second derivatives of jacobian w.r.t. parameters

DynamicModel.cc

@@ -2657,6 +2657,20 @@ DynamicModel::computeParamsDerivatives()
           jacobian_params_derivatives[make_pair(eq, make_pair(var, param))] = d2;
         }
 
+      for (second_derivatives_type::const_iterator it2 = jacobian_params_derivatives.begin();
+           it2 != jacobian_params_derivatives.end(); it2++)
+        {
+          int eq = it2->first.first;
+          int var = it2->first.second.first;
+          int param1 = it2->first.second.second;
+          NodeID d1 = it2->second;
+
+          NodeID d2 = d1->getDerivative(param);
+          if (d2 == Zero)
+            continue;
+          jacobian_params_second_derivatives[make_pair(eq, make_pair(var, make_pair(param1, param)))] = d2;
+        }
+
       for (second_derivatives_type::const_iterator it2 = second_derivatives.begin();
            it2 != second_derivatives.end(); it2++)
         {
@@ -2750,9 +2764,30 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
       paramsDerivsFile << ";" << endl;
     }
 
+  // Write jacobian second derivatives
+  paramsDerivsFile << "gpp = zeros(" << equation_number() << ", " << dynJacobianColsNbr << ", "
+                   << symbol_table.param_nbr() << ", " << symbol_table.param_nbr() << ");" << endl;
+
+  for (third_derivatives_type::const_iterator it = jacobian_params_second_derivatives.begin();
+       it != jacobian_params_second_derivatives.end(); it++)
+    {
+      int eq = it->first.first;
+      int var = it->first.second.first;
+      int param1 = it->first.second.second.first;
+      int param2 = it->first.second.second.second;
+      NodeID d2 = it->second;
+
+      int var_col = getDynJacobianCol(var) + 1;
+      int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
+      int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
+
+      paramsDerivsFile << "gpp(" << eq+1 << ", " << var_col << ", " << param1_col << ", " << param2_col << ") = ";
+      d2->writeOutput(paramsDerivsFile, oMatlabDynamicModel, params_derivs_temporary_terms);
+      paramsDerivsFile << ";" << endl;
+    }
 
   // Write hessian derivatives
-  paramsDerivsFile << "gp = zeros(" << equation_number() << ", " << dynJacobianColsNbr << ", "
+  paramsDerivsFile << "hp = zeros(" << equation_number() << ", " << dynJacobianColsNbr << ", "
                    << dynJacobianColsNbr << ", " << symbol_table.param_nbr() << ");" << endl;
 
   for (third_derivatives_type::const_iterator it = hessian_params_derivatives.begin();

DynamicModel.hh

@@ -71,6 +71,13 @@ private:
   */
   second_derivatives_type jacobian_params_derivatives;
 
+  //! Second derivatives of the jacobian w.r. to parameters
+  /*! First index is equation number, second is endo/exo/exo_det variable, and third and fourth are parameters.
+    Only non-null derivatives are stored in the map.
+    Variable and parameter indices are those of the getDerivID() method.
+  */
+  third_derivatives_type jacobian_params_second_derivatives;
+
   //! Derivatives of the hessian w.r. to parameters
   /*! First index is equation number, first and second are endo/exo/exo_det variable, and third is parameter.
     Only non-null derivatives are stored in the map.