QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error

Posted by Cherkasov, Ivan on Jul 28, 2016; 5:01am
URL: http://quantlib.414.s1.nabble.com/QuantLib-1-8-vc14-AdaptiveRungeKutta-testsuite-error-tp17619.html

Hello.

 

I get two failing test cases for AdaptiveRungeKutta in vc14:

 

1>  Testing adaptive Runge Kutta...

1>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

1>  c:\tmp\ql18_vc2015\quantlib-1.8\test-suite\utilities.hpp(74): last checkpoint

1>  Testing matrix exponential based on ode...

1>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

 

Testsuite output is attached.

 

Please advise if this is OK.

 

Thank you.

 

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