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Re: QuantLib-dev Digest, Vol 123, Issue 13

Ivan A. Cherkasov

Peter,
please see the command line for the test suite.

For the standalone repro I was experimenting with compiler options, so they certainly may vary from the default ones.

On Sep 9, 2016 10:31 AM, <[hidden email]> wrote:
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Today's Topics:

   1. Re: QuantLib-1.8 | vc14 | AdaptiveRungeKutta      testsuite error
      (Peter Caspers)
   2. Re: Fwd: Re: QuantLib-1.8 | vc14 | AdaptiveRungeKutta
      testsuite error (Ivan A. Cherkasov)


----------------------------------------------------------------------

Message: 1
Date: Fri, 9 Sep 2016 08:18:22 +0200
From: Peter Caspers <[hidden email]>
Subject: Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta
        testsuite error
To: "Ivan A. Cherkasov" <[hidden email]>
Cc: QuantLib Mailing Lists <[hidden email]>,        Luigi
        Ballabio <[hidden email]>
Message-ID:
        <[hidden email]>
Content-Type: text/plain; charset=UTF-8

Hi,

in my project settings I have /Ob2 by default, in your compiler line
below (the one that fails) I don't see this flag at all. Did you
change any of the default project settings? Is there anybody else on
VC14 that can reproduce this problem? The only thing from boost that
is used in your standalone code seems to be boost::function, so I
doubt it has to do with the boost version (but who knows).

Regards
Peter

On 9 September 2016 at 08:10, Ivan A. Cherkasov
<[hidden email]> wrote:
> Hello.
> It failed. Please see the attached files.
>
> Supposedly some other function gets messed up by inline expansion and that
> was caught accidentally by the RK test case. Or compiler ignores the
> declspec.
>
> On Sep 8, 2016 4:44 PM, "Peter Caspers" <[hidden email]> wrote:
>>
>> Yes. Ivan, could you try to put
>>
>> __declspec(noinline)
>>
>>
>> before the rkqs and rkck and operator() functions and see if it works
>> then?
>>
>> On 08 Sep 2016, at 14:22, Luigi Ballabio <[hidden email]> wrote:
>>
>> Except it's not good if VC14 fails in the default configuration...
>>
>>
>> On Thu, Sep 8, 2016 at 2:19 PM Peter Caspers <[hidden email]>
>> wrote:
>>>
>>> Hi,
>>>
>>> I don?t see an issue with /Ob2 on VC12. This all looks like a bug in the
>>> VC14 - code optimization to me, nothing we can (or should) really fix in the
>>> code?
>>>
>>> Regards
>>> Peter
>>>
>>> On 08 Sep 2016, at 09:19, Ivan A. Cherkasov <[hidden email]>
>>> wrote:
>>>
>>> Hello.
>>>
>>> This failed for me (CL.command.1.tlog):
>>>
>>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
>>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi /nologo
>>> /W3 /WX- /sdl /O2 /Oi /GL /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE /Gm-
>>> /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline
>>> /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP
>>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
>>>
>>> This worked for me:
>>>
>>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
>>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi /nologo
>>> /W3 /WX- /sdl /O2 /Ob0 /Ot /D NDEBUG /D _CONSOLE /D _UNICODE /D UNICODE /Gm-
>>> /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope /Zc:inline
>>> /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP
>>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
>>>
>>> I?m using ?Version 14.0.25422.01 Update 3?.
>>>
>>> I rebuilt from scratch using QuantLib-1.8.tar.gz and QuantLib_vc14.sln,
>>> the only thing I changed in the project settings is the C/C++ ->
>>> Optimization -> Inline Function Expansion = Disabled (/Ob0). It succeeded,
>>> test suite log attached.
>>>
>>> On Sep 7, 2016 10:00 PM, "Peter Caspers" <[hidden email]> wrote:
>>>>
>>>> Can you post the full compiler command line (you find that under C++ /
>>>> Command Line), I can not provoke the error no matter what optimization flags
>>>> I use
>>>>
>>>> /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi
>>>> /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D
>>>> "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D
>>>> "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt /GF
>>>> /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc /nologo
>>>> /Fo".\build\vc120\x64\Release\" /Ot
>>>> /Fp".\build\vc120\x64\Release\BermudanSwaption.pch?
>>>>
>>>> On 07 Sep 2016, at 19:59, Ivan A. Cherkasov <[hidden email]>
>>>> wrote:
>>>>
>>>> Also works with /O2 /Ob0 (w/o inlines)
>>>>
>>>>
>>>>
>>> <testsuite.log>
>>>
>>>
>>>
>>> ------------------------------------------------------------------------------
>>> _______________________________________________
>>> QuantLib-dev mailing list
>>> [hidden email]
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>
>>
>



