ROOT » MATH » MATHCORE » ROOT::Math::BrentMinimizer1D

class ROOT::Math::BrentMinimizer1D: private ROOT::Math::IMinimizer1D

   User class for performing function minimization

   It will use the Brent Method for function minimization in a given interval.
   First, a grid search is used to bracket the minimum value
   with the a step size = (xmax-xmin)/npx. The step size
   can be controlled via the SetNpx() function. A default value of npx = 100 is used.
   The default value con be changed using the static method SetDefaultNpx.
   If the function is unimodal or if its extrema are far apart, setting the fNpx to
   a small value speeds the algorithm up many times.
   Then, Brent's method is applied on the bracketed interval.
   If the Brent method fails to converge the bracketing is repeted on the latest best estimate of the
   interval. The procedure is repeted with a maximum value (default =10) which can be set for all
   BrentRootFinder classes with the method SetDefaultNSearch

   This class is implemented from TF1::GetMinimum.

   To use the class, three steps have to be taken:
       1. Create the class.
       2. Set a function within an interval to look for the minimum.
       3. Call the Minimize function with the error parameters.

   If another minimization is to be performed, repeat the last two steps.

   @ingroup Min1D

Function Members (Methods)

ROOT::Math::BrentMinimizer1DBrentMinimizer1D(const ROOT::Math::BrentMinimizer1D&)
virtual doubleFValLower() const
virtual doubleFValMinimum() const
virtual doubleFValUpper() const
virtual intIterations() const
virtual boolMinimize(int maxIter, double absTol = 1.0E-8, double relTol = 1.0E-10)
virtual const char*Name() const
ROOT::Math::BrentMinimizer1D&operator=(const ROOT::Math::BrentMinimizer1D&)
static voidSetDefaultNpx(int npx)
static voidSetDefaultNSearch(int n)
voidSetFunction(const ROOT::Math::IGenFunction& f, double xlow, double xup)
voidSetLogScan(bool on)
voidSetNpx(int npx)
virtual intStatus() const
virtual doubleXLower() const
virtual doubleXMinimum() const
virtual doubleXUpper() const

Data Members

const ROOT::Math::IGenFunction*fFunctionPointer to the function.
boolfLogScanflag to control usage of a log scan
intfNIterNumber of iterations needed for the last estimation.
intfNpxNumber of points to bracket minimum with grid (def is 100)
intfStatusStatus of code of the last estimate
doublefXMaxUpper bound of the search interval
doublefXMinLower bound of the search interval.
doublefXMinimumPosition of the stimated minimum.

Class Charts

Inheritance Inherited Members Includes Libraries
Class Charts

Function documentation

 Default Constructor. 
virtual ~BrentMinimizer1D()
 Default Destructor. 
double XMinimum() const
 Return current estimate of the position of the minimum. 
{ return fXMinimum; }
double XLower() const
 Return current lower bound of the minimization interval. 
{ return fXMin; }
double XUpper() const
 Return current upper bound of the minimization interval. 
{ return fXMax; }
double FValMinimum() const
 Return function value at current estimate of the minimum. 
double FValLower() const
 Return function value at current lower bound of the minimization interval. 
double FValUpper() const
 Return function value at current upper bound of the minimization interval. 
bool Minimize(int maxIter, double absTol = 1.0E-8, double relTol = 1.0E-10)
 Find minimum position iterating until convergence specified by the absolute and relative tolerance or
          the maximum number of iteration is reached.
          Return true if iterations converged successfully
          \@param maxIter maximum number of iterations.
          \@param absTol desired absolute error in the minimum position (default 1.E-8)
          \@param absTol desired relative error in the minimum position (default = 1.E-10)

int Iterations() const
 Return number of iteration used to find minimum 
{ return fNIter; }
const char * Name() const
 Return name of minimization algorithm ("BrentMinimizer1D") 
void SetFunction(const ROOT::Math::IGenFunction& f, double xlow, double xup)
 Sets function to be minimized.

          \@param f Function to be minimized.
          \@param xlow Lower bound of the search interval.
          \@param xup Upper bound of the search interval.

void SetNpx(int npx)
 Set the number of point used to bracket root using a grid 
{ fNpx = npx; }
void SetLogScan(bool on)
          Set a log grid scan (default is equidistant bins)
          will work only if xlow > 0

{ fLogScan = on; }
int Status() const
 Returns status of last estimate. If = 0 is OK 
{ return fStatus; }
void SetDefaultNpx(int npx)
 static function used to modify the default parameters
 set number of default Npx used at construction time (when SetNpx is not called)
          Default value is 100

void SetDefaultNSearch(int n)
 set number of  times the bracketing search in combination with is done to find a good interval
          Default value is 10