QPR-12535 avoid errors from GPU

Author: Eric Ehlers

QuantExt/qle/math/openclenvironment.cpp

@@ -29,8 +29,8 @@
 
 #include <chrono>
 #include <iostream>
-#include <thread>
 #include <optional>
+#include <thread>
 
 #define ORE_OPENCL_MAX_N_DEV_INFO 1024U
 #define ORE_OPENCL_MAX_N_DEV_INFO_LARGE 65536U
@@ -394,13 +394,13 @@ OpenClContext::~OpenClContext() {
         }
 
         for (Size i = 0; i < kernel_.size(); ++i) {
-            if (disposed_[i])
+            if (disposed_[i] || !hasKernel_[i])
                 continue;
             releaseKernel(kernel_[i], "ore kernel");
         }
 
         for (Size i = 0; i < program_.size(); ++i) {
-            if (disposed_[i])
+            if (disposed_[i] || !hasKernel_[i])
                 continue;
             releaseProgram(program_[i], "ore program");
         }
@@ -556,8 +556,10 @@ void OpenClContext::init() {
 void OpenClContext::disposeCalculation(const std::size_t id) {
     QL_REQUIRE(!disposed_[id - 1], "OpenClContext::disposeCalculation(): id " << id << " was already disposed.");
     disposed_[id - 1] = true;
-    releaseKernel(kernel_[id - 1], "kernel id " + std::to_string(id) + " (during dispose())");
-    releaseProgram(program_[id - 1], "program id " + std::to_string(id) + " (during dispose())");
+    if (hasKernel_[id - 1]) {
+        releaseKernel(kernel_[id - 1], "kernel id " + std::to_string(id) + " (during dispose())");
+        releaseProgram(program_[id - 1], "program id " + std::to_string(id) + " (during dispose())");
+    }
 }
 
 std::pair<std::size_t, bool> OpenClContext::initiateCalculation(const std::size_t n, const std::size_t id,
@@ -691,6 +693,10 @@ void OpenClContext::updateVariatesPool() {
 
     std::size_t fpSize = settings_.useDoublePrecision ? sizeof(double) : sizeof(float);
 
+    QL_REQUIRE(!settings_.useDoublePrecision || supportsDoublePrecision(),
+               "OpenClContext::updateVariatesPool(): double precision is configured for this calculation, but not "
+               "supported by the device. Switch to single precision or use an appropriate device.");
+
     cl_event initEvent;
     if (variatesPoolSize_ == 0) {
 
@@ -1279,7 +1285,6 @@ void OpenClContext::finalizeCalculation(std::vector<double*>& output) {
     // build kernel if necessary
 
     if (!hasKernel_[currentId_ - 1]) {
-
         std::string fpTypeStr = settings_.useDoublePrecision ? "double" : "float";
         std::string fpEpsStr = settings_.useDoublePrecision ? "0x1.0p-52" : "0x1.0p-23f";
         std::string fpSuffix = settings_.useDoublePrecision ? std::string() : "f";
@@ -1466,7 +1471,6 @@ void OpenClContext::finalizeCalculation(std::vector<double*>& output) {
     }
 
     for (std::size_t part = 0; part < kernel_[currentId_ - 1].size(); ++part) {
-
         bool initFromValues = part > 0;
         bool cacheToValues = currentSsa_.size() > 1 && part < currentSsa_.size() - 1;
         bool generateOutputValues = part == currentSsa_.size() - 1;