Re: QuantLib-1.8 | vc14 | AdaptiveRungeKutta testsuite error

Posted by Luigi Ballabio on Sep 14, 2016; 7:30am
URL: http://quantlib.414.s1.nabble.com/QuantLib-1-8-vc14-AdaptiveRungeKutta-testsuite-error-tp17619p17719.html

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 <[hidden email]> 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 <[hidden email]> 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 <[hidden email]> 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.

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