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FumiliBuilder.h
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1// @(#)root/minuit2:$Id$
2// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei 2003-2005
3
4/**********************************************************************
5 * *
6 * Copyright (c) 2005 LCG ROOT Math team, CERN/PH-SFT *
7 * *
8 **********************************************************************/
9
10#ifndef ROOT_Minuit2_FumiliBuilder
11#define ROOT_Minuit2_FumiliBuilder
12
16#include "Minuit2/MnFcn.h"
18
19#include <vector>
20
21namespace ROOT {
22
23namespace Minuit2 {
24
25/**
26
27Builds the FunctionMinimum using the Fumili method.
28
29@author Andras Zsenei, Creation date: 29 Sep 2004
30
31@see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function minimization,
32section 5
33
34@ingroup Minuit
35
36\todo the role of the strategy in Fumili
37
38*/
39
41
42public:
44
45 ~FumiliBuilder() override {}
46
47 /**
48
49 Class the member function calculating the Minimum and verifies the result
50 depending on the strategy.
51
52 @param fMnFcn the function to be minimized.
53
54 @param fGradienCalculator not used in Fumili.
55
56 @param fMinimumSeed the seed generator.
57
58 @param fMnStrategy the strategy describing the number of function calls
60
61 @param maxfcn maximum number of function calls after which the calculation
62 will be stopped even if it has not yet converged.
63
64 @param edmval expected vertical distance to the Minimum.
65
66 @return Returns the function Minimum found.
67
68
69 \todo Complete the documentation by understanding what is the reason to
70 have two Minimum methods.
71
72 */
73
75 const MinimumSeed &fMinimumSeed, const MnStrategy &fMnStrategy, unsigned int maxfcn,
76 double edmval) const override;
77
78 /**
79
80 Calculates the Minimum based on the Fumili method
81
82 @param fMnFcn the function to be minimized.
83
84 @param fGradienCalculator not used in Fumili
85
86 @param fMinimumSeed the seed generator.
87
88 @param states vector containing the state result of each iteration
89
90 @param maxfcn maximum number of function calls after which the calculation
91 will be stopped even if it has not yet converged.
92
93 @param edmval expected vertical distance to the Minimum
94
95 @return Returns the function Minimum found.
96
97 @see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function
98 minimization, section 5
99
100
101 \todo some nice Latex based formula here...
102
103 */
104
106 const MinimumSeed &fMinimumSeed, std::vector<MinimumState> &states, unsigned int maxfcn,
107 double edmval) const;
108
109 /**
110
111 Accessor to the EDM (expected vertical distance to the Minimum) estimator.
112
113 @return The EDM estimator used in the builder.
114
115 \todo Maybe a little explanation concerning EDM in all relevant classes.
116
117 */
118
120
121 /**
122
123 Accessor to the Error updator of the builder.
124
125 @return The FumiliErrorUpdator used by the FumiliBuilder.
126
127 */
128
130
131private:
134};
135
136} // namespace Minuit2
137
138} // namespace ROOT
139
140#endif // ROOT_Minuit2_FumiliBuilder
Builds the FunctionMinimum using the Fumili method.
FunctionMinimum Minimum(const MnFcn &fMnFcn, const GradientCalculator &fGradienCalculator, const MinimumSeed &fMinimumSeed, const MnStrategy &fMnStrategy, unsigned int maxfcn, double edmval) const override
Class the member function calculating the Minimum and verifies the result depending on the strategy.
VariableMetricEDMEstimator fEstimator
FumiliErrorUpdator fErrorUpdator
const FumiliErrorUpdator & ErrorUpdator() const
Accessor to the Error updator of the builder.
const VariableMetricEDMEstimator & Estimator() const
Accessor to the EDM (expected vertical distance to the Minimum) estimator.
In the case of the Fumili algorithm the Error matrix (or the Hessian matrix containing the (approxima...
class holding the full result of the minimization; both internal and external (MnUserParameterState) ...