From 5e8b478ccf795b4b4684b3c89e305cc083e3f0a3 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 21 Jan 2022 14:31:29 +0100
Subject: [PATCH] Add check to ensure that column indices in derivative
matrices do not overflow
Closes: #89
---
src/DynamicModel.cc | 13 +++++++++++++
src/StaticModel.cc | 13 +++++++++++++
2 files changed, 26 insertions(+)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 76d1be39..c59b9be1 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -4194,6 +4194,19 @@ DynamicModel::computingPass(bool jacobianExo, int derivsOrder, int paramsDerivsO
// Computes dynamic jacobian columns, must be done after computeDerivIDs()
computeDynJacobianCols(jacobianExo);
+ /* In both MATLAB and Julia, tensors for higher-order derivatives are stored
+ in matrices whose columns correspond to variable multi-indices. Since we
+ currently are limited to 32-bit signed integers (hence 31 bits) for matrix
+ indices, check that we will not overflow (see #89). Note that such a check
+ is not needed for parameter derivatives, since tensors for those are not
+ stored as matrices. This check cannot be done before since
+ dynJacobianColsNbr is not yet set.*/
+ if (log2(dynJacobianColsNbr)*derivsOrder >= numeric_limits<int>::digits)
+ {
+ cerr << "ERROR: The dynamic derivatives matrix is too large. Please decrease the approximation order." << endl;
+ exit(EXIT_FAILURE);
+ }
+
// Compute derivatives w.r. to all endogenous, and possibly exogenous and exogenous deterministic
set<int> vars;
for (auto &it : deriv_id_table)
diff --git a/src/StaticModel.cc b/src/StaticModel.cc
index 33973cf9..906bdca0 100644
--- a/src/StaticModel.cc
+++ b/src/StaticModel.cc
@@ -1003,6 +1003,19 @@ StaticModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_co
equations.clear();
copy(neweqs.begin(), neweqs.end(), back_inserter(equations));
+ /* In both MATLAB and Julia, tensors for higher-order derivatives are stored
+ in matrices whose columns correspond to variable multi-indices. Since we
+ currently are limited to 32-bit signed integers (hence 31 bits) for matrix
+ indices, check that we will not overflow (see #89). Note that such a check
+ is not needed for parameter derivatives, since tensors for those are not
+ stored as matrices. This check is implemented at this place for symmetry
+ with DynamicModel::computingPass(). */
+ if (log2(symbol_table.endo_nbr())*derivsOrder >= numeric_limits<int>::digits)
+ {
+ cerr << "ERROR: The static derivatives matrix is too large. Please decrease the approximation order." << endl;
+ exit(EXIT_FAILURE);
+ }
+
// Compute derivatives w.r. to all endogenous
set<int> vars;
for (int i = 0; i < symbol_table.endo_nbr(); i++)
--
GitLab