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

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

Hello. I rebuilt from scratch with version 14.0. 25431.01 and the test
suite passed.
On Sep 16, 2016 6:39 PM, "Luigi Ballabio" <lui...@gm...> wrote:

> Thanks for the confirmation (and for hunting down the issue on the MS
> site).
>
> Given that it's this one place, I think I'll apply the patch anyway.  I'd
> try to avoid the test suite failing out of the box for some people, given
> that not everybody can update their compilers at will...
>
> Luigi
>
>
> On Fri, Sep 16, 2016 at 2:27 PM Ivan A. Cherkasov <
> iva...@gm...> wrote:
>
>> Hello, Luigi.
>>
>> The testsuite succeeded with your patch on “Version 14.0.25422.01 Update
>> 3”:
>>
>> 1>------ Build started: Project: testsuite, Configuration: Release x64
>> ------
>> …
>> 1>  Testing observable settings...
>>
>>
>> 1>  Testing adaptive Runge Kutta...
>>
>> 1>  Testing matrix exponential based on ode..
>> …
>> 1>
>> 1>  Test module "Master Test Suite" has passed with:
>> 1>    646 test cases out of 646 passed
>> 1>    1002058 assertions out of 1002058 passed
>> 1>
>> ========== Build: 1 succeeded, 0 failed, 1 up-to-date, 0 skipped
>> ==========
>>
>> So, supposedly, it is indeed the “Issue 3 Potential miscompilation of
>> code-calling functions that resemble std::min/std::max on floating point
>> values.” (https://msdn.microsoft.com/en-us/library/mt752379.aspx, Bugs
>> that are fixed in version 14.0.25425.01, released on 08/02/2016).
>>
>> Personally, I wouldn’t recommend applying this patch to the master given
>> that std::max is used in many places in QuantLib, and it seems that this is
>> a VC compiler issue (I don’t recall having issues building 1.8 with GCC).
>>
>> I will try to get VC updated and check if the issue disappears.
>>
>> Thanks for looking into that.
>> On Sep 14, 2016 6:13 PM, "Luigi Ballabio" <lui...@gm...>
>> wrote:
>>
>>> 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.
>>>>>>
>>>>>
>>>>>