From 85a0208e64a3c553987fb81748fe8d7d9bade384 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Thu, 21 Jul 2022 17:22:08 +0200
Subject: [PATCH] Bugfix with temporary terms in block+bytecode
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There were actually two distinct bugs, leading to incorrect results in some
corner cases:
– in the “evaluate” mode of the bytecode MEX, the temporary terms of the
derivatives “evaluate” blocks were not evaluated at runtime; but these
temporary terms may be needed for residuals of subsequent blocks;
– when the bytecode MEX was only computing residuals of the model (and not 1st
order derivatives), the temporary terms of the derivatives were not evaluated
at runtime; but these temporary terms may be needed for residuals of subsequent
blocks.
(manually cherry picked from commit a97a41f6c03c60c0b628d2a9caceec8e182b6222)
---
src/DynamicModel.cc | 26 +++++++++++---------------
src/StaticModel.cc | 22 ++++++++++++++++------
2 files changed, 27 insertions(+), 21 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 939fe3ed..e92589b0 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -1214,17 +1214,20 @@ DynamicModel::writeDynamicBlockBytecode(const string &basename) const
fstpr.write(code_file, instruction_number);
}
}
+
+ /* Write temporary terms for derivatives. This is done before FENDEQU,
+ because residuals of a subsequent block may depend on temporary terms for
+ the derivatives of the present block.
+
+ Also note that in the case of “evaluate” blocks, derivatives are not
+ computed in the “evaluate” mode; still their temporary terms must be
+ computed even in that mode, because for the same reason as above they may
+ be needed in subsequent blocks. */
+ write_eq_tt(blocks[block].size);
+
FENDEQU_ fendequ;
fendequ.write(code_file, instruction_number);
- /* If the block is not of type “evaluate backward/forward”, then we write
- the temporary terms for derivatives at this point, i.e. before the
- JMPIFEVAL, because they will be needed in both “simulate” and
- “evaluate” modes. */
- if (simulation_type != BlockSimulationType::evaluateBackward
- && simulation_type != BlockSimulationType::evaluateForward)
- write_eq_tt(blocks[block].size);
-
// Get the current code_file position and jump if eval = true
streampos pos1 = code_file.tellp();
FJMPIFEVAL_ fjmp_if_eval(0);
@@ -1345,13 +1348,6 @@ DynamicModel::writeDynamicBlockBytecode(const string &basename) const
code_file.seekp(pos3);
prev_instruction_number = instruction_number;
- /* If the block is of type “evaluate backward/forward”, then write the
- temporary terms for derivatives at this point, because they have not
- been written before the JMPIFEVAL. */
- if (simulation_type == BlockSimulationType::evaluateBackward
- || simulation_type == BlockSimulationType::evaluateForward)
- write_eq_tt(blocks[block].size);
-
// Write the derivatives for the “evaluate” mode
for (const auto &[indices, d] : blocks_derivatives[block])
{
diff --git a/src/StaticModel.cc b/src/StaticModel.cc
index ffea4fb8..7adf0a45 100644
--- a/src/StaticModel.cc
+++ b/src/StaticModel.cc
@@ -700,6 +700,17 @@ StaticModel::writeStaticBlockBytecode(const string &basename) const
fstpr.write(code_file, instruction_number);
}
}
+
+ /* Write temporary terms for derivatives. This is done before FENDEQU,
+ because residuals of a subsequent block may depend on temporary terms for
+ the derivatives of the present block.
+
+ Also note that in the case of “evaluate” blocks, derivatives are not
+ computed in the “evaluate” mode; still their temporary terms must be
+ computed even in that mode, because for the same reason as above they may
+ be needed in subsequent blocks. */
+ write_eq_tt(blocks[block].size);
+
FENDEQU_ fendequ;
fendequ.write(code_file, instruction_number);
@@ -707,9 +718,6 @@ StaticModel::writeStaticBlockBytecode(const string &basename) const
if (simulation_type != BlockSimulationType::evaluateBackward
&& simulation_type != BlockSimulationType::evaluateForward)
{
- // Write temporary terms for derivatives
- write_eq_tt(blocks[block].size);
-
switch (simulation_type)
{
case BlockSimulationType::solveBackwardSimple:
@@ -876,14 +884,16 @@ StaticModel::writeStaticBlockBytecode(const string &basename) const
fstpr.write(code_file, instruction_number);
}
}
+
+ // Write temporary terms for derivatives
+ // Same remark as above
+ write_eq_tt(blocks[block].size);
+
FENDEQU_ fendequ_l;
fendequ_l.write(code_file, instruction_number);
// The Jacobian if we have to solve the block determinsitic bloc
- // Write temporary terms for derivatives
- write_eq_tt(blocks[block].size);
-
switch (simulation_type)
{
case BlockSimulationType::solveBackwardSimple:
--
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