C++ Runtime error - 3rd order app

domel_s · January 12, 2015, 11:14am

Dear colleagues,

I am using Dynare 4.4.2 and Matlab 2014b (the problem also appears for Dynare 4.3.3 and Matlab 2012b). I encountered a problem with solving the model using 3rd order app for some parameters sets. I am receiving Microsoft Visual C++ Runtime error after which Matlab requests to be closed. This is particularly problematic when I am running the loop over some parameter sets and suddenly encounter this error since the loop cannot be continued. The solution that I am looking for would probably involve avoiding closing the Matlab when the loop runs (i.e. try…catch statement). I am ready to send the mod file if necessary.

I would be very thankful for your help!!
Best regards,
Dominik

P.S. I forgot to mention that the model solves (without any error) for 1st and 2nd order app.

The details of the error are as follows:

“This application has requested the Runtime to terminate it in an unusual way”

      std::terminate() detected at Mon Jan 12 12:12:32 2015

Configuration:
Crash Decoding : Disabled
Default Encoding : windows-1252
Graphics card 1 : Intel Corporation ( 0x8086 ) Intel® HD Graphics Family Version 10.18.10.3412
MATLAB Architecture: win64
MATLAB Root : D:\mat_ext\R2014b
MATLAB Version : 8.4.0.150421 (R2014b)
Operating System : Microsoft Windows 7 Enterprise
Processor ID : x86 Family 6 Model 69 Stepping 1, GenuineIntel
Software OpenGL : 0
Virtual Machine : Java 1.7.0_11-b21 with Oracle Corporation Java HotSpot™ 64-Bit Server VM mixed mode
Window System : Version 6.1 (Build 7601: Service Pack 1)

Fault Count: 1

Abnormal termination:
std::terminate()

Register State (captured):
RAX = 00000000044eea01 RBX = 0000000004010030
RCX = 000000000400f9f0 RDX = 0000000000000000
RSP = 000000000400f560 RBP = 00000000040107e0
RSI = 00000000044dea60 RDI = 00000000044eeab0

R8 = 000007fffffde000 R9 = 000007fee8c60000
R10 = 00000000044deab0 R11 = 00000000044deab0
R12 = 00000000fd7f3f01 R13 = 00000000040105f8
R14 = 0000000000000000 R15 = 0000000000000000

