helske / crashtest Goto Github PK

[1] "iteration 1"
[1] "first model"
[1] "create matrices"
[1] "second model"
[1] "rebuild first model"
[1] "repeat millstein function 100,000 times"
[1] "iteration 2"
[1] "first model"
[1] "create matrices"
[1] "second model"
[1] "rebuild first model"
[1] "repeat millstein function 100,000 times"
[1] "iteration 3"
[1] "first model"
[1] "create matrices"
[1] "second model"
[1] "rebuild first model"
[1] "repeat millstein function 100,000 times"
==26398== Jump to the invalid address stated on the next line
==26398==    at 0x1DD75010: ???
==26398==    by 0x4F7D026: R_RunWeakRefFinalizer (in /usr/lib/R/lib/libR.so)
==26398==    by 0x4F7D213: ??? (in /usr/lib/R/lib/libR.so)
==26398==    by 0x4F4A679: Rf_eval (in /usr/lib/R/lib/libR.so)
==26398==    by 0x4F4EA11: ??? (in /usr/lib/R/lib/libR.so)
==26398==    by 0x4F4AB99: Rf_eval (in /usr/lib/R/lib/libR.so)
==26398==    by 0x4F4D723: ??? (in /usr/lib/R/lib/libR.so)
==26398==    by 0x4F4AA9F: Rf_eval (in /usr/lib/R/lib/libR.so)
==26398==    by 0x4F4CABE: ??? (in /usr/lib/R/lib/libR.so)
==26398==    by 0x4F42F67: ??? (in /usr/lib/R/lib/libR.so)
==26398==    by 0x4F50D55: ??? (in /usr/lib/R/lib/libR.so)
==26398==    by 0x4F512FF: ??? (in /usr/lib/R/lib/libR.so)
==26398==  Address 0x1dd75010 is not stack'd, malloc'd or (recently) free'd
==26398== 

 *** caught segfault ***
address 0x1dd75010, cause 'memory not mapped'
An irrecoverable exception occurred. R is aborting now ...
==26398== 
==26398== Process terminating with default action of signal 11 (SIGSEGV)
==26398==    at 0x547451D: raise (raise.c:53)
==26398==    by 0x547466F: ??? (in /lib/x86_64-linux-gnu/libpthread-2.24.so)
==26398==    by 0x1DD7500F: ???
==26398== 
==26398== HEAP SUMMARY:
==26398==     in use at exit: 259,162,338 bytes in 28,465 blocks
==26398==   total heap usage: 315,728 allocs, 287,263 frees, 1,311,929,706 bytes allocated
==26398== 
==26398== LEAK SUMMARY:
==26398==    definitely lost: 0 bytes in 0 blocks
==26398==    indirectly lost: 0 bytes in 0 blocks
==26398==      possibly lost: 0 bytes in 0 blocks
==26398==    still reachable: 259,162,338 bytes in 28,465 blocks
==26398==                       of which reachable via heuristic:
==26398==                         newarray           : 4,264 bytes in 1 blocks
==26398==         suppressed: 0 bytes in 0 blocks
==26398== Reachable blocks (those to which a pointer was found) are not shown.
==26398== To see them, rerun with: --leak-check=full --show-leak-kinds=all
==26398== 
==26398== For counts of detected and suppressed errors, rerun with: -v
==26398== ERROR SUMMARY: 1 errors from 1 contexts (suppressed: 0 from 0)
Segmentation fault (core dumped)

library(crashtest)
simulate.data <- function(Tn=10, x0=1, sigma_x=1, sigma_y=1, mu=0, dt=1) {
  x <- x0
  y <- rep(NA,Tn)
  for (k in 1:Tn) {
    x <- x*exp((mu-0.5*sigma_x^2)*dt + sqrt(dt) * rnorm(1, sd=sigma_x))
    y[k] <- rnorm(1, mean=log(x), sd=sigma_y)
  }
  return(y)
}
set.seed(834)
n <- 50
y <- simulate.data(n, mu = 0.05, sigma_x = 0.2, sigma_y = 1)

for (i in 1:10) {
  print(paste0("iteration ", i))
  Rcpp::sourceCpp("sde_functions1.cpp", rebuild = TRUE)
  pntrs <- create_pntrs()
  # this seems to be crucial, altough looks to be irrelevant. Probably triggers gc at some point?
  print("create matrices")
  a <- matrix(1000^2, 1000, 1000)

  print("repeat millstein function 100,000 times")
  for (j in 1:100000)
    out <- milstein(1, 4, 1, c(0.05, 0.2, 1), pntrs$drift, pntrs$diffusion, pntrs$ddiffusion, TRUE, 1)

}