[Quantlib-dev] matrix inverse boost exception

[Peter C. <pca...@gm...>]

Hi,

the following Code

#include <ql/math/matrix.hpp>
#include <iostream>
using namespace QuantLib;
int main() {
    Real data[8][8] = {{0.0006474874439615692, 0.002486659100900001, 0.0006628267415236041, 0.04673067750857564,
                        0.1685162462417822, 0.1516341778778243, 0.1219910757564679, 0.507330849328965},
                       {5.165711089877979e-06, 0.001690175534926361, 2.136045858343317e-05, 0.04475379133340539,
                        0.1394666326109254, 0.1636645892860261, 0.12811590642367, 0.5222823786413735},
                       {4.3468717221017e-07, 3.324472127119397e-05, 1.632530899871639e-05, 0.0473437145861729,
                        0.09087902924968709, 0.1932661669150169, 0.1257053481714577, 0.5427557363602231},
                       {3.883601299340593e-07, 5.96026473031791e-06, 1.108224823791975e-05, 0.05269312648895734,
                        0.1170973364539729, 0.2225313741567021, 0.08459583680146567, 0.5230648952258039},
                       {1.311427219168951e-07, 1.451479950650993e-06, 9.870251521216817e-06, 0.002430611065235592,
                        0.1217894913776252, 0.2748389234300169, 0.07704266870962403, 0.5238868525433042},
                       {3.858458712871179e-08, 6.299157109034205e-07, 9.478963012990911e-06, 0.0006947826112014794,
                        0.007430976289762706, 0.2725490552732179, 0.07467942912312821, 0.6446356092393787},
                       {8.037084743179829e-09, 1.06623621797325e-07, 7.740443849605495e-06, 0.0005175216683466955,
                        0.004174347052491365, 0.02170492331427787, 0.06116825771382062, 0.9124270951465073},
                       {0, 0, 0, 0, 0, 0, 0, 1}};
    Matrix m(8, 8);
    for (Size i = 0; i < 8; ++i)
        for (Size j = 0; j < 8; ++j)
            m(i, j) = data[i][j];
    std::clog << inverse(m) << std::endl;
    return 0;
}

results in 

Check failed in file /usr/local/include/boost/numeric/ublas/lu.hpp at line 298:
detail::expression_type_check (prod (triangular_adaptor<const_matrix_type, upper> (m), e), cm2)
libc++abi.dylib: terminating with uncaught exception of type boost::numeric::ublas::internal_logic: internal logic

for me. Does anyone have an idea what might go wrong here? 

I am using Boost 1.59 + a recent QL version on OSX with clang 4.0.0. I believe QuantLib only wraps ublas functions here, so probably I should create a ticket in the boost project?

Thanks a lot
Peter