From ce282dc29c4e12611a7e6733ce25df8c8e52c7ae Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Thu, 14 Oct 2021 16:18:17 +0200
Subject: [PATCH] local_state_space_iteration_2 MEX: fix bug when there are
more shocks that states
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The code that computes ghx·yhat+ghu·u (both with and without pruning) was
making the implicit assumption that q⩽n, i.e. that the number of shocks is less
than or equal to the number of states. If q>n, it would try to read invalid
memory references in ghx and yhat, and would thus either crash or return dummy
results.
Closes: #1820
---
.../local_state_space_iteration_2.cc | 26 +++++--------------
1 file changed, 7 insertions(+), 19 deletions(-)
diff --git a/mex/sources/local_state_space_iterations/local_state_space_iteration_2.cc b/mex/sources/local_state_space_iterations/local_state_space_iteration_2.cc
index bf2209f0fc..8c81fdfbf6 100644
--- a/mex/sources/local_state_space_iterations/local_state_space_iteration_2.cc
+++ b/mex/sources/local_state_space_iterations/local_state_space_iteration_2.cc
@@ -1,5 +1,5 @@
/*
- * Copyright © 2010-2019 Dynare Team
+ * Copyright © 2010-2021 Dynare Team
*
* This file is part of Dynare.
*
@@ -80,16 +80,10 @@ ss2Iteration_pruning(double *y2, double *y1, const double *yhat2, const double *
int variable_ = variable + particle_;
// +ghx·yhat2+ghu·u
#ifdef FIRST_ORDER_LOOP
- for (int column = 0, column_ = 0; column < q; column++, column_ += m)
- {
- int i1 = variable+column_;
- int i2 = column+particle__;
- int i3 = column+particle___;
- y2[variable_] += ghx[i1]*yhat2[i2];
- y2[variable_] += ghu[i1]*epsilon[i3];
- }
- for (int column = q, column_ = q*m; column < n; column++, column_ += m)
+ for (int column = 0, column_ = 0; column < n; column++, column_ += m)
y2[variable_] += ghx[variable+column_]*yhat2[column+particle__];
+ for (int column = 0, column_ = 0; column < q; column++, column_ += m)
+ y2[variable_] += ghu[variable+column_]*epsilon[column+particle___];
#endif
// +ghxx·yhat1⊗yhat1
for (int i = 0; i < n*(n+1)/2; i++)
@@ -163,16 +157,10 @@ ss2Iteration(double *y, const double *yhat, const double *epsilon,
int variable_ = variable + particle_;
// +ghx·yhat+ghu·u
#ifdef FIRST_ORDER_LOOP
- for (int column = 0, column_ = 0; column < q; column++, column_ += m)
- {
- int i1 = variable+column_;
- int i2 = column+particle__;
- int i3 = column+particle___;
- y[variable_] += ghx[i1]*yhat[i2];
- y[variable_] += ghu[i1]*epsilon[i3];
- }
- for (int column = q, column_ = q*m; column < n; column++, column_ += m)
+ for (int column = 0, column_ = 0; column < n; column++, column_ += m)
y[variable_] += ghx[variable+column_]*yhat[column+particle__];
+ for (int column = 0, column_ = 0; column < q; column++, column_ += m)
+ y[variable_] += ghu[variable+column_]*epsilon[column+particle___];
#endif
// +ghxx·yhat⊗yhat
for (int i = 0; i < n*(n+1)/2; i++)
--
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