62 if (prevErrorIgnoreLevel < 1001) {
64 return prevErrorIgnoreLevel;
87 : fDim(0), fMinimizer(nullptr), fMinuitFCN(nullptr), fMinimum(nullptr)
97 std::string algoname(
type);
99 std::transform(algoname.begin(), algoname.end(), algoname.begin(), (
int (*)(
int))tolower);
102 if (algoname ==
"simplex")
104 if (algoname ==
"minimize")
106 if (algoname ==
"scan")
108 if (algoname ==
"fumili" || algoname ==
"fumili2")
110 if (algoname ==
"bfgs")
180 print.
Info(
"Parameter",
name,
"has zero or invalid step size - consider it as constant");
186 if (minuit2Index != ivar) {
187 print.
Warn(
"Wrong index", minuit2Index,
"used for the variable",
name);
217 double lower,
double upper)
231 double step = (val != 0) ? 0.1 * std::abs(val) : 0.1;
243 return std::string();
269 for (
unsigned int ivar = 0; ivar <
n; ++ivar)
336 print.
Error(
"Wrong variable index");
347 print.
Error(
"Wrong variable index");
382 print.
Error(
"Wrong Fit method function for Fumili");
391 print.
Error(
"Wrong Fit method function for Fumili");
421 auto customize = [&minuit2Opt](
const char *
name,
auto val) {
426 st.SetGradientNCycles(customize(
"GradientNCycles",
int(st.GradientNCycles())));
427 st.SetHessianNCycles(customize(
"HessianNCycles",
int(st.HessianNCycles())));
428 st.SetHessianGradientNCycles(customize(
"HessianGradientNCycles",
int(st.HessianGradientNCycles())));
430 st.SetGradientTolerance(customize(
"GradientTolerance", st.GradientTolerance()));
431 st.SetGradientStepTolerance(customize(
"GradientStepTolerance", st.GradientStepTolerance()));
432 st.SetHessianStepTolerance(customize(
"HessianStepTolerance", st.HessianStepTolerance()));
433 st.SetHessianG2Tolerance(customize(
"HessianG2Tolerance", st.HessianG2Tolerance()));
448 print.
Error(
"FCN function has not been set");
461 const int strategyLevel =
Strategy();
467 int maxfcn_used = maxfcn;
468 if (maxfcn_used == 0) {
470 maxfcn_used = 200 + 100 * nvar + 5 * nvar * nvar;
472 std::cout <<
"Minuit2Minimizer: Minimize with max-calls " << maxfcn_used <<
" convergence for edm < " << tol
473 <<
" strategy " << strategyLevel << std::endl;
494 int storageLevel = 1;
495 bool ret = minuit2Opt->
GetValue(
"StorageLevel", storageLevel);
499 if (printLevel > 0) {
500 std::cout <<
"Minuit2Minimizer::Minuit - Changing default options" << std::endl;
509 if (printLevel == 10 &&
gROOT) {
517 if (printLevel == 20 || printLevel == 30 || printLevel == 40 || (printLevel >= 20000 && printLevel < 30000)) {
518 int parNumber = printLevel - 20000;
519 if (printLevel == 20)
521 if (printLevel == 30)
523 if (printLevel == 40)
528 if (printLevel == 100 || (printLevel >= 10000 && printLevel < 20000)) {
529 int parNumber = printLevel - 10000;
575 if (debugLevel >= 3) {
577 std::span<const ROOT::Minuit2::MinimumState> iterationStates = min.
States();
578 std::cout <<
"Number of iterations " << iterationStates.size() << std::endl;
579 for (
unsigned int i = 0; i < iterationStates.size(); ++i) {
582 std::cout <<
"----------> Iteration " << i << std::endl;
583 int pr = std::cout.precision(12);
584 std::cout <<
" FVAL = " << st.
Fval() <<
" Edm = " << st.
Edm() <<
" Nfcn = " << st.
NFcn()
586 std::cout.precision(pr);
588 std::cout <<
" Error matrix change = " << st.
Error().
Dcovar() << std::endl;
590 std::cout <<
" Parameters : ";
592 for (
int j = 0; j < st.
size(); ++j)
594 std::cout << std::endl;
604 txt =
"Covar is not pos def";
608 txt =
"Covar was made pos def";
612 txt =
"Hesse is not valid";
616 txt =
"Edm is above max";
620 txt =
"Reached call limit";
624 MnPrint print(
"Minuit2Minimizer::Minimize", debugLevel);
625 bool validMinimum = min.
IsValid();
629 if (
fStatus != 0 && debugLevel > 0)
635 txt =
"unknown failure";
638 print.
Warn(
"Minimization did NOT converge,", txt);
646 if (paramsObj.empty())
648 assert(
fDim == paramsObj.size());
652 for (
unsigned int i = 0; i <
fDim; ++i) {
653 fValues[i] = paramsObj[i].Value();
666 std::cout <<
"Minuit2Minimizer : Valid minimum - status = " <<
fStatus << std::endl;
667 int pr = std::cout.precision(18);
668 std::cout <<
"FVAL = " <<
fState.
Fval() << std::endl;
669 std::cout <<
"Edm = " <<
fState.
Edm() << std::endl;
670 std::cout.precision(pr);
671 std::cout <<
"Nfcn = " <<
fState.
NFcn() << std::endl;
674 std::cout << par.
Name() <<
"\t = " << par.
Value() <<
"\t ";
676 std::cout <<
"(fixed)" << std::endl;
678 std::cout <<
"(const)" << std::endl;
680 std::cout <<
"+/- " << par.
Error() <<
"\t(limited)" << std::endl;
682 std::cout <<
"+/- " << par.
Error() << std::endl;
685 std::cout <<
"Minuit2Minimizer : Invalid minimum - status = " <<
fStatus << std::endl;
686 std::cout <<
"FVAL = " <<
fState.
Fval() << std::endl;
687 std::cout <<
"Edm = " <<
fState.
Edm() << std::endl;
688 std::cout <<
"Nfcn = " <<
fState.
NFcn() << std::endl;
696 if (paramsObj.empty())
698 assert(
fDim == paramsObj.size());
703 for (
unsigned int i = 0; i <
fDim; ++i) {
735 for (
unsigned int i = 0; i <
fDim; ++i) {
737 for (
unsigned int j = 0; j <
fDim; ++j) {
738 cov[i *
fDim + j] = 0;
742 for (
unsigned int j = 0; j <
fDim; ++j) {
744 int k = i *
fDim + j;
765 for (
unsigned int i = 0; i <
fDim; ++i) {
767 for (
unsigned int j = 0; j <
fDim; ++j) {
768 hess[i *
fDim + j] = 0;
772 for (
unsigned int j = 0; j <
fDim; ++j) {
774 int k = i *
fDim + j;
852 print.
Error(
"Failed - no function minimum existing");
857 print.
Error(
"Failed - invalid function minimum");
870 if ((mstatus & 8) != 0) {
871 print.
Info([&](std::ostream &os) {
872 os <<
"Found a new minimum: run again the Minimization starting from the new point";
875 os <<
'\n' << par.Name() <<
"\t = " << par.Value();
884 print.
Info(
"Run now again Minos from the new found Minimum");
894 bool isValid = ((mstatus & 1) == 0) && ((mstatus & 2) == 0);
901 bool runLower = runopt != 2;
902 bool runUpper = runopt != 1;
926 tol = std::max(tol, 0.01);
929 int maxfcn_used = maxfcn;
930 if (maxfcn_used == 0) {
932 maxfcn_used = 2 * (nvar + 1) * (200 + 100 * nvar + 5 * nvar * nvar);
936 if (debugLevel >= 1) {
937 std::cout <<
"************************************************************************************************"
939 std::cout <<
"Minuit2Minimizer::GetMinosError - Run MINOS LOWER error for parameter #" << i <<
" : "
940 << par_name <<
" using max-calls " << maxfcn_used <<
", tolerance " << tol << std::endl;
942 low = minos.
Loval(i, maxfcn, tol);
945 if (debugLevel >= 1) {
946 std::cout <<
"************************************************************************************************"
948 std::cout <<
"Minuit2Minimizer::GetMinosError - Run MINOS UPPER error for parameter #" << i <<
" : "
949 << par_name <<
" using max-calls " << maxfcn_used <<
", tolerance " << tol << std::endl;
951 up = minos.
Upval(i, maxfcn, tol);
968 if (debugLevel > 0) {
971 std::cout <<
"Minos: Invalid lower error for parameter " << par_name << std::endl;
973 std::cout <<
"Minos: Parameter : " << par_name <<
" is at Lower limit; error is " << me.
Lower()
976 std::cout <<
"Minos: Maximum number of function calls exceeded when running for lower error for parameter "
977 << par_name << std::endl;
979 std::cout <<
"Minos: New Minimum found while running Minos for lower error for parameter " << par_name
983 std::cout <<
"Minos: Lower error for parameter " << par_name <<
" : " << me.
