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FunctionMinimizer.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_FunctionMinimizer
11#define ROOT_Minuit2_FunctionMinimizer
12
13#include "Minuit2/MnConfig.h"
14#include <vector>
15
16namespace ROOT {
17
18namespace Minuit2 {
19
20class FCNBase;
21class FCNGradientBase;
22class FunctionMinimum;
23
24//_____________________________________________________________________________________
25/** base class for function minimizers; user may give FCN or FCN with Gradient,
26 Parameter starting values and initial Error guess (sigma) (or "step size"),
27 or Parameter starting values and initial covariance matrix;
28 covariance matrix is stored in Upper triangular packed storage format,
29 e.g. the Elements in the array are arranged like
30 {a(0,0), a(0,1), a(1,1), a(0,2), a(1,2), a(2,2), ...},
31 the size is nrow*(nrow+1)/2 (see also MnUserCovariance.h);
32 */
33
35
36public:
37 virtual ~FunctionMinimizer() {}
38
39 // starting values for parameters and errors
40 virtual FunctionMinimum Minimize(const FCNBase &, const std::vector<double> &par, const std::vector<double> &err,
41 unsigned int strategy, unsigned int maxfcn, double toler) const = 0;
42
43 // starting values for parameters and errors and FCN with Gradient
44 virtual FunctionMinimum Minimize(const FCNGradientBase &, const std::vector<double> &par,
45 const std::vector<double> &err, unsigned int strategy, unsigned int maxfcn,
46 double toler) const = 0;
47
48 // starting values for parameters and covariance matrix
49 virtual FunctionMinimum Minimize(const FCNBase &, const std::vector<double> &par, unsigned int nrow,
50 const std::vector<double> &cov, unsigned int strategy, unsigned int maxfcn,
51 double toler) const = 0;
52
53 // starting values for parameters and covariance matrix and FCN with Gradient
54 virtual FunctionMinimum Minimize(const FCNGradientBase &, const std::vector<double> &par, unsigned int nrow,
55 const std::vector<double> &cov, unsigned int strategy, unsigned int maxfcn,
56 double toler) const = 0;
57};
58
59} // namespace Minuit2
60
61} // namespace ROOT
62
63#endif // ROOT_Minuit2_FunctionMinimizer
Interface (abstract class) defining the function to be minimized, which has to be implemented by the ...
Definition FCNBase.h:45
base class for function minimizers; user may give FCN or FCN with Gradient, Parameter starting values...
virtual FunctionMinimum Minimize(const FCNBase &, const std::vector< double > &par, unsigned int nrow, const std::vector< double > &cov, unsigned int strategy, unsigned int maxfcn, double toler) const =0
virtual FunctionMinimum Minimize(const FCNGradientBase &, const std::vector< double > &par, unsigned int nrow, const std::vector< double > &cov, unsigned int strategy, unsigned int maxfcn, double toler) const =0
virtual FunctionMinimum Minimize(const FCNBase &, const std::vector< double > &par, const std::vector< double > &err, unsigned int strategy, unsigned int maxfcn, double toler) const =0
virtual FunctionMinimum Minimize(const FCNGradientBase &, const std::vector< double > &par, const std::vector< double > &err, unsigned int strategy, unsigned int maxfcn, double toler) const =0
class holding the full result of the minimization; both internal and external (MnUserParameterState) ...
This file contains a specialised ROOT message handler to test for diagnostic in unit tests.