Logo ROOT  
Reference Guide
GSLMinimizer1D.cxx
Go to the documentation of this file.
1// @(#)root/mathmore:$Id$
2// Authors: L. Moneta, A. Zsenei 08/2005
3 /**********************************************************************
4 * *
5 * Copyright (c) 2004 moneta, CERN/PH-SFT *
6 * *
7 * This library is free software; you can redistribute it and/or *
8 * modify it under the terms of the GNU General Public License *
9 * as published by the Free Software Foundation; either version 2 *
10 * of the License, or (at your option) any later version. *
11 * *
12 * This library is distributed in the hope that it will be useful, *
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of *
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU *
15 * General Public License for more details. *
16 * *
17 * You should have received a copy of the GNU General Public License *
18 * along with this library (see file COPYING); if not, write *
19 * to the Free Software Foundation, Inc., 59 Temple Place, Suite *
20 * 330, Boston, MA 02111-1307 USA, or contact the author. *
21 * *
22 **********************************************************************/
23
24// Implementation file for class GSLMinimizer1D
25//
26// Created by: moneta at Wed Dec 1 15:04:51 2004
27//
28// Last update: Wed Dec 1 15:04:51 2004
29//
30
31#include <assert.h>
32
33#include "Math/GSLMinimizer1D.h"
34#include "Math/Error.h"
35
36#include "GSLFunctionWrapper.h"
38
39
40#include "gsl/gsl_min.h"
41#include "gsl/gsl_errno.h"
42
43#include <iostream>
44#include <cmath>
45
46namespace ROOT {
47
48namespace Math {
49
50
52 fXmin(0), fXlow(0), fXup(0), fMin(0), fLow(0), fUp(0),
53 fIter(0), fStatus(-1), fIsSet(false),
54 fMinimizer(0), fFunction(0)
55{
56 // construct a minimizer passing the algorithm type as an enumeration
57
58 const gsl_min_fminimizer_type* T = 0 ;
59 switch ( type )
60 {
62 T = gsl_min_fminimizer_goldensection;
63 break ;
64 case Minim1D::kBRENT :
65 T = gsl_min_fminimizer_brent;
66 break ;
67 default :
68 // default case is brent
69 T = gsl_min_fminimizer_brent;
70 break ;
71 }
72
75
76}
77
79{
80 // destructor: clean up minimizer and function pointers
81
82 if (fMinimizer) delete fMinimizer;
83 if (fFunction) delete fFunction;
84}
85
87{
88 // dummy copy ctr
89}
90
92{
93 // dummy operator =
94 if (this == &rhs) return *this; // time saving self-test
95 return *this;
96}
97
98void GSLMinimizer1D::SetFunction( GSLFuncPointer f, void * p, double xmin, double xlow, double xup) {
99 // set the function to be minimized
100 assert(fFunction);
101 assert(fMinimizer);
102 fXlow = xlow;
103 fXup = xup;
104 fXmin = xmin;
107
108#ifdef DEBUG
109 std::cout << " [ "<< xlow << " , " << xup << " ]" << std::endl;
110#endif
111
112 int status = gsl_min_fminimizer_set( fMinimizer->Get(), fFunction->GetFunc(), xmin, xlow, xup);
113 if (status != GSL_SUCCESS)
114 std::cerr <<"GSLMinimizer1D: Error: Interval [ "<< xlow << " , " << xup << " ] does not contain a minimum" << std::endl;
115
116
117 fIsSet = true;
118 fStatus = -1;
119 return;
120}
121
123 // perform an iteration and update values
124 if (!fIsSet) {
125 std::cerr << "GSLMinimizer1D- Error: Function has not been set in Minimizer" << std::endl;
126 return -1;
127 }
128
129 int status = gsl_min_fminimizer_iterate(fMinimizer->Get());
130 // update values
131 fXmin = gsl_min_fminimizer_x_minimum(fMinimizer->Get() );
132 fMin = gsl_min_fminimizer_f_minimum(fMinimizer->Get() );
133 // update interval values
134 fXlow = gsl_min_fminimizer_x_lower(fMinimizer->Get() );
135 fXup = gsl_min_fminimizer_x_upper(fMinimizer->Get() );
136 fLow = gsl_min_fminimizer_f_lower(fMinimizer->Get() );
137 fUp = gsl_min_fminimizer_f_upper(fMinimizer->Get() );
138 return status;
139}
140
142 // return x value at function minimum
143 return fXmin;
144}
145
147 // return lower x value of bracketing interval
148 return fXlow;
149}
150
152 // return upper x value of bracketing interval
153 return fXup;
154}
155
157 // return function value at minimum
158 return fMin;
159}
160
162 // return function value at x lower
163 return fLow;
164}
165
167 // return function value at x upper
168 return fUp;
169}
170
171const char * GSLMinimizer1D::Name() const {
172 // return name of minimization algorithm
173 return gsl_min_fminimizer_name(fMinimizer->Get() );
174}
175
176bool GSLMinimizer1D::Minimize (int maxIter, double absTol, double relTol)
177{
178 // find the minimum via multiple iterations
179 fStatus = -1;
180 int iter = 0;
