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Minuit2Minimizer.h
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1// @(#)root/minuit2:$Id$
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 * *
9 **********************************************************************/
10
11// Header file for class Minuit2Minimizer
12
13#ifndef ROOT_Minuit2_Minuit2Minimizer
14#define ROOT_Minuit2_Minuit2Minimizer
15
16#include "Math/Minimizer.h"
17
19
20#include "Math/IFunctionfwd.h"
21
22#include <vector>
23#include <string>
24#include <functional>
25
26namespace ROOT {
27
28namespace Minuit2 {
29
30class ModularFunctionMinimizer;
31class FCNBase;
32class FunctionMinimum;
33class MnTraceObject;
34
35// enumeration specifying the type of Minuit2 minimizers
37
38} // namespace Minuit2
39
40namespace Minuit2 {
41//_____________________________________________________________________________________________________
42/**
43 Minuit2Minimizer class implementing the ROOT::Math::Minimizer interface for
44 Minuit2 minimization algorithm.
45 In ROOT it can be instantiated using the plug-in manager (plug-in "Minuit2")
46 Using a string (used by the plugin manager) or via an enumeration
47 an one can set all the possible minimization algorithms (Migrad, Simplex, Combined, Scan and Fumili).
48
49 Refer to the [guide](https://root.cern/root/htmldoc/guides/minuit2/Minuit2.html) for an introduction how Minuit
50 works.
51
52 @ingroup Minuit
53*/
55
56public:
57 /**
58 Default constructor
59 */
61
62 /**
63 Constructor with a char (used by PM)
64 */
65 Minuit2Minimizer(const char *type);
66
67 /**
68 Destructor (no operations)
69 */
70 ~Minuit2Minimizer() override;
71
72private:
73 // usually copying is non trivial, so we make this unaccessible
74
75 /**
76 Copy constructor
77 */
79
80 /**
81 Assignment operator
82 */
84
85public:
86 // clear resources (parameters) for consecutives minimizations
87 void Clear() override;
88
89 /// set the function to minimize
90 void SetFunction(const ROOT::Math::IMultiGenFunction &func) override;
91
92 /// set the function implementing Hessian computation
93 void SetHessianFunction(std::function<bool(const std::vector<double> &, double *)> hfunc) override;
94
95 /// set free variable
96 bool SetVariable(unsigned int ivar, const std::string &name, double val, double step) override;
97
98 /// set lower limit variable (override if minimizer supports them )
99 bool
100 SetLowerLimitedVariable(unsigned int ivar, const std::string &name, double val, double step, double lower) override;
101 /// set upper limit variable (override if minimizer supports them )
102 bool
103 SetUpperLimitedVariable(unsigned int ivar, const std::string &name, double val, double step, double upper) override;
104 /// set upper/lower limited variable (override if minimizer supports them )
105 bool SetLimitedVariable(unsigned int ivar, const std::string &name, double val, double step,
106 double /* lower */, double /* upper */) override;
107 /// set fixed variable (override if minimizer supports them )
108 bool SetFixedVariable(unsigned int /* ivar */, const std::string & /* name */, double /* val */) override;
109 /// set variable
110 bool SetVariableValue(unsigned int ivar, double val) override;
111 // set variable values
112 bool SetVariableValues(const double *val) override;
113 /// set the step size of an already existing variable
114 bool SetVariableStepSize(unsigned int ivar, double step) override;
115 /// set the lower-limit of an already existing variable
116 bool SetVariableLowerLimit(unsigned int ivar, double lower) override;
117 /// set the upper-limit of an already existing variable
118 bool SetVariableUpperLimit(unsigned int ivar, double upper) override;
119 /// set the limits of an already existing variable
120 bool SetVariableLimits(unsigned int ivar, double lower, double upper) override;
121 /// fix an existing variable
122 bool FixVariable(unsigned int ivar) override;
123 /// release an existing variable
124 bool ReleaseVariable(unsigned int ivar) override;
125 /// query if an existing variable is fixed (i.e. considered constant in the minimization)
126 /// note that by default all variables are not fixed
127 bool IsFixedVariable(unsigned int ivar) const override;
128 /// get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
129 bool GetVariableSettings(unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const override;
130 /// get name of variables (override if minimizer support storing of variable names)
131 std::string VariableName(unsigned int ivar) const override;
132 /// get index of variable given a variable given a name
133 /// return -1 if variable is not found
134 int VariableIndex(const std::string &name) const override;
135
136 /**
137 method to perform the minimization.
138 Return false in case the minimization did not converge. In this case a
139 status code different than zero is set
140 (retrieved by the derived method Minimizer::Status() )"
141
142 status = 1 : Covariance was made pos defined
143 status = 2 : Hesse is invalid
144 status = 3 : Edm is above max
145 status = 4 : Reached call limit
146 status = 5 : Any other failure
147 */
148 bool Minimize() override;
149
150 /// return minimum function value
151 double MinValue() const override { return fState.Fval(); }
152
153 /// return expected distance reached from the minimum
154 double Edm() const override { return fState.Edm(); }
155
156 /// return pointer to X values at the minimum
157 const double *X() const override { return &fValues.front(); }
158
159 /// return pointer to gradient values at the minimum
160 const double *MinGradient() const override { return nullptr; } // not available in Minuit2
161
162 /// number of function calls to reach the minimum
163 unsigned int NCalls() const override { return fState.NFcn(); }
164
165 /// this is <= Function().NDim() which is the total
166 /// number of variables (free+ constrained ones)
167 unsigned int NDim() const override { return fDim; }
168
169 /// number of free variables (real dimension of the problem)
170 /// this is <= Function().NDim() which is the total
171 unsigned int NFree() const override { return fState.VariableParameters(); }
172
173 /// minimizer provides error and error matrix
174 bool ProvidesError() const override { return true; }
175
176 /// return errors at the minimum
177 const double *Errors() const override;
178
179 /**
180 return covariance matrix elements
181 if the variable is fixed or const the value is zero
182 The ordering of the variables is the same as in errors and parameter value.
183 This is different from the direct interface of Minuit2 or TMinuit where the
184 values were obtained only to variable parameters
185 */
186 double CovMatrix(unsigned int i, unsigned int j) const override;
187
188 /**
189 Fill the passed array with the covariance matrix elements
190 if the variable is fixed or const the value is zero.
191 The array will be filled as cov[i *ndim + j]
192 The ordering of the variables is the same as in errors and parameter value.
193 This is different from the direct interface of Minuit2 or TMinuit where the
194 values were obtained only to variable parameters
195 */
196 bool GetCovMatrix(double *cov) const override;
197
198 /**
199 Fill the passed array with the Hessian matrix elements
200 The Hessian matrix is the matrix of the second derivatives
201 and is the inverse of the covariance matrix
202 If the variