fix details on mooncake extension

Author: Thore Kockerols

ext/MooncakeExt.jl

@@ -11,6 +11,7 @@ Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, typeof(MacroModelling.mul_re
 Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, MacroModelling.higher_order_caches{S,F}, typeof(MacroModelling.sparse_preallocated!), Matrix{S}} where {S <: Real, F <: AbstractFloat} true
 
 Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, AbstractFloat, typeof(MacroModelling.calculate_second_order_stochastic_steady_state), Val{:newton}, Matrix{Float64}, SparseArrays.AbstractSparseMatrix{Float64}, Vector{Float64}, MacroModelling.ℳ} true
+
 Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, AbstractFloat, typeof(MacroModelling.calculate_third_order_stochastic_steady_state), Val{:newton}, Matrix{Float64}, SparseArrays.AbstractSparseMatrix{Float64}, SparseArrays.AbstractSparseMatrix{Float64}, Vector{Float64}, MacroModelling.ℳ} true
 
 Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, MacroModelling.CalculationOptions, typeof(MacroModelling.get_NSSS_and_parameters), MacroModelling.ℳ, Vector{S}} where S <: AbstractFloat true
@@ -25,20 +26,27 @@ Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, MacroModelling.timings, Macr
 
 Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, MacroModelling.timings, AbstractMatrix{R}, MacroModelling.CalculationOptions, typeof(MacroModelling.calculate_second_order_solution), AbstractMatrix{R}, SparseArrays.SparseMatrixCSC{R}, AbstractMatrix{R}, MacroModelling.second_order_auxiliary_matrices, MacroModelling.caches} where R <: AbstractFloat true
 
-Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, MacroModelling.timings, AbstractMatrix{R}, MacroModelling.CalculationOptions, typeof(MacroModelling.calculate_second_order_solution), AbstractMatrix{R}, SparseArrays.SparseMatrixCSC{R}, SparseArrays.SparseMatrixCSC{R}, AbstractMatrix{R}, SparseArrays.SparseMatrixCSC{R}, MacroModelling.second_order_auxiliary_matrices, MacroModelling.third_order_auxiliary_matrices, MacroModelling.caches} where R <: AbstractFloat true
-
-
+Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, MacroModelling.timings, AbstractMatrix{R}, MacroModelling.CalculationOptions, typeof(MacroModelling.calculate_third_order_solution), AbstractMatrix{R}, SparseArrays.SparseMatrixCSC{R}, SparseArrays.SparseMatrixCSC{R}, AbstractMatrix{R}, SparseArrays.SparseMatrixCSC{R}, MacroModelling.second_order_auxiliary_matrices, MacroModelling.third_order_auxiliary_matrices, MacroModelling.caches} where R <: AbstractFloat true
 
 Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, Int, Float64, typeof(MacroModelling.find_shocks), Val{:LagrangeNewton}, Vector{Float64}, Vector{Float64}, AbstractMatrix{Float64}, ℒ.Diagonal{Bool, Vector{Bool}}, AbstractMatrix{Float64}, AbstractMatrix{Float64}, Vector{Float64}} true
 
 Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, Int, Float64, typeof(MacroModelling.find_shocks), Val{:LagrangeNewton}, Vector{Float64}, Vector{Float64}, Vector{Float64}, AbstractMatrix{Float64}, AbstractMatrix{Float64}, AbstractMatrix{Float64}, ℒ.Diagonal{Bool, Vector{Bool}}, AbstractMatrix{Float64}, AbstractMatrix{Float64}, AbstractMatrix{Float64}, Vector{Float64}} true
 
 Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, Int, Int, MacroModelling.CalculationOptions, Symbol, typeof(MacroModelling.calculate_inversion_filter_loglikelihood), Val{:first_order}, Vector{Vector{Float64}}, Matrix{Float64}, Matrix{Float64}, Union{Vector{String}, Vector{Symbol}}, MacroModelling.timings} true
+
 Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, Int, Int, MacroModelling.CalculationOptions, Symbol, typeof(MacroModelling.calculate_inversion_filter_loglikelihood), Val{:pruned_second_order}, Vector{Vector{Float64}}, Vector{AbstractMatrix{Float64}}, Matrix{Float64}, Union{Vector{String}, Vector{Symbol}}, MacroModelling.timings} true
+
 Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, Int, Int, MacroModelling.CalculationOptions, Symbol, typeof(MacroModelling.calculate_inversion_filter_loglikelihood), Val{:second_order}, Vector{Float64}, Vector{AbstractMatrix{Float64}}, Matrix{Float64}, Union{Vector{String}, Vector{Symbol}}, MacroModelling.timings} true
+
 Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, Int, Int, MacroModelling.CalculationOptions, Symbol, typeof(MacroModelling.calculate_inversion_filter_loglikelihood), Val{:pruned_third_order}, Vector{Vector{Float64}}, Vector{AbstractMatrix{Float64}}, Matrix{Float64}, Union{Vector{String}, Vector{Symbol}}, MacroModelling.timings} true
+
 Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, Int, Int, MacroModelling.CalculationOptions, Symbol, typeof(MacroModelling.calculate_inversion_filter_loglikelihood), Val{:third_order}, Vector{Float64}, Vector{AbstractMatrix{Float64}}, Matrix{Float64}, Union{Vector{String}, Vector{Symbol}}, MacroModelling.timings} true
 
+Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, Symbol, AbstractFloat, AbstractFloat, Bool, typeof(MacroModelling.solve_lyapunov_equation), AbstractMatrix{R}, AbstractMatrix{R}} where R <: AbstractFloat true
+
+Mooncake.@from_rrule Mooncake.DefaultCtx Tuple{Any, AbstractMatrix{<:AbstractFloat}, Symbol, AbstractFloat, AbstractFloat, MacroModelling.sylvester_caches, Bool,
+    ::typeof(MacroModelling.solve_sylvester_equation), AbstractMatrix{R}, AbstractMatrix{R}, AbstractMatrix{R}} where R <: AbstractFloat true
+
 
 function ChainRulesCore.rrule(func_ir::Any,
     ℂ::MacroModelling.higher_order_caches{T,F},
@@ -140,7 +148,7 @@ function ChainRulesCore.rrule(func_ir::Any,
     T::MacroModelling.timings,
     initial_guess::AbstractMatrix{R},
     opts::MacroModelling.CalculationOptions,
-    ::typeof(MacroModelling.calculate_second_order_solution),
+    ::typeof(MacroModelling.calculate_third_order_solution),
     ∇₁::AbstractMatrix{R},
     ∇₂::SparseArrays.SparseMatrixCSC{R},
     ∇₃::SparseArrays.SparseMatrixCSC{R},
@@ -149,7 +157,7 @@ function ChainRulesCore.rrule(func_ir::Any,
     M₂::MacroModelling.second_order_auxiliary_matrices,
     M₃::MacroModelling.third_order_auxiliary_matrices,
     ℂC::MacroModelling.caches) where {R<:AbstractFloat}
-    ChainRulesCore.rrule(MacroModelling.calculate_second_order_solution,
+    ChainRulesCore.rrule(MacroModelling.calculate_third_order_solution,
         ∇₁, ∇₂, ∇₃, 𝑺₁, 𝐒₂, M₂, M₃, ℂC;
         T=T, initial_guess=initial_guess, opts=opts)
 end