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GSLMinimizer.h
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1// @(#)root/mathmore:$Id$
2// Author: L. Moneta Wed Oct 18 11:48:00 2006
3
4 /**********************************************************************
5 * *
6 * Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *
7 * *
8 * This library is free software; you can redistribute it and/or *
9 * modify it under the terms of the GNU General Public License *
10 * as published by the Free Software Foundation; either version 2 *
11 * of the License, or (at your option) any later version. *
12 * *
13 * This library is distributed in the hope that it will be useful, *
14 * but WITHOUT ANY WARRANTY; without even the implied warranty of *
15 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU *
16 * General Public License for more details. *
17 * *
18 * You should have received a copy of the GNU General Public License *
19 * along with this library (see file COPYING); if not, write *
20 * to the Free Software Foundation, Inc., 59 Temple Place, Suite *
21 * 330, Boston, MA 02111-1307 USA, or contact the author. *
22 * *
23 **********************************************************************/
24
25
26// Header file for class GSLMinimizer
27
28#ifndef ROOT_Math_GSLMinimizer
29#define ROOT_Math_GSLMinimizer
30
31#include "Math/Minimizer.h"
32
33#include "Math/IFunctionfwd.h"
34
36
37#include "Math/BasicMinimizer.h"
38
39
40namespace ROOT {
41
42namespace Math {
43
44
45 /**
46 enumeration specifying the types of GSL minimizers
47 @ingroup MultiMin
48 */
55 };
56
57
58 class GSLMultiMinimizer;
59
60 class MinimTransformFunction;
61
62
63//_____________________________________________________________________________________
64/**
65 GSLMinimizer class.
66 Implementation of the ROOT::Math::Minimizer interface using the GSL multi-dimensional
67 minimization algorithms.
68
69 See <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Multidimensional-Minimization.html">GSL doc</A>
70 from more info on the GSL minimization algorithms.
71
72 The class implements the ROOT::Math::Minimizer interface and can be instantiated using the
73 ROOT plugin manager (plugin name is "GSLMultiMin"). The varius minimization algorithms
74 (conjugatefr, conjugatepr, bfgs, etc..) can be passed as enumerations and also as a string.
75 The default algorithm is conjugatefr (Fletcher-Reeves conjugate gradient algorithm).
76
77 @ingroup MultiMin
78*/
80
81public:
82
83 /**
84 Default constructor
85 */
87
88 /**
89 Constructor with a string giving name of algorithm
90 */
91 GSLMinimizer (const char * type );
92
93 /**
94 Destructor
95 */
96 ~GSLMinimizer () override;
97
98private:
99 // usually copying is non trivial, so we make this unaccessible
100
101 /**
102 Copy constructor
103 */
105
106 /**
107 Assignment operator
108 */
110 if (this == &rhs) return *this; // time saving self-test
111 return *this;
112 }
113
114public:
115
116 /// set the function to minimize
117 void SetFunction(const ROOT::Math::IMultiGenFunction & func) override;
118
119 /// set the function to minimize
121
122 /// method to perform the minimization
123 bool Minimize() override;
124
125
126 /// return expected distance reached from the minimum
127 double Edm() const override { return 0; } // not impl. }
128
129
130 /// return pointer to gradient values at the minimum
131 const double * MinGradient() const override;
132
133 /// number of function calls to reach the minimum
134 unsigned int NCalls() const override;
135
136
137 /// minimizer provides error and error matrix
138 bool ProvidesError() const override { return false; }
139
140 /// return errors at the minimum
141 const double * Errors() const override { return nullptr; }
142
143 /** return covariance matrices elements
144 if the variable is fixed the matrix is zero
145 The ordering of the variables is the same as in errors
146 */
147 double CovMatrix(unsigned int , unsigned int ) const override { return 0; }
148
149
150
151
152protected:
153
154private:
155
156
158
159 double fLSTolerance; // Line Search Tolerance
160
161};
162
163 } // end namespace Fit
164
165} // end namespace ROOT
166
167
168
169#endif /* ROOT_Math_GSLMinimizer */
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
Base Minimizer class, which defines the basic functionality of various minimizer implementations (apa...
void SetFunction(const ROOT::Math::IMultiGenFunction &func) override
set the function to minimize
GSLMinimizer class.
Definition: GSLMinimizer.h:79
const double * MinGradient() const override
return pointer to gradient values at the minimum
const double * Errors() const override
return errors at the minimum
Definition: GSLMinimizer.h:141
ROOT::Math::GSLMultiMinimizer * fGSLMultiMin
Definition: GSLMinimizer.h:157
double Edm() const override
return expected distance reached from the minimum
Definition: GSLMinimizer.h:127
void SetFunction(const ROOT::Math::IMultiGenFunction &func) override
set the function to minimize
~GSLMinimizer() override
Destructor.
unsigned int NCalls() const override
number of function calls to reach the minimum
GSLMinimizer & operator=(const GSLMinimizer &rhs)
Assignment operator.
Definition: GSLMinimizer.h:109
GSLMinimizer(ROOT::Math::EGSLMinimizerType type=ROOT::Math::kConjugateFR)
Default constructor.
double CovMatrix(unsigned int, unsigned int) const override
return covariance matrices elements if the variable is fixed the matrix is zero The ordering of the v...
Definition: GSLMinimizer.h:147
void SetFunction(const ROOT::Math::IMultiGradFunction &func) override
set the function to minimize
Definition: GSLMinimizer.h:120
bool ProvidesError() const override
minimizer provides error and error matrix
Definition: GSLMinimizer.h:138
GSLMinimizer(const GSLMinimizer &)
Copy constructor.
Definition: GSLMinimizer.h:104
bool Minimize() override
method to perform the minimization
GSLMultiMinimizer class , for minimizing multi-dimensional function using derivatives.
Documentation for the abstract class IBaseFunctionMultiDim.
Definition: IFunction.h:62
Interface (abstract class) for multi-dimensional functions providing a gradient calculation.
Definition: IFunction.h:343
EGSLMinimizerType
enumeration specifying the types of GSL minimizers
Definition: GSLMinimizer.h:49
@ kSteepestDescent
Definition: GSLMinimizer.h:54
Namespace for new Math classes and functions.
This file contains a specialised ROOT message handler to test for diagnostic in unit tests.