From b0c819cb03a37716adbbf73aa485993e9b44188b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Mon, 20 Jan 2020 17:23:51 +0100
Subject: [PATCH] =?UTF-8?q?Compute=203rd=20order=20dynamic=20derivatives?=
=?UTF-8?q?=20for=20=E2=80=9Cdynare=5Fsensitivity(identification)=E2=80=9D?=
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Ref. #40
---
src/ComputingTasks.cc | 8 ++++++--
src/ModFile.cc | 2 +-
2 files changed, 7 insertions(+), 3 deletions(-)
diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index f999bee0..955d5bbb 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -1275,7 +1275,11 @@ DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct, Warning
{
if (auto it = options_list.num_options.find("identification");
it != options_list.num_options.end() && it->second == "1")
- mod_file_struct.identification_present = true;
+ {
+ mod_file_struct.identification_present = true;
+ // The following triggers 3rd order derivatives, see preprocessor#40
+ mod_file_struct.identification_order = max(mod_file_struct.identification_order, 2);
+ }
mod_file_struct.sensitivity_present = true;
}
@@ -2731,7 +2735,7 @@ IdentificationStatement::checkPass(ModFileStructure &mod_file_struct, WarningCon
mod_file_struct.identification_order = max(mod_file_struct.identification_order, order);
}
else
- // The default value for order is 1 (which triggers 2nd order dynamic derivatives)
+ // The default value for order is 1 (which triggers 2nd order dynamic derivatives, see preprocessor#40)
mod_file_struct.identification_order = max(mod_file_struct.identification_order, 1);
}
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 20c27c37..84e2588d 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -779,7 +779,7 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output, int params_deri
exit(EXIT_FAILURE);
}
int derivsOrder = max(mod_file_struct.order_option,
- mod_file_struct.identification_order + 1);
+ mod_file_struct.identification_order + 1); // See preprocessor#40
if (mod_file_struct.sensitivity_present || linear || output == FileOutputType::second)
derivsOrder = max(derivsOrder, 2);
if (mod_file_struct.estimation_analytic_derivation || output == FileOutputType::third)
--
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