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.
Sébastien Villemot
Sébastien Villemot
Houtan Bastani