Re: [Gretl-users] Possible bug in richardson_gradient

On Sun, 30 Mar 2014, GOO Creations wrote: > I think this might be a bug. When using the ARMA model, I sometimes get a > message "numerical gradient: switching to Richardson". However, once I get > this message, nothing else happens, but the CPU stays at 100%. After closer > inspection, I've noticed that the richardson_gradient function in > lib/src/gretl_bfgs.c never returns (so some kind of infinite loop in there). You're right, it was a bug. But it was fixed in CVS, in revision 104 of gretl_bfgs.c in December of last year. > So I did some debugging and believe this is the problems: > > The last part of the function has 2 nested loops as follows: > > / for (m=0; m<r-1; m++) {// > // for (k=0; k<r-m; k++) {// > // df[k] = (df[k+1] * p4m - df[k]) / (p4m - 1.0);// > // }// > // p4m *= 4.0;// > // }// > / > > > At the beginning of the function, r is initialized to RSTEPS which is 4, and > the array df has RSTEPS elements. When looking at the code above, we can see > that once the outer loop starts, m is 0. The inner loop will therefore run > from k=0 to k<r-m. r is 4, m = 0, therefore r-m=4-0=4. The inner loop will > therefore run with k equal to 0, 1, 2 and 3. Now inside the inner loop, we > access df[k+1]. If k=3, we will access df[3+1] which is df[4]. Since df has a > size of 4, we are accessing an invalid index (max of 3 allowed). This > probably causes some important memory to be overriden, and the inner loop > becomes infinite. For some reason (I think some memory problems), the inner > loop will just keep running. The value of k will increase (0, 1, 2, 3, 4, 5, > ... to infinity) and the value of r-m will stay at 4, but for some reason the > loop doesn't exit (so the check k<r-m will not stop the loop, even if k > exceeds 3). > > If you remove the statement: > > /df[k] = (df[k+1] * p4m - df[k]) / (p4m - 1.0);/ > > / > /from the inner loop, everything works perfectly. I therefore think the > access df[k+1] causes the problem. > > Is this a bug or am I missing something? > > Regards > Chris >