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

[Luigi B. <lui...@gm...>]

Ivan,
    please try the attached patch and check if it fixes the test failure.

Thanks,
    Luigi



On Wed, Sep 14, 2016 at 10:49 AM Luigi Ballabio <lui...@gm...>
wrote:

> It seems so.  Anyway, I seem to have worked around the problem, but I'm
> not in the office this morning. Stay tuned...
>
>
> On Wed, Sep 14, 2016 at 10:45 AM Peter Caspers <pca...@gm...>
> wrote:
>
>> Hi Luigi,
>>
>> not your fault, our subconscious mind presses these ok-buttons for us…
>>
>> Does it mean the problem only occurs in a specific version of VC14? In
>> particular not in the latest?
>>
>> Regards
>> Peter
>>
>> On 12 Sep 2016, at 15:27, Luigi Ballabio <lui...@gm...>
>> wrote:
>>
>> Peter, Ivan,
>>     I could reproduce the errors on a virtual machine running VC14.  I'll
>> try to find some time to work on this, too.
>>
>> Also, I'll share a life lesson I learned last week.  If you ever
>> reproduce an error like the above, and then the compiler tells you that an
>> update is available, for the love of all that's holy DON'T update.  If you
>> do so, the error will disappear and your virtual machine will spend the
>> best part of a Friday restoring the previous version of the compiler while
>> you call yourself all sorts of names.  Just saying.
>>
>> Later,
>>     Luigi
>>
>>
>> On Fri, Sep 9, 2016 at 5:03 PM Ivan A. Cherkasov <
>> iva...@gm...> wrote:
>>
>>> One more observation I wanted to share:
>>>
>>> with /fp:strict /fp:except compile flags (
>>> https://msdn.microsoft.com/en-us/library/e7s85ffb.aspx) I’m getting
>>> build errors.
>>>
>>> command line:
>>>
>>>
>>> ^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>> /c /IC:\BIN\BOOST_1_61_0 /I. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D NDEBUG
>>> /D WIN32 /D _LIB /D _SCL_SECURE_NO_DEPRECATE /D _CRT_SECURE_NO_DEPRECATE /D
>>> _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:strict /fp:except /Zc:wchar_t
>>> /Zc:forScope /Zc:inline /GR /Fo".\BUILD\VC140\X64\RELEASE\\"
>>> /Fd".\BUILD\VC140\X64\RELEASE\QUANTLIB.PDB" /Gd /TP
>>> C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\QL\EXPERIMENTAL\FINITEDIFFERENCES\DYNPROGVPPINTRINSICVALUEENGINE.CPP
>>>
>>> build errors:
>>>
>>> …
>>>
>>> 1>  dynprogvppintrinsicvalueengine.cpp
>>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>>> 14.0\VC\include\xcomplex(646): error C2131: expression did not evaluate to
>>> a constant (compiling source file
>>> ql\experimental\finitedifferences\hestonrndcalculator.cpp)
>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>> 14.0\VC\include\xcomplex(646): note: failure was caused by an undefined
>>> arithmetic operation (compiling source file
>>> ql\experimental\finitedifferences\hestonrndcalculator.cpp)
>>> 1>  ql\experimental\finitedifferences\hestonrndcalculator.cpp(110):
>>> note: see reference to function template instantiation
>>> 'std::complex<double> std::log<double>(const std::complex<double> &)' being
>>> compiled
>>>
>>> …
>>>
>>> 1>C:\Program Files (x86)\Microsoft Visual Studio
>>> 14.0\VC\include\xcomplex(232): error C2131: expression did not evaluate to
>>> a constant (compiling source file ql\math\modifiedbessel.cpp)
>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>> 14.0\VC\include\xcomplex(232): note: failure was caused by an undefined
>>> arithmetic operation (compiling source file ql\math\modifiedbessel.cpp)
>>> 1>  C:\Program Files (x86)\Microsoft Visual Studio
>>> 14.0\VC\include\xcomplex(253): note: see reference to function template
>>> instantiation '_Ty std::_Fabs<double>(const std::complex<double> &,int *)'
>>> being compiled
>>> 1>          with
>>>
>>> ...
>>>
>>> and so on.
>>>
>>
>>