantLib-dev mailing list
> >>> Qua...@li...
> >>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
> >>>
> >>
> >>
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> End of QuantLib-dev Digest, Vol 123, Issue 13
> *********************************************
>