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FumiliStandardChi2FCN.cxx
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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 
12 
13 #include <vector>
14 #include <cmath>
15 
16 namespace ROOT {
17 
18  namespace Minuit2 {
19 
20 
21 //#include <iostream>
22 
23 std::vector<double> FumiliStandardChi2FCN::Elements(const std::vector<double>& par) const {
24  // Calculate the f(i) contribution to the Chi2. Chi2 = Sum[f(i)**2]
25 
26  std::vector<double> result;
27  double tmp1 = 0.0;
28  unsigned int fPositionsSize = fPositions.size();
29 
30 
31  for(unsigned int i=0; i < fPositionsSize; i++) {
32 
33  const std::vector<double> & currentPosition = fPositions[i];
34 
35  // The commented line is the object-oriented way to do it
36  // but it is faster to do a single function call...
37  //(*(this->getModelFunction())).SetParameters(par);
38  tmp1 = (*(this->ModelFunction()))(par, currentPosition)- fMeasurements[i];
39 
40  result.push_back(tmp1*fInvErrors[i] );
41 
42  //std::cout << "element " << i << " " << (*(this->getModelFunction()))(par, currentPosition) << " " << fMeasurements[i] << " " << result[i] << std::endl;
43  }
44 
45 
46 
47  return result;
48 
49 }
50 
51 
52 
53 const std::vector<double> & FumiliStandardChi2FCN::GetMeasurement(int index) const {
54  // Return the coordinate (position) values.
55  return fPositions[index];
56 
57 }
58 
59 
61  // Return size
62  return fPositions.size();
63 
64 }
65 
66 
67 
68 void FumiliStandardChi2FCN::EvaluateAll( const std::vector<double> & par) {
69  // Evaluate chi2 value, gradient and hessian all in a single
70  // loop on the measurements
71 
72  int nmeas = GetNumberOfMeasurements();
73  std::vector<double> & grad = Gradient();
74  std::vector<double> & h = Hessian();
75  int npar = par.size();
76  double chi2 = 0;
77  grad.resize(npar);
78  h.resize( static_cast<unsigned int>(0.5 * npar* (npar + 1) ) );
79  // reset Elements
80  grad.assign(npar, 0.0);
81  h.assign(static_cast<unsigned int>(0.5 * npar* (npar + 1) ) , 0.0);
82 
83 
84  const ParametricFunction & modelFunc = *ModelFunction();
85 
86  for (int i = 0; i < nmeas; ++i) {
87 
88  // work for multi-dimensional points
89  const std::vector<double> & currentPosition = fPositions[i];
90  modelFunc.SetParameters( currentPosition );
91  double invError = fInvErrors[i];
92  double fval = modelFunc(par);
93 
94  double element = ( fval - fMeasurements[i] )*invError;
95  chi2 += element*element;
96 
97  // calc derivatives
98 
99  // this method should return a reference
100  std::vector<double> mfg = modelFunc.GetGradient(par);
101 
102  // grad is derivative of chi2 w.r.t to parameters
103  for (int j = 0; j < npar ; ++j) {
104  double dfj = invError * mfg[j];
105  grad[j] += 2.0 * element * dfj;
106 
107  // in second derivative use Fumili approximation neglecting the term containing the
108  // second derivatives of the model function
109  for (int k = j; k < npar; ++ k) {
110  int idx = j + k*(k+1)/2;
111  h[idx] += 2.0 * dfj * invError * mfg[k];
112  }
113 
114  } // end param loop
115 
116  } // end points loop
117 
118  // set Value in base class
119  SetFCNValue( chi2);
120 
121 }
122 
123  } // namespace Minuit2
124 
125 } // namespace ROOT
ROOT::Minuit2::FumiliFCNBase::SetFCNValue
void SetFCNValue(double value)
Definition: FumiliFCNBase.h:160
ROOT::Minuit2::FumiliStandardChi2FCN::EvaluateAll
virtual void EvaluateAll(const std::vector< double > &par)
Evaluate function Value, Gradient and Hessian using Fumili approximation, for values of parameters p ...
Definition: FumiliStandardChi2FCN.cxx:76
ROOT::Minuit2::FumiliStandardChi2FCN::fMeasurements
std::vector< double > fMeasurements
Definition: FumiliStandardChi2FCN.h:217
ROOT::Minuit2::ParametricFunction::GetGradient
virtual std::vector< double > GetGradient(const std::vector< double > &x) const
Member function returning the Gradient of the function with respect to its variables (but without inc...
Definition: ParametricFunction.cxx:34
ROOT::Minuit2::ParametricFunction::SetParameters
virtual void SetParameters(const std::vector< double > &params) const
Sets the parameters of the ParametricFunction.
Definition: ParametricFunction.h:100
ROOT::Minuit2::FumiliFCNBase::Gradient
virtual const std::vector< double > & Gradient() const
Return cached Value of function Gradient estimated previously using the FumiliFCNBase::EvaluateAll me...
Definition: FumiliFCNBase.h:125
ROOT::Minuit2::ParametricFunction
Function which has parameters.
Definition: ParametricFunction.h:53
ROOT::Minuit2::FumiliChi2FCN::ModelFunction
const ParametricFunction * ModelFunction() const
Returns the model function used for the data.
Definition: FumiliChi2FCN.h:93
h
#define h(i)
Definition: RSha256.hxx:124
ROOT::Minuit2::FumiliStandardChi2FCN::fInvErrors
std::vector< double > fInvErrors
Definition: FumiliStandardChi2FCN.h:220
ROOT::Minuit2::FumiliStandardChi2FCN::GetMeasurement
virtual const std::vector< double > & GetMeasurement(int Index) const
Accessor to the position of the measurement (x coordinate).
Definition: FumiliStandardChi2FCN.cxx:61
ROOT::Minuit2::FumiliFCNBase::Hessian
std::vector< double > & Hessian()
Definition: FumiliFCNBase.h:164
ROOT::Minuit2::FumiliStandardChi2FCN::fPositions
std::vector< std::vector< double > > fPositions
Definition: FumiliStandardChi2FCN.h:219
ROOT::Minuit2::FumiliStandardChi2FCN::Elements
std::vector< double > Elements(const std::vector< double > &par) const
Evaluates the model function for the different measurement points and the Parameter values supplied,...
Definition: FumiliStandardChi2FCN.cxx:31
FumiliStandardChi2FCN.h
ROOT
VSD Structures.
Definition: StringConv.hxx:21
ROOT::Minuit2::FumiliStandardChi2FCN::GetNumberOfMeasurements
virtual int GetNumberOfMeasurements() const
Accessor to the number of measurements used for calculating the chi-square.
Definition: FumiliStandardChi2FCN.cxx:68