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

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

Thank you.

On Tue, Sep 20, 2016 at 1:33 PM Ivan A. Cherkasov <
iva...@gm...> wrote:

> 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.
>>>>>>>
>>>>>>
>>>>>>