181 int status = 0;
182 do {
183 iter++;
184 status = Iterate();
185 if (status != GSL_SUCCESS) {
186 MATH_ERROR_MSG("GSLMinimizer1D::Minimize","error returned when performing an iteration");
187 fStatus = status;
188 return false;
189 }
190
191#ifdef DEBUG
192 std::cout << "Min1D - iteration " << iter << " interval : [ " << fXlow << " , " << fXup << " ] min = " << fXmin
193 << " fmin " << fMin << " f(a) " << fLow << " f(b) " << fUp << std::endl;
194#endif
195
196
197 status = TestInterval(fXlow, fXup, absTol, relTol);
198 if (status == GSL_SUCCESS) {
199 fIter = iter;
200 fStatus = status;
201 return true;
202 }
203 }
204 while (status == GSL_CONTINUE && iter < maxIter);
205 if (status == GSL_CONTINUE) {
206 double tol = std::abs(fXup-fXlow);
207 MATH_INFO_MSGVAL("GSLMinimizer1D::Minimize","exceeded max iterations, reached tolerance is not sufficient",tol);
208 }
209 fStatus = status;
210 return false;
211}
212
213
214int GSLMinimizer1D::TestInterval( double xlow, double xup, double epsAbs, double epsRel) {
215// static function to test interval
216 return gsl_min_test_interval(xlow, xup, epsAbs, epsRel);
217}
218
219} // end namespace Math
220
221} // end namespace ROOT
222
#define MATH_INFO_MSGVAL(loc, txt, x)
Definition: Error.h:101
#define MATH_ERROR_MSG(loc, str)
Definition: Error.h:83
#define f(i)
Definition: RSha256.hxx:104
winID h TVirtualViewer3D TVirtualGLPainter p
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t Float_t Float_t Int_t Int_t UInt_t UInt_t Rectangle_t Int_t Int_t Window_t TString Int_t GCValues_t GetPrimarySelectionOwner GetDisplay GetScreen GetColormap GetNativeEvent const char const char dpyName wid window const char font_name cursor keysym reg const char only_if_exist regb h Point_t winding char text const char depth char const char Int_t count const char ColorStruct_t color const char Pixmap_t Pixmap_t PictureAttributes_t attr const char char ret_data h unsigned char height h Atom_t Int_t ULong_t ULong_t unsigned char prop_list Atom_t Atom_t Atom_t Time_t type
float xmin
Definition: THbookFile.cxx:95
wrapper class for gsl_min_fminimizer structure
gsl_min_fminimizer * Get() const
Wrapper class to the gsl_function C structure.
void SetFuncPointer(GSLFuncPointer f)
set in the GSL C struct the pointer to the function evaluation
void SetParams(void *p)
set in the GSL C struct the extra-object pointer
Minimizer for arbitrary one dimensional functions.
double FValMinimum() const override
Return function value at current estimate of the minimum.
GSLMinimizer1D & operator=(const GSLMinimizer1D &)
const char * Name() const override
Return name of minimization algorithm.
int Iterate()
Perform a minimizer iteration and if an unexepcted problem occurr then an error code will be returned...
GSL1DMinimizerWrapper * fMinimizer
double XLower() const override
Return current lower bound of the minimization interval.
static int TestInterval(double xlow, double xup, double epsAbs, double epsRel)
Test convergence of the interval.
GSLMinimizer1D(Minim1D::Type type=Minim1D::kBRENT)
Construct the minimizer passing the minimizer type using the Minim1D::Algorithm enumeration.
void SetFunction(const UserFunc &f, double xmin, double xlow, double xup)
Set, or reset, minimizer to use the function f and the initial search interval [xlow,...
double XUpper() const override
Return current upper bound of the minimization interval.
double FValUpper() const override
Return function value at current upper bound of the minimization interval.
~GSLMinimizer1D() override
Destructor: free allocated resources.
double FValLower() const override
Return function value at current lower bound of the minimization interval.
GSLFunctionWrapper * fFunction
double XMinimum() const override
Return current estimate of the position of the minimum.
bool Minimize(int maxIter, double absTol, double relTol) override
Find minimum position iterating until convergence specified by the absolute and relative tolerance or...
Interface class for numerical methods for one-dimensional minimization.
Definition: IMinimizer1D.h:50
Type
Enumeration with One Dimensional Minimizer Algorithms.
RVec< PromoteType< T > > abs(const RVec< T > &v)
Definition: RVec.hxx:1756
Namespace for new Math classes and functions.
double T(double x)
Definition: ChebyshevPol.h:34
double(* GSLFuncPointer)(double, void *)
Function pointer corresponding to gsl_function signature.
This file contains a specialised ROOT message handler to test for diagnostic in unit tests.