I uploaded a modification to k_dyn_order.cpp that should take care of the change of format of the Hessian passed *_dynamic.dll
I didn't have time to test it or even to compile it, but it should give you the idea. George, could you please test it and report any problem
Many thanks
Michel
G. Perendia wrote:
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