From dfbf1989d3a850626283b04f93a9f61d99e7c9cb Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien.villemot@ens.fr>
Date: Mon, 7 Feb 2011 11:12:32 +0100
Subject: [PATCH] K-order DLL: add test for NaN/Inf in param/steady-state
vectors to avoid crashes (thanks to J. Pfeifer for reporting this) (cherry
picked from commit 0f9ec8b2dc496218bcd3f9f8e8abac30c1864184)
---
mex/sources/k_order_perturbation/k_order_perturbation.cc | 6 ++++++
1 file changed, 6 insertions(+)
diff --git a/mex/sources/k_order_perturbation/k_order_perturbation.cc b/mex/sources/k_order_perturbation/k_order_perturbation.cc
index 6ee2b06b61..8cfd3c5329 100644
--- a/mex/sources/k_order_perturbation/k_order_perturbation.cc
+++ b/mex/sources/k_order_perturbation/k_order_perturbation.cc
@@ -106,16 +106,22 @@ extern "C" {
double *dparams = (double *) mxGetData(mxFldp);
int npar = (int) mxGetM(mxFldp);
Vector modParams(dparams, npar);
+ if (!modParams.isFinite())
+ DYN_MEX_FUNC_ERR_MSG_TXT("The parameters vector contains NaN or Inf");
mxFldp = mxGetField(M_, 0, "Sigma_e");
dparams = (double *) mxGetData(mxFldp);
npar = (int) mxGetN(mxFldp);
TwoDMatrix vCov(npar, npar, dparams);
+ if (!vCov.isFinite())
+ DYN_MEX_FUNC_ERR_MSG_TXT("The covariance matrix of shocks contains NaN or Inf");
mxFldp = mxGetField(dr, 0, "ys"); // and not in order of dr.order_var
dparams = (double *) mxGetData(mxFldp);
const int nSteady = (int) mxGetM(mxFldp);
Vector ySteady(dparams, nSteady);
+ if (!ySteady.isFinite())
+ DYN_MEX_FUNC_ERR_MSG_TXT("The steady state vector contains NaN or Inf");
mxFldp = mxGetField(dr, 0, "nstatic");
const int nStat = (int) mxGetScalar(mxFldp);
--
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