------------------------------

Message: 2
Date: Fri, 9 Sep 2016 10:30:08 +0400
From: "Ivan A. Cherkasov" <[hidden email]>
Subject: Re: [Quantlib-dev] Fwd: Re: QuantLib-1.8 | vc14 |
        AdaptiveRungeKutta testsuite error
To: [hidden email], [hidden email]
Cc: [hidden email]
Message-ID:
        <CAFex7kqPXiWBnT4bnqt=-[hidden email]>
Content-Type: text/plain; charset="utf-8"

3rd attempt, SF blocks attachments.

It failed. Supposedly some other function gets messed up by inline
expansion and that was caught accidentally by the RK test case. Or compiler
ignores the declspec.



--- ./ql18_vc2015_mk2/QuantLib-1.8/ql/math/ode/adaptiverungekutta.hpp
2015-12-21 13:46:03.000000000 +0300
+++ ./ql18_vc2015_mk3/QuantLib-1.8/ql/math/ode/adaptiverungekutta.hpp
2016-09-08 19:46:27.359406500 +0300
@@ -161,7 +161,7 @@
     }
     template<class T>
-    T AdaptiveRungeKutta<T>::operator()(const OdeFct1d& ode,
+             __declspec(noinline) T
AdaptiveRungeKutta<T>::operator()(const OdeFct1d& ode,
                                         const T y1,
                                         const Real x1,
                                         const Real x2) {
@@ -170,7 +170,7 @@
     }
     template<class T>
-    void AdaptiveRungeKutta<T>::rkqs(std::vector<T>& y,
+             __declspec(noinline) void
AdaptiveRungeKutta<T>::rkqs(std::vector<T>& y,
                                      const std::vector<T>& dydx,
                                      Real& x,
                                      const Real htry,
@@ -213,7 +213,7 @@
     }
     template <class T>
-    void AdaptiveRungeKutta<T>::rkck(const std::vector<T>& y,
+             __declspec(noinline) void AdaptiveRungeKutta<T>::rkck(const
std::vector<T>& y,
                                      const std::vector<T>& dydx,
                                      Real x,
                                      const Real h,


^C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\TEST-SUITE\QUANTLIBTESTSUITE.CPP
/c /IC:\BIN\BOOST_1_61_0 /I.. /Zi /nologo /W3 /WX- /O2 /Ob2 /Ot /D NDEBUG
/D WIN32 /D _CONSOLE /D _SCL_SECURE_NO_DEPRECATE /D
_CRT_SECURE_NO_DEPRECATE /D _MBCS /GF /Gm- /EHsc /MD /GS /Gy /fp:precise
/Zc:wchar_t /Zc:forScope /Zc:inline /GR /Fo".\BUILD\VC140\X64\RELEASE\\"
/Fd".\BUILD\VC140\X64\RELEASE\VC140.PDB" /Gd /TP
C:\TMP\QL18_VC2015_MK3\QUANTLIB-1.8\TEST-SUITE\QUANTLIBTESTSUITE.CPP



  Testing adaptive Runge Kutta...
unknown location : fatal error : in "QuantLib test suite/ode
tests/QuantLib::detail::quantlib_test_case(&OdeTest::testAdaptiveRungeKutta)":
class QuantLib::Error: Stepsize (3.1414) underflow in
AdaptiveRungeKutta::rkqs
  c:\tmp\ql18_vc2015_mk3\quantlib-1.8\test-suite\utilities.hpp(74): last
checkpoint
  Testing matrix exponential based on ode...
unknown location : fatal error : in "QuantLib test suite/ode
tests/QuantLib::detail::quantlib_test_case(&OdeTest::testMatrixExponential)":
class QuantLib::Error: Too many steps (10000) in AdaptiveRungeKutta
  c:\tmp\ql18_vc2015_mk3\quantlib-1.8\test-suite\utilities.hpp(74): last
checkpoint
  Testing matrix exponential of a zero matrix based on ode...

