[Quantlib-dev] Re: QuantLib-Python works on alpha debian

[Dirk E. <ed...@de...>]

On Thu, Jan 10, 2002 at 12:09:24PM +0000, Luigi Ballabio wrote:
> 
> >On Tue, Jan 08, 2002 at 04:36:28PM +0100, Ferdinando Ametrano wrote:
> >> Another key issue would be to solve the problems we have on some 
> >platforms,
> >> as Dirk pointed out. I know Luigi is working on that: Luigi please report
> 
> Ok, I just committed some changes which make QuantLib-Python compile and 
> pass all tests on alpha. I hope this will fix the problems on other

Excellent news, and thank you!

> platforms as well.

Probably/hopefully. I guess it is worth trying. I guess I should grab a
tarball out of CVS...   Is that against stock QL or do I need a new QL too

> Dirk: while a couple of bugs were ours only, one seems to be related with 
> some C or C++ library. If you have any idea of who's the maintainer of the 
> corresponding package, you might want to get in touch with him and report.
> The bug can be reproduced on flatline.tdyc.com as follows:
> 
> ballabio@flatline:~$ python
> Python 2.1.1+ (#1, Jan  9 2002, 03:47:01)
> [GCC 2.95.4  (Debian prerelease)] on linux2
> Type "copyright", "credits" or "license" for more information.
> >>> import math
> >>> math.exp(-700)
> 9.8596765437597708e-305
> >>> math.exp(-750)
> 0.0
> >>> math.exp(-720)
> Floating point exception
> ballabio@flatline:~$
> 
> i.e., there is a range of numbers around -720 which causes exp() to abort.
> Also, the same was happening in a calculation inside libQuantLib, so that 
> the problem might be not in Python but rather in some math C or C++ library 
> which both QuantLib and Python link to.

I'm suspect that this leads down to glibc where code like exp() ultimately
resides.

I think we should report this to debian-alpha and/or debian-python. What do
you think?

> I fixed the problem in our code by filtering the call to exp() and just 
> returning 0 if the exponent is below -700 or so, but it might be advisable 
> to report the thing if you have any idea who to report to.

Hack alert :)

Dirk


-- 
Good judgment comes from experience; experience comes from bad judgment. 
							    -- F. Brooks