Dear Sebastien
Thanks,
Just to recap, both dr1.m and k-order-perturbation.dll are affected but only k-order-perturbation would need to be fixed to cope with this change since dr1.m will not be using USE_DLL mex option anyway.
Best regards
George Perendia
----- Original Message ----- From: "Sébastien Villemot" sebastien.villemot@ens.fr To: dev@dynare.org Sent: Thursday, June 25, 2009 1:09 PM Subject: Re: [DynareDev] 2nd and 3rd model derivatives + k-order
Le jeudi 25 juin 2009 à 12:59 +0100, G. Perendia a écrit :
However, I do not quite understand what do you mean with USE_DLL is roken - is it because sparse matrix is now returned and the k-order is broken?
USE_DLL is broken in the sense that the matrix returned by the MEX file at the place of g2 is no longer square: it has only 3 columns describing the hessian in a sparse way. So dr1.m is completely confused with USE_DLL option at order 2: it expects a square hessian and it gets a 3-columns matrix.
Can you remind me how is _dynamic MEX/dll file, used by k-order.dll, then produced - is USE_DLL going to stay as option e.g. for 2nd order or is
it
going to be discontinued?
We are going to drop USE_DLL option. We will then add an option like "korderpert" to stoch_simul, which will trigger the call to the k-order DLL. And ultimately we will drop the generation of MEX files containing the model, to replace it by a simulated bytecode. The interface to k-order DLL will then need to be changed.
Is jacobia_ still a full matrix?
Yes, nothing changed for the Jacobian