On Sep 9, 2016 10:15 AM, "Ivan A. Cherkasov" <[hidden email]>
wrote:

> ---------- Forwarded message ----------
> From: "Ivan A. Cherkasov" <[hidden email]>
> Date: Sep 9, 2016 10:10 AM
> Subject: Re: [Quantlib-dev] QuantLib-1.8 | vc14 | AdaptiveRungeKutta
> testsuite error
> To: "Peter Caspers" <[hidden email]>
> Cc: <[hidden email]>, "Luigi Ballabio" <
> [hidden email]>
>
> Hello.
> It failed. Please see the attached files.
>
> Supposedly some other function gets messed up by inline expansion and that
> was caught accidentally by the RK test case. Or compiler ignores the
> declspec.
> On Sep 8, 2016 4:44 PM, "Peter Caspers" <[hidden email]> wrote:
>
>> Yes. Ivan, could you try to put
>>
>> __declspec(noinline)
>>
>>
>> before the rkqs and rkck and operator() functions and see if it works
>> then?
>>
>> On 08 Sep 2016, at 14:22, Luigi Ballabio <[hidden email]>
>> wrote:
>>
>> Except it's not good if VC14 fails in the default configuration...
>>
>>
>> On Thu, Sep 8, 2016 at 2:19 PM Peter Caspers <[hidden email]>
>> wrote:
>>
>>> Hi,
>>>
>>> I don?t see an issue with /Ob2 on VC12. This all looks like a bug in the
>>> VC14 - code optimization to me, nothing we can (or should) really fix in
>>> the code?
>>>
>>> Regards
>>> Peter
>>>
>>> On 08 Sep 2016, at 09:19, Ivan A. Cherkasov <[hidden email]>
>>> wrote:
>>>
>>> Hello.
>>>
>>> This failed for me (CL.command.1.tlog):
>>>
>>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
>>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi
>>> /nologo /W3 /WX- /sdl /O2 /Oi /GL /D NDEBUG /D _CONSOLE /D _UNICODE /D
>>> UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope
>>> /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP
>>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
>>>
>>> This worked for me:
>>>
>>> ^C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
>>> /c /IC:\BIN\BOOST_1_61_0 /I"C:\TMP\QL18_VC2015\QUANTLIB-1.8" /Zi
>>> /nologo /W3 /WX- /sdl /O2 /Ob0 /Ot /D NDEBUG /D _CONSOLE /D _UNICODE /D
>>> UNICODE /Gm- /EHsc /MD /GS /Gy /fp:precise /Zc:wchar_t /Zc:forScope
>>> /Zc:inline /Fo"X64\RELEASE\\" /Fd"X64\RELEASE\VC140.PDB" /Gd /TP
>>> C:\TMP\QL18_VC2015\REPRO_RK\REPRO_RK.CPP
>>>
>>> I?m using ?Version 14.0.25422.01 Update 3?.
>>>
>>> I rebuilt from scratch using QuantLib-1.8.tar.gz and QuantLib_vc14.sln,
>>> the only thing I changed in the project settings is the C/C++ ->
>>> Optimization -> Inline Function Expansion = Disabled (/Ob0). It succeeded,
>>> test suite log attached.
>>> On Sep 7, 2016 10:00 PM, "Peter Caspers" <[hidden email]> wrote:
>>>
>>>> Can you post the full compiler command line (you find that under C++ /
>>>> Command Line), I can not provoke the error no matter what optimization
>>>> flags I use
>>>>
>>>> /FR".\build\vc120\x64\Release\" /GS /W3 /Gy /Zc:wchar_t /I"..\.." /Zi
>>>> /Gm- /Ox /Ob2 /Fd".\build\vc120\x64\Release\" /fp:fast /D "NDEBUG" /D
>>>> "WIN32" /D "_CONSOLE" /D "_SCL_SECURE_NO_DEPRECATE" /D
>>>> "_CRT_SECURE_NO_DEPRECATE" /D "_MBCS" /fp:except /errorReport:prompt /GF
>>>> /WX- /Zc:forScope /GR /Gd /MD /Fa".\build\vc120\x64\Release\" /EHsc
>>>> /nologo /Fo".\build\vc120\x64\Release\" /Ot
>>>> /Fp".\build\vc120\x64\Release\BermudanSwaption.pch?
>>>>
>>>> On 07 Sep 2016, at 19:59, Ivan A. Cherkasov <[hidden email]>
>>>> wrote:
>>>>
>>>> Also works with /O2 /Ob0 (w/o inlines)
>>>>
>>>>
>>>> <testsuite.log>
>>>
>>>
>>> ------------------------------------------------------------
>>> ------------------
>>> _______________________________________________
>>> QuantLib-dev mailing list
>>> [hidden email]
>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>>
>>
>>
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