Merge pull request #2695 from iMartyan/dev/imartyan/onemkl_enable_exceptions_rng

Enable exceptions on Windows for oneMKL RNG samples

Author: andreyfe1

Libraries/oneMKL/binomial/makefile

@@ -4,10 +4,10 @@ all: binomial_sycl.exe
 	INIT_ON_HOST=/DINIT_ON_HOST=1
 !endif
 
-DPCPP_OPTS=-O3 /I"$(MKLROOT)\include" /DMKL_ILP64 /DVERBOSE=1 /DSMALL_OPT_N=0 /DREPORT_COLD=1 /DREPORT_WARM=1 $(INIT_ON_HOST) -fsycl /Qmkl /Qmkl-sycl-impl=rng OpenCL.lib
+DPCPP_OPTS=-O3 /I"$(MKLROOT)\include" /DMKL_ILP64 /DVERBOSE=1 /DSMALL_OPT_N=0 /DREPORT_COLD=1 /DREPORT_WARM=1 $(INIT_ON_HOST) -fsycl /EHsc /Qmkl /Qmkl-sycl-impl=rng OpenCL.lib
 
 binomial_sycl.exe: src\binomial_sycl.cpp src\binomial_main.cpp src\binomial.hpp
-	icx $(DPCPP_OPTS) /DVERBOSE=1 /DSMALL_OPT_N=0 /DREPORT_COLD=1 /DREPORT_WARM=1 src\binomial_sycl.cpp src\binomial_main.cpp /obinomial_sycl.exe
+	icx $(DPCPP_OPTS) src\binomial_sycl.cpp src\binomial_main.cpp /obinomial_sycl.exe
 
 clean:
 	del /q binomial_sycl.exe

Libraries/oneMKL/black_scholes/makefile

@@ -4,7 +4,7 @@ all: black_scholes_sycl.exe
         INIT_ON_HOST=/DINIT_ON_HOST=1
 !endif
 
-DPCPP_OPTS=-O3 /I"$(MKLROOT)\include" /DMKL_ILP64 /DVERBOSE=1 /DSMALL_OPT_N=0 $(INIT_ON_HOST) -fsycl /Qmkl /Qmkl-sycl-impl=rng OpenCL.lib
+DPCPP_OPTS=-O3 /I"$(MKLROOT)\include" /DMKL_ILP64 /DVERBOSE=1 /DSMALL_OPT_N=0 $(INIT_ON_HOST) -fsycl /EHsc /Qmkl /Qmkl-sycl-impl=rng OpenCL.lib
 
 black_scholes_sycl.exe: src\black_scholes_sycl.cpp
 	icx $(DPCPP_OPTS) src\black_scholes_sycl.cpp /oblack_scholes_sycl.exe