From 45b260cf20496e219609d17a46d1b94de1d41be0 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 24 Apr 2020 17:09:28 +0200
Subject: [PATCH] VariableNode::getChainRuleDerivative: do not cache values in
ExprNode::derivatives
This field is used for standard derivatives. Using it also for chain rule
derivatives can only lead to wrong results.
---
src/ExprNode.cc | 28 +++++++++-------------------
1 file changed, 9 insertions(+), 19 deletions(-)
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index 6fb3c586..7de1de68 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -1387,27 +1387,17 @@ VariableNode::getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recur
case SymbolType::logTrend:
if (deriv_id == datatree.getDerivID(symb_id, lag))
return datatree.One;
- else
+ // If there is in the equation a recursive variable we could use a chaine rule derivation
+ else if (auto it = recursive_variables.find(datatree.getDerivID(symb_id, lag));
+ it != recursive_variables.end())
{
- // If there is in the equation a recursive variable we could use a chaine rule derivation
- if (auto it = recursive_variables.find(datatree.getDerivID(symb_id, lag));
- it != recursive_variables.end())
- {
- if (auto it2 = derivatives.find(deriv_id);
- it2 != derivatives.end())
- return it2->second;
- else
- {
- map<int, expr_t> recursive_vars2(recursive_variables);
- recursive_vars2.erase(it->first);
- expr_t d = datatree.AddUMinus(it->second->getChainRuleDerivative(deriv_id, recursive_vars2));
- derivatives[deriv_id] = d;
- return d;
- }
- }
- else
- return datatree.Zero;
+ map<int, expr_t> recursive_vars2(recursive_variables);
+ recursive_vars2.erase(it->first);
+ return datatree.AddUMinus(it->second->getChainRuleDerivative(deriv_id, recursive_vars2));
}
+ else
+ return datatree.Zero;
+
case SymbolType::modelLocalVariable:
return datatree.getLocalVariable(symb_id)->getChainRuleDerivative(deriv_id, recursive_variables);
case SymbolType::modFileLocalVariable:
--
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