61 if (prevErrorIgnoreLevel < 1001) {
63 return prevErrorIgnoreLevel;
86 : Minimizer(), fDim(0), fMinimizer(0), fMinuitFCN(0), fMinimum(0)
96 std::string algoname(
type);
98 std::transform(algoname.begin(), algoname.end(), algoname.begin(), (
int (*)(
int))tolower);
101 if (algoname ==
"simplex")
103 if (algoname ==
"minimize")
105 if (algoname ==
"scan")
107 if (algoname ==
"fumili")
109 if (algoname ==
"bfgs")
192 print.
Info(
"Parameter",
name,
"has zero or invalid step size - consider it as constant");
198 if (minuit2Index != ivar) {
199 print.
Warn(
"Wrong index", minuit2Index,
"used for the variable",
name);
229 double lower,
double upper)
243 double step = (val != 0) ? 0.1 * std::abs(val) : 0.1;
255 return std::string();
281 for (
unsigned int ivar = 0; ivar <
n; ++ivar)
348 print.
Error(
"Wrong variable index");
359 print.
Error(
"Wrong variable index");
394 print.
Error(
"Wrong Fit method function for Fumili");
403 print.
Error(
"Wrong Fit method function for Fumili");
428 print.
Error(
"FCN function has not been set");
441 const int strategyLevel =
Strategy();
447 int maxfcn_used = maxfcn;
448 if (maxfcn_used == 0) {
450 maxfcn_used = 200 + 100 * nvar + 5 * nvar * nvar;
452 std::cout <<
"Minuit2Minimizer: Minimize with max-calls " << maxfcn_used <<
" convergence for edm < " << tol
453 <<
" strategy " << strategyLevel << std::endl;
481 minuit2Opt->
GetValue(
"GradientNCycles", nGradCycles);
482 minuit2Opt->
GetValue(
"HessianNCycles", nHessCycles);
483 minuit2Opt->
GetValue(
"HessianGradientNCycles", nHessGradCycles);
485 minuit2Opt->
GetValue(
"GradientTolerance", gradTol);
486 minuit2Opt->
GetValue(
"GradientStepTolerance", gradStepTol);
487 minuit2Opt->
GetValue(
"HessianStepTolerance", hessStepTol);
488 minuit2Opt->
GetValue(
"HessianG2Tolerance", hessG2Tol);
499 int storageLevel = 1;
500 bool ret = minuit2Opt->
GetValue(
"StorageLevel", storageLevel);
504 if (printLevel > 0) {
505 std::cout <<
"Minuit2Minimizer::Minuit - Changing default options" << std::endl;
514 if (printLevel == 10 &&
gROOT) {
522 if (printLevel == 20 || printLevel == 30 || printLevel == 40 || (printLevel >= 20000 && printLevel < 30000)) {
523 int parNumber = printLevel - 20000;
524 if (printLevel == 20)
526 if (printLevel == 30)
528 if (printLevel == 40)
533 if (printLevel == 100 || (printLevel >= 10000 && printLevel < 20000)) {
534 int parNumber = printLevel - 10000;
583 if (debugLevel >= 3) {
585 const std::vector<ROOT::Minuit2::MinimumState> &iterationStates = min.
States();
586 std::cout <<
"Number of iterations " << iterationStates.size() << std::endl;
587 for (
unsigned int i = 0; i < iterationStates.size(); ++i) {
590 std::cout <<
"----------> Iteration " << i << std::endl;
591 int pr = std::cout.precision(12);
592 std::cout <<
" FVAL = " << st.
Fval() <<
" Edm = " << st.
Edm() <<
" Nfcn = " << st.
NFcn()
594 std::cout.precision(pr);
596 std::cout <<
" Error matrix change = " << st.
Error().
Dcovar() << std::endl;
598 std::cout <<
" Parameters : ";
600 for (
int j = 0; j < st.
size(); ++j)
602 std::cout << std::endl;
612 txt =
"Covar is not pos def";
616 txt =
"Covar was made pos def";
620 txt =
"Hesse is not valid";
624 txt =
"Edm is above max";
628 txt =
"Reached call limit";
632 MnPrint print(
"Minuit2Minimizer::Minimize", debugLevel);
633 bool validMinimum = min.
IsValid();
637 if (
fStatus != 0 && debugLevel > 0)
643 txt =
"unknown failure";
646 print.
