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Fix an invalid memory access in k_order_perturbation DLL. 

In the case where a 2nd/3rd derivative is symbolically not zero but numerically
zero at the evaluation point, the last lines of the g2/g3 matrices (in
KordpDynare::calcDerivativesAtSteady()) where uninitialized (these matrices
store the sparse hessian/3rd-deriv in coordinate list form, i.e. with 3 columns
and as many rows as non-zero elements). When reconstructing the dense
hessian/3rd-deriv matrix out of g2/g3, this would result in invalid memory
accesses.
time-shift
Sébastien Villemot 2014-03-21 17:22:29 +01:00
parent 59696026e9
commit 050b495a52
2 changed files with 17 additions and 2 deletions
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13
mex/sources/k_order_perturbation/dynamic_abstract_class.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2010-2011 Dynare Team
* Copyright (C) 2010-2014 Dynare Team
*
* This file is part of Dynare.
*
@ -52,5 +52,16 @@ DynamicModelAC::unpackSparseMatrix(mxArray *sparseMat)
newMat[retvalind2++] = ptr[rind];
}
/* If there are less elements than Nzmax (that might happen if some
derivative is symbolically not zero but numerically zero at the evaluation
point), then fill in the matrix with empty entries, that will be
recognized as such by KordpDynare::populateDerivativesContainer() */
while (retvalind0 < (int) sizeRowIdxVector)
{
newMat[retvalind0++] = 0;
newMat[retvalind1++] = 0;
newMat[retvalind2++] = 0;
}
return newMat;
}

6
mex/sources/k_order_perturbation/k_ord_dynare.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2008-2013 Dynare Team
* Copyright (C) 2008-2014 Dynare Team
*
* This file is part of Dynare.
*
@ -194,6 +194,8 @@ KordpDynare::populateDerivativesContainer(const TwoDMatrix &g, int ord, const ve
{
int j = (int) g.get(i, 0)-1; // hessian indices start with 1
int i1 = (int) g.get(i, 1) -1;
if (j < 0 || i1 < 0)
continue; // Discard empty entries (see comment in DynamicModelAC::unpackSparseMatrix())
int s0 = i1 / nJcols;
int s1 = i1 % nJcols;
if (s0 < nJcols1)
@ -222,6 +224,8 @@ KordpDynare::populateDerivativesContainer(const TwoDMatrix &g, int ord, const ve
{
int j = (int) g.get(i, 0)-1;
int i1 = (int) g.get(i, 1) -1;
if (j < 0 || i1 < 0)
continue; // Discard empty entries (see comment in DynamicModelAC::unpackSparseMatrix())
int s0 = i1 / nJcols2;
int i2 = i1 % nJcols2;
int s1 = i2 / nJcols;