RIP = 000000000431432a EFL = 00000206

CS = 0033 FS = 0053 GS = 002b

Stack Trace (captured):
0] 0x000000000431432a 1] 0x0000000004310bb4 2] 0x00000000043130f6 3] 0x00000000fd0f2e45 4] 0x00000000fd0f25c1 5] 0x00000000fd0f26aa 6] 0x00000000fd0ef0ca 7] 0x00000000fd0f3938 8] 0x000007fee8ccd56c 9] 0x00000000ec75c827 10] 0x00000000ec7646fb 11] 0x00000000ec767cb3 12] 0x0000000005541e90 13] 0x0000000005554ad3 14] 0x0000000005629c90 15] 0x0000000005623905 16] 0x00000000fd7411e8 17] 0x00000000fd73a315 18] 0x00000000fd7911c6 19] 0x00000000fd790eab 20] 0x00000000fd73bdb8 21] 0x00000000fd6aeaf3 22] 0x000000000575a620 23] 0x000000000575a5f0 24] 0x000000000575a5d2 25] 0x0000000005761038 26] 0x00000000057612ba 27] 0x0000000076ce43a1 28] 0x0000000076ce41b0 29] 0x000007fefe3899e2 30] 0x000007fefe3c541c 31] 0x0000000015a4bbd8 32] 0x0000000015a31c82 33] 0x0000000015ace440 34] 0x0000000015a31d16 35] 0x0000000015ad30f2 36] 0x0000000015997d7e 37] 0x00000000159a48e5 38] 0x00000000159a54d8 39] 0x0000000015992fa1 40] 0x00000000fc5f3701 41] 0x00000000fc5f2762 42] 0x00000000fc5f2248 43] 0x00000000055505e3 44] 0x0000000005550aee 45] 0x0000000005662b2f 46] 0x00000000056640c0 47] 0x0000000005661b4f 48] 0x0000000005661ab1 49] 0x000000000568406f 50] 0x00000000056827af 51] 0x0000000005681359 52] 0x00000000055505e3 53] 0x0000000005550aee 54] 0x0000000005662b2f 55] 0x00000000056640c0 56] 0x0000000005661b4f 57] 0x0000000005661ab1 58] 0x000000000568406f 59] 0x00000000056827af 60] 0x0000000005681359 61] 0x00000000055505e3 62] 0x0000000005550aee 63] 0x0000000005662b2f 64] 0x00000000056640c0 65] 0x0000000005661b4f 66] 0x0000000005661ab1 67] 0x000000000568406f 68] 0x00000000056827af 69] 0x0000000005681359 70] 0x00000000055505e3 71] 0x0000000005550aee 72] 0x0000000005662b2f 73] 0x00000000056640c0 74] 0x0000000005661b4f 75] 0x0000000005661ab1 76] 0x000000000568406f 77] 0x00000000056827af 78] 0x0000000005681359 79] 0x00000000055505e3 80] 0x0000000005550aee 81] 0x000000000563b606 82] 0x000000000563aa20 83] 0x0000000005639219 84] 0x0000000005638de5 85] 0x000000000568b708 86] 0x0000000005663ea5 87] 0x0000000005661b4f 88] 0x0000000005661ab1 89] 0x000000000568406f 90] 0x00000000056827af 91] 0x0000000005681359 92] 0x00000000055507a4 93] 0x0000000005550aee 94] 0x0000000005662b2f 95] 0x000000000574b6f7 96] 0x0000000005665592 97] 0x0000000005661b4f 98] 0x0000000005661ab1 99] 0x000000000568406f [100] 0x00000000056827af [101] 0x0000000005681359 [102] 0x00000000055507a4 [103] 0x0000000005550aee [104] 0x0000000005662b2f [105] 0x000000000574b6f7 [106] 0x0000000005665592 [107] 0x0000000005661b4f [108] 0x0000000005661ab1 [109] 0x000000000568406f [110] 0x00000000056827af [111] 0x0000000005681359 [112] 0x00000000055507a4 [113] 0x0000000005550aee [114] 0x00000000056b4a88 [115] 0x00000000056b4a04 [116] 0x00000000056b49c5 [117] 0x00000000056b4992 [118] 0x00000000056b4947 [119] 0x000000000562d69d [120] 0x000000000575525d [121] 0x0000000005755181 [122] 0x0000000006bce31d [123] 0x0000000006bced09 [124] 0x00000000fd0dd834 [125] 0x00000000fd0a68e7 [126] 0x00000000fd0a6923 [127] 0x00000000fd0a7121 D:\mat_ext\R2014b\bin\win64\libmwfl.dll+00082730 fl::diag::windows::context_base::capture_data+00000010
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jpfeifer · January 12, 2015, 7:57pm

Could you please provide me with a file to replicate the issue.

hscbsc · June 28, 2016, 11:50pm

Hi,

Even I am facing an error similar to that of Dominik.

When using a windows 10 machine with Dynare 4.4.3 and matlab 2013b, I replicate exact error as he is facing.
When using an Ubuntu 14.04 with Dynare 4.4.3 and matlab 2014a, I get the error copied in the error.txt file.

Rest of the files attached were used when encountered the error. This is a simple example and I am facing the same issue in more developed models.

Please suggest how to move ahead.

Thank you.
Rec1.mod (1.22 KB)
error.txt (15 KB)
Objfn.m (956 Bytes)
Smm.m (613 Bytes)

jpfeifer · June 29, 2016, 7:10am

Thank you for reporting this. We will investigate the issue. Unfortunately, this is tricky and might take some time. You can keep track at github.com/DynareTeam/dynare/issues/1246

hscbsc · June 29, 2016, 4:58pm

Hi Johannes,

Thank you again. I will keep a track of the link for updates.

After I reported this, I tried working on it. For now I have been able to resolve the problem, however it will be great if you can review what I am doing is correct. I followed these steps:

I captured the value of the parameters where the error was occurring.
I ran the mod file standalone, i.e. using the steady, check commands and not resol as in obj fn.
In the toy example I reported and other models I am working on, the parameter values gave either of these errors:

Steady state is complex, or
Jacobian is Nan, or
One of the eigenvalues is close to 0/0 …

This seems to be related to use of options_.k_order_solver=1 (as discussed in the Estimation of Third-order model). When using resol.m in obj fn, after enabling options_.k_order_solver=1 it always call k_order_pert.m (from stochastic_solver.m). However, if a set of parameter values does not generate valid SS, Jacobian or eigenvalues k_order_pert causes the crash.
When using standalone mod file, dynare uses the check where it doesn’t set options_.k_order_solver=1 and k_order_pert.m isn’t called. For an invalid parameter set, dynare throws an error and stops.