Lower() << std::endl;
987 std::cout <<
"Minos: Invalid upper error for parameter " << par_name << std::endl;
989 std::cout <<
"Minos: Parameter " << par_name <<
" is at Upper limit; error is " << me.
Upper() << std::endl;
991 std::cout <<
"Minos: Maximum number of function calls exceeded when running for upper error for parameter "
992 << par_name << std::endl;
994 std::cout <<
"Minos: New Minimum found while running Minos for upper error for parameter " << par_name
998 std::cout <<
"Minos: Upper error for parameter " << par_name <<
" : " << me.
Upper() << std::endl;
1003 bool lowerInvalid = (runLower && !me.
LowerValid());
1004 bool upperInvalid = (runUpper && !me.
UpperValid());
1021 if (lowerInvalid || upperInvalid) {
1047 errLow = me.
Lower();
1073 print.
Error(
"Function must be set before using Scan");
1078 print.
Error(
"Invalid number; minimizer variables must be set before using Scan");
1091 double amin = scan.
Fval();
1094 std::vector<std::pair<double, double>>
result = scan(ipar, nstep - 1,
xmin,
xmax);
1097 if (prev_level > -2)
1101 if (
result.size() != nstep) {
1102 print.
Error(
"Invalid result from MnParameterScan");
1108 for (
unsigned int i = 0; i < nstep; ++i) {
1115 if (scan.
Fval() < amin) {
1116 print.
Info(
"A new minimum has been found");
1131 print.
Error(
"No function minimum existing; must minimize function before");
1136 print.
Error(
"Invalid function minimum");
1161 if (prev_level > -2)
1166 std::vector<std::pair<double, double>>
result = contour(ipar, jpar, npoints);
1167 if (
result.size() != npoints) {
1168 print.
Error(
"Invalid result from MnContours");
1171 for (
unsigned int i = 0; i < npoints; ++i) {
1189 print.
Error(
"FCN function has not been set");
1194 print.
Info(
"Using max-calls", maxfcn);
1227 if (prev_level > -2)
1232 std::cout <<
"Minuit2Minimizer::Hesse - State returned from Hesse " << std::endl;
1233 std::cout <<
fState << std::endl;
1237 std::string covStatusType =
"not valid";
1239 covStatusType =
"approximate";
1241 covStatusType =
"full but made positive defined";
1243 covStatusType =
"accurate";
1245 covStatusType =
"full but not positive defined";
1261 print.
Warn(
"Hesse failed - matrix is", covStatusType);
1262 print.
Warn(hstatus);
1268 print.
Info(
"Hesse is valid - matrix is", covStatusType);
size_t size(const MatrixT &matrix)
retrieve the size of a square matrix
Int_t gErrorIgnoreLevel
Error handling routines.
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 result
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void value
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
Class, describing value, limits and step size of the parameters Provides functionality also to set/re...
void Set(const std::string &name, double value, double step)
set value and name (unlimited parameter)
void SetLimits(double low, double up)
set a double side limit, if low == up the parameter is fixed if low > up the limits are removed The c...
void SetUpperLimit(double up)
set a single upper limit
void Fix()
fix the parameter
void SetLowerLimit(double low)
set a single lower limit
FitMethodFunction class Interface for objective functions (like chi2 and likelihood used in the fit) ...
Documentation for the abstract class IBaseFunctionMultiDim.
virtual bool HasGradient() const
virtual unsigned int NDim() const =0
Retrieve the dimension of the function.
Interface (abstract class) for multi-dimensional functions providing a gradient calculation.
Generic interface for defining configuration options of a numerical algorithm.
bool GetValue(const char *name, T &t) const
virtual void Print(std::ostream &=std::cout) const
print options
const IOptions * ExtraOptions() const
return extra options (NULL pointer if they are not present)
static ROOT::Math::IOptions * FindDefault(const char *name)
Find an extra options and return a nullptr if it is not existing.
double Tolerance() const
absolute tolerance
unsigned int MaxFunctionCalls() const
max number of function calls
double Precision() const
precision of minimizer in the evaluation of the objective function ( a value <=0 corresponds to the l...
int fStatus
status of minimizer
int Strategy() const
strategy
double ErrorDef() const
return the statistical scale used for calculate the error is typically 1 for Chi2 and 0....
MinimizerOptions fOptions
minimizer options
bool IsValidError() const
return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit)
int PrintLevel() const
minimizer configuration parameters
Combined minimizer: combination of Migrad and Simplex.
template wrapped class for adapting to FCNBase signature
Interface (abstract class) defining the function to be minimized, which has to be implemented by the ...
virtual void SetErrorDef(double)
add interface to set dynamically a new error definition Re-implement this function if needed.
template wrapped class for adapting to FCNBase signature a IGradFunction
void SetHessianFunction(Func f)
template wrapped class for adapting to FumiliFCNBase signature
Instantiates the seed generator and Minimum builder for the Fumili minimization method.
class holding the full result of the minimization; both internal and external (MnUserParameterState) ...
const std::vector< MinimumState > & States() const
const MinimumError & Error() const
bool HasAccurateCovar() const
bool HasReachedCallLimit() const
const MnUserParameterState & UserState() const
const MinimumState & State() const
bool HasMadePosDefCovar() const
bool IsAboveMaxEdm() const
bool HasValidCovariance() const
bool HasPosDefCovar() const
bool HasCovariance() const
void SetErrorDef(double up)
virtual void SetStorageLevel(int level)
virtual void SetPrintLevel(int level)
virtual void SetTraceObject(MnTraceObject &obj)
bool InvertFailed() const
MinimumState keeps the information (position, Gradient, 2nd deriv, etc) after one minimization step (...
bool HasParameters() const
const MinimumError & Error() const
const MnAlgebraicVector & Vec() const
bool HasCovariance() const
Class holding the result of Minos (lower and upper values) for a specific parameter.
bool AtUpperLimit() const
bool AtLowerMaxFcn() const
bool AtUpperMaxFcn() const
bool AtLowerLimit() const
bool ExamineMinimum(const ROOT::Minuit2::FunctionMinimum &min)
examine the minimum result
Minuit2Minimizer(ROOT::Minuit2::EMinimizerType type=ROOT::Minuit2::kMigrad)
Default constructor.
void SetStorageLevel(int level)
set storage level = 1 : store all iteration states (default) = 0 : store only first and last state to...
std::vector< double > fValues
bool SetLimitedVariable(unsigned int ivar, const std::string &name, double val, double step, double, double) override
set upper/lower limited variable (override if minimizer supports them )
bool Contour(unsigned int i, unsigned int j, unsigned int &npoints, double *xi, double *xj) override
find the contour points (xi,xj) of the function for parameter i and j around the minimum The contour ...
bool IsFixedVariable(unsigned int ivar) const override
query if an existing variable is fixed (i.e.
bool SetVariableUpperLimit(unsigned int ivar, double upper) override
set the upper-limit of an already existing variable
double GlobalCC(unsigned int i) const override
get global correlation coefficient for the variable i.
bool SetVariableValues(const double *val) override
set the values of all existing variables (array must be dimensioned to the size of the existing param...
bool SetVariable(unsigned int ivar, const std::string &name, double val, double step) override
set free variable
const double * Errors() const override
return errors at the minimum
void SetFunction(const ROOT::Math::IMultiGenFunction &func) override
set the function to minimize
bool SetVariableStepSize(unsigned int ivar, double step) override
set the step size of an already existing variable
bool GetCovMatrix(double *cov) const override
Fill the passed array with the covariance matrix elements if the variable is fixed or const the value...
bool ReleaseVariable(unsigned int ivar) override
release an existing variable
bool GetVariableSettings(unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const override
get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
bool Hesse() override
perform a full calculation of the Hessian matrix for error calculation If a valid minimum exists the ...
std::vector< double > fErrors
ROOT::Minuit2::ModularFunctionMinimizer * fMinimizer
bool GetMinosError(unsigned int i, double &errLow, double &errUp, int=0) override
get the minos error for parameter i, return false if Minos failed A minimizaiton must be performed be...
std::string VariableName(unsigned int ivar) const override
get name of variables (override if minimizer support storing of variable names)
int RunMinosError(unsigned int i, double &errLow, double &errUp, int runopt)
bool SetVariableLimits(unsigned int ivar, double lower, double upper) override
set the limits of an already existing variable
double Correlation(unsigned int i, unsigned int j) const override
return correlation coefficient between variable i and j.
bool SetLowerLimitedVariable(unsigned int ivar, const std::string &name, double val, double step, double lower) override
set lower limit variable (override if minimizer supports them )
void SetTraceObject(MnTraceObject &obj)
set an object to trace operation for each iteration The object must be a (or inherit from) ROOT::Minu...
virtual const ROOT::Minuit2::ModularFunctionMinimizer * GetMinimizer() const
double CovMatrix(unsigned int i, unsigned int j) const override
return covariance matrix elements if the variable is fixed or const the value is zero The ordering of...
void SetMinimizerType(ROOT::Minuit2::EMinimizerType type)
bool SetVariableValue(unsigned int ivar, double val) override
set variable
bool Scan(unsigned int i, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0) override
scan a parameter i around the minimum.
int VariableIndex(const std::string &name) const override
get index of variable given a variable given a name return -1 if variable is not found
bool SetUpperLimitedVariable(unsigned int ivar, const std::string &name, double val, double step, double upper) override
set upper limit variable (override if minimizer supports them )
ROOT::Minuit2::MnUserParameterState fState
bool SetVariableLowerLimit(unsigned int ivar, double lower) override
set the lower-limit of an already existing variable
bool FixVariable(unsigned int ivar) override
fix an existing variable
virtual void SetMinimizer(ROOT::Minuit2::ModularFunctionMinimizer *m)
void SetHessianFunction(std::function< bool(std::span< const double >, double *)> hfunc) override
set the function implementing Hessian computation
bool Minimize() override
method to perform the minimization.
ROOT::Minuit2::FunctionMinimum * fMinimum
bool SetFixedVariable(unsigned int, const std::string &, double) override
set fixed variable (override if minimizer supports them )
bool GetHessianMatrix(double *h) const override
Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second...
ROOT::Minuit2::FCNBase * fMinuitFCN
void PrintResults() override
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;
void Clear() override
reset for consecutive minimization - implement if needed
~Minuit2Minimizer() override
Destructor (no operations)
int CovMatrixStatus() const override
return the status of the covariance matrix status = -1 : not available (inversion failed or Hesse fai...
class for the individual Minuit Parameter with Name and number; contains the input numbers for the mi...
double LowerLimit() const
double UpperLimit() const
const char * Name() const
bool HasLowerLimit() const
bool HasUpperLimit() const
API class for Contours Error analysis (2-dim errors); minimization has to be done before and Minimum ...
const MnUserParameterState & State() const
const std::vector< double > & GlobalCC() const
API class for calculating the numerical covariance matrix (== 2x Inverse Hessian == 2x Inverse 2nd de...
API class for Minos Error analysis (asymmetric errors); minimization has to be done before and Minimu...
MnCross Loval(unsigned int, unsigned int maxcalls=0, double toler=0.1) const
MnCross Upval(unsigned int, unsigned int maxcalls=0, double toler=0.1) const
Scans the values of FCN as a function of one Parameter and retains the best function and Parameter va...
const MnUserParameters & Parameters() const
void Error(const Ts &... args)
void Info(const Ts &... args)
static int SetGlobalLevel(int level)
void Warn(const Ts &... args)
API class for defining four levels of strategies: low (0), medium (1), high (2), very high (>=3); act...
virtual void Init(const MnUserParameterState &state)
class which holds the external user and/or internal Minuit representation of the parameters and error...
void SetLimits(unsigned int, double, double)
const MnUserParameters & Parameters() const
double Value(unsigned int) const
void RemoveLimits(unsigned int)
unsigned int NFcn() const
unsigned int Index(const std::string &) const
const std::string & GetName(unsigned int) const
double Int2ext(unsigned int, double) const
const MnGlobalCorrelationCoeff & GlobalCC() const
void Release(unsigned int)
unsigned int VariableParameters() const
const MinuitParameter & Parameter(unsigned int i) const
void SetValue(unsigned int, double)
void Add(const std::string &name, double val, double err)
const char * Name(unsigned int) const
MnUserCovariance Hessian() const
const std::vector< ROOT::Minuit2::MinuitParameter > & MinuitParameters() const
facade: forward interface of MnUserParameters and MnUserTransformation
void SetPrecision(double eps)
unsigned int IntOfExt(unsigned int) const
const MnUserTransformation & Trafo() const
void SetUpperLimit(unsigned int, double)
const MnUserCovariance & IntCovariance() const
const MnUserCovariance & Covariance() const
int CovarianceStatus() const
void SetError(unsigned int, double)
void SetLowerLimit(unsigned int, double)
bool HasCovariance() const
double Value(unsigned int) const
virtual const MinimumBuilder & Builder() const =0
virtual FunctionMinimum Minimize(const FCNBase &, const MnUserParameterState &, const MnStrategy &=MnStrategy{1}, unsigned int maxfcn=0, double toler=0.1) const
Class implementing the required methods for a minimization using SCAN API is provided in the upper RO...
Class implementing the required methods for a minimization using Simplex.
Instantiates the SeedGenerator and MinimumBuilder for Variable Metric Minimization method.
Mother of all ROOT objects.
virtual TObject * FindObject(const char *name) const
Must be redefined in derived classes.
void RestoreGlobalPrintLevel(int)
int TurnOffPrintInfoLevel()
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...