From 98c08fd74b0d3721d8951b43b8ae8ada894a8eea Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Mon, 25 Jul 2016 13:43:34 -0400
Subject: [PATCH] preprocessor: check linear model hessian = 0. closes #419
---
DynamicModel.hh | 9 +++++++++
ModFile.cc | 7 +++++++
2 files changed, 16 insertions(+)
diff --git a/DynamicModel.hh b/DynamicModel.hh
index 9cef4cb0..9c0e670f 100644
--- a/DynamicModel.hh
+++ b/DynamicModel.hh
@@ -217,6 +217,9 @@ public:
//! Writes model initialization and lead/lag incidence matrix to output
void writeOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present, bool compute_xrefs, bool julia) const;
+ //! Return true if the hessian is equal to zero
+ inline bool checkHessianZero() const;
+
//! Adds informations for simulation in a binary file
void Write_Inf_To_Bin_File_Block(const string &dynamic_basename, const string &bin_basename,
const int &num, int &u_count_int, bool &file_open, bool is_two_boundaries) const;
@@ -492,6 +495,12 @@ public:
bool isChecksumMatching(const string &basename) const;
};
+inline bool
+DynamicModel::checkHessianZero() const
+{
+ return second_derivatives.empty();
+}
+
//! Classes to re-order derivatives for various sparse storage formats
class derivative
{
diff --git a/ModFile.cc b/ModFile.cc
index 05c7bce2..414a5130 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -519,6 +519,7 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output, bool compute_xr
bool hessian = mod_file_struct.order_option >= 2
|| mod_file_struct.identification_present
|| mod_file_struct.estimation_analytic_derivation
+ || linear
|| output == second
|| output == third;
bool thirdDerivatives = mod_file_struct.order_option == 3
@@ -532,6 +533,12 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output, bool compute_xr
}
else // No computing task requested, compute derivatives up to 2nd order by default
dynamic_model.computingPass(true, true, false, none, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs);
+
+ if (linear && !dynamic_model.checkHessianZero())
+ {
+ cerr << "ERROR: If the model is declared linear the second derivatives must be equal to zero." << endl;
+ exit(EXIT_FAILURE);
+ }
}
for (vector<Statement *>::iterator it = statements.begin();
--
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