So, instead of using this part of code (checking for info) after resol in obj fn.
if info ~= 0
obj = 10e+6;
return
end

I call check:
options_.k_order_solver=0;
[info] = checkD(M_, options_, oo_);
if info~=0
obj = 10e+6;
disp(‘Check failed’);
return
end

Then use options_.k_order_solver=1; and call resol.
This has helped in resolving the issue. Hopefully this helps in clarifying the problem more. Please let me know if this is fine.

Thank you again.

jpfeifer · June 29, 2016, 5:40pm

What you report is actually a user error. When you look at the SMM-code to Born/Pfeifer (2014), you will see that error codes returned by resol must be correctly handled. You cannot simply try to solve the model when something went wrong earlier. Thus,

if info~=0 obj = 10e+6; disp('Check failed'); return end
is actually required here. The issue I opened a ticket for is different, though. That’s why I did not spot your additional problem.

hscbsc · June 29, 2016, 5:52pm

Thanks.

Yes, I modified my obj fn to follow SMM code as you mentioned. I just do a prior 'check ’ as dynare does in usual case.
Then I follow Born/Pfeifer (2014) code:

[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_); %run model solution in Dynare
if info %solution was not successful
info
fval=10e6+sum([xopt(1),xopt(2),xopt(3),log(xopt(4)) ].^2); %return with penalty
else
…

I guess now the error handling is correct.
Though, I will keep track of the ticket

Thanks.

hscbsc · July 13, 2016, 8:16pm

Dear Johannes,

I am facing another issue with Matlab crashing. This time, Matlab crashes but not at k_order_pert(). Surprisingly, I have a laptop with Windows 10 Home and Desktop with Windows 10 Pro. Both have dynare version 4.4.3. It crashes on Desktop and not on Laptop !

I backtraced the info value:
When running check.m, resol() at Line 73 does not return info = 2 16 14 (as it does in laptop), but info=0 . And so dynare doesn’t throws an error at print_info and moves to ‘eigenvalues_ = dr.eigval’ where Matlab crashes.
resol.m Line 137
stochastic_solvers.m Line 217
dyn_first_order_solver Line 216
Here, I am guessing we use mjdgges MEX file.

On Ubuntu dynare distribution / Desktop Dynare all these info=0.
However on a windows laptop dynare 4.4.3, info = 2 16 14.

Since I am using the mod file in optimization I can’t really control the parameters.

In fact this problem has troubled me lately. I was using ubuntu 14.04 with dynare 4.4.3 earlier and it kept on crashing. I reinstalled Windows 10 on the system to see if I can get rid of the issue, but the issue persist. I am attaching the mod file, Matlab crash report and the print_info error raised on the laptop when the Matlab doesn’t crash.

I am not sure whether this is replicable, I guess one way to check is ’ when running check.m, resol() at Line 73 if it returns info = 0, then dynare will not stop at print_info’.
print_info error.txt (440 Bytes)
matlab crash.txt (18.8 KB)
modfile.mod (2.82 KB)

jpfeifer · July 14, 2016, 10:35am

Thanks for pointing this out. Unfortunately, this issue is complicated. I opened a ticket at github.com/DynareTeam/dynare/issues/1250.

jpfeifer · July 17, 2016, 11:15am

The issue you face is solved in today’s snapshot

hscbsc · July 18, 2016, 4:18am

Thnx a lot for the help.

hscbsc · July 19, 2016, 7:11am

Hi Johannes,

Thnx again for the help. However, I am still facing the same issue. I reinstalled dynare following the instructions at dynare.org/DynareWiki/Instal … anOrUbuntu.
Also, this is just to note (I am not sure whether this makes any difference) when I installed dynare I chose the option to rename Matlab gcc libraries in case of conflict.

Please let me know if I did some error in installations / or when updating dynare.

jpfeifer · July 19, 2016, 9:21am

AFAIK that only works with the stable version. You need to use the unstable version. See github.com/DynareTeam/dynare on how to build Dynare from source.