Warn(
"Minimization did NOT converge,", txt);
654 if (paramsObj.size() == 0)
656 assert(
fDim == paramsObj.size());
660 for (
unsigned int i = 0; i <
fDim; ++i) {
661 fValues[i] = paramsObj[i].Value();
674 std::cout <<
"Minuit2Minimizer : Valid minimum - status = " <<
fStatus << std::endl;
675 int pr = std::cout.precision(18);
676 std::cout <<
"FVAL = " <<
fState.
Fval() << std::endl;
677 std::cout <<
"Edm = " <<
fState.
Edm() << std::endl;
678 std::cout.precision(pr);
679 std::cout <<
"Nfcn = " <<
fState.
NFcn() << std::endl;
682 std::cout << par.
Name() <<
"\t = " << par.
Value() <<
"\t ";
684 std::cout <<
"(fixed)" << std::endl;
686 std::cout <<
"(const)" << std::endl;
688 std::cout <<
"+/- " << par.
Error() <<
"\t(limited)" << std::endl;
690 std::cout <<
"+/- " << par.
Error() << std::endl;
693 std::cout <<
"Minuit2Minimizer : Invalid Minimum - status = " <<
fStatus << std::endl;
694 std::cout <<
"FVAL = " <<
fState.
Fval() << std::endl;
695 std::cout <<
"Edm = " <<
fState.
Edm() << std::endl;
696 std::cout <<
"Nfcn = " <<
fState.
NFcn() << std::endl;
704 if (paramsObj.size() == 0)
706 assert(
fDim == paramsObj.size());
711 for (
unsigned int i = 0; i <
fDim; ++i) {
743 for (
unsigned int i = 0; i <
fDim; ++i) {
745 for (
unsigned int j = 0; j <
fDim; ++j) {
746 cov[i *
fDim + j] = 0;
750 for (
unsigned int j = 0; j <
fDim; ++j) {
752 int k = i *
fDim + j;
773 for (
unsigned int i = 0; i <
fDim; ++i) {
775 for (
unsigned int j = 0; j <
fDim; ++j) {
776 hess[i *
fDim + j] = 0;
780 for (
unsigned int j = 0; j <
fDim; ++j) {
782 int k = i *
fDim + j;
860 print.
Error(
"Failed - no function minimum existing");
865 print.
Error(
"Failed - invalid function minimum");
878 if ((mstatus & 8) != 0) {
879 print.
Info([&](std::ostream &os) {
880 os <<
"Found a new minimum: run again the Minimization starting from the new point";
883 os <<
'\n' << par.Name() <<
"\t = " << par.Value();
892 print.
Info(
"Run now again Minos from the new found Minimum");
902 bool isValid = ((mstatus & 1) == 0) && ((mstatus & 2) == 0);
909 bool runLower = runopt != 2;
910 bool runUpper = runopt != 1;
934 tol = std::max(tol, 0.01);
937 int maxfcn_used = maxfcn;
938 if (maxfcn_used == 0) {
940 maxfcn_used = 2 * (nvar + 1) * (200 + 100 * nvar + 5 * nvar * nvar);
944 if (debugLevel >= 1) {
945 std::cout <<
"************************************************************************************************"
947 std::cout <<
"Minuit2Minimizer::GetMinosError - Run MINOS LOWER error for parameter #" << i <<
" : "
948 << par_name <<
" using max-calls " << maxfcn_used <<
", tolerance " << tol << std::endl;
950 low = minos.
Loval(i, maxfcn, tol);
953 if (debugLevel >= 1) {
954 std::cout <<
"************************************************************************************************"
956 std::cout <<
"Minuit2Minimizer::GetMinosError - Run MINOS UPPER error for parameter #" << i <<
" : "
957 << par_name <<
" using max-calls " << maxfcn_used <<
", tolerance " << tol << std::endl;
959 up = minos.
Upval(i, maxfcn, tol);
976 if (debugLevel > 0) {
979 std::cout <<
"Minos: Invalid lower error for parameter " << par_name << std::endl;
981 std::cout <<
"Minos: Parameter : " << par_name <<
" is at Lower limit; error is " << me.
Lower()
984 std::cout <<
"Minos: Maximum number of function calls exceeded when running for lower error for parameter "
985 << par_name << std::endl;
987 std::cout <<
"Minos: New Minimum found while running Minos for lower error for parameter " << par_name
991 std::cout <<
"Minos: Lower error for parameter " << par_name <<
" : " << me.
Lower() << std::endl;
995 std::cout <<
"Minos: Invalid upper error for parameter " << par_name << std::endl;
997 std::cout <<
"Minos: Parameter " << par_name <<
" is at Upper limit; error is " << me.
Upper() << std::endl;
999 std::cout <<
"Minos: Maximum number of function calls exceeded when running for upper error for parameter "
1000 << par_name << std::endl;
1002 std::cout <<
"Minos: New Minimum found while running Minos for upper error for parameter " << par_name
1006 std::cout <<
"Minos: Upper error for parameter " << par_name <<
" : " << me.
Upper() << std::endl;
1011 bool lowerInvalid = (runLower && !me.
LowerValid());
1012 bool upperInvalid = (runUpper && !me.
UpperValid());
1029 if (lowerInvalid || upperInvalid) {
1055 errLow = me.
Lower();
1081 print.
Error(
"Function must be set before using Scan");
1086 print.
Error(
"Invalid number; minimizer variables must be set before using Scan");
1099 double amin = scan.
Fval();
1102 std::vector<std::pair<double, double>>
result = scan(ipar, nstep - 1,
xmin,
xmax);
1105 if (prev_level > -2)
1109 if (
result.size() != nstep) {
1110 print.
Error(
"Invalid result from MnParameterScan");
1116 for (
unsigned int i = 0; i < nstep; ++i) {
1123 if (scan.
Fval() < amin) {
1124 print.
Info(
"A new minimum has been found");
1139 print.
Error(
"No function minimum existing; must minimize function before");
1144 print.
Error(
"Invalid function minimum");
1169 if (prev_level > -2)
1174 std::vector<std::pair<double, double>>
result = contour(ipar, jpar, npoints);
1175 if (
result.size() != npoints) {
1176 print.
Error(
"Invalid result from MnContours");
1179 for (
unsigned int i = 0; i < npoints; ++i) {
1197 print.
Error(
"FCN function has not been set");
1203 print.
Info(
"Using max-calls", maxfcn);
1236 if (prev_level > -2)
1241 std::cout <<
"Minuit2Minimizer::Hesse - State returned from Hesse " << std::endl;
1242 std::cout <<
fState << std::endl;
1246 std::string covStatusType =
"not valid";
1248 covStatusType =
"approximate";
1250 covStatusType =
"full but made positive defined";
1252 covStatusType =
"accurate";
1268 print.
Warn(
"Hesse failed - matrix is", covStatusType);
1269 print.
Warn(hstatus);
1275 print.
Info(
"Hesse is valid - matrix is", covStatusType);
size_t size(const MatrixT &matrix)
retrieve the size of a square matrix
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.
virtual void Print(std::ostream &=std::cout) const
print options
bool GetValue(const char *name, T &t) const
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....
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
Minuit2Minimizer class implementing the ROOT::Math::Minimizer interface for Minuit2 minimization algo...
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...
Minuit2Minimizer & operator=(const Minuit2Minimizer &rhs)
Assignment operator.
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
virtual const ROOT::Minuit2::FCNBase * GetFCN() const
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
void SetHessianFunction(std::function< bool(const std::vector< double > &, double *)> hfunc) override
set the function implementing Hessian computation
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)
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 three levels of strategies: low (0), medium (1), high (>=2); acts on: Migrad (...
double HessianG2Tolerance() const
unsigned int HessianGradientNCycles() const
double GradientStepTolerance() const
void SetHessianNCycles(unsigned int n)
void SetHessianStepTolerance(double stp)
double GradientTolerance() const
void SetGradientTolerance(double toler)
double HessianStepTolerance() const
unsigned int HessianNCycles() const
unsigned int GradientNCycles() const
void SetGradientNCycles(unsigned int n)
void SetGradientStepTolerance(double stp)
void SetHessianGradientNCycles(unsigned int n)
void SetHessianG2Tolerance(double toler)
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
FunctionMinimum Minimize(const FCNBase &, const std::vector< double > &, const std::vector< double > &, unsigned int stra=1, unsigned int maxfcn=0, double toler=0.1) const override
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.
Namespace for new Math classes and functions.
void RestoreGlobalPrintLevel(int)
int TurnOffPrintInfoLevel()
This file contains a specialised ROOT message handler to test for diagnostic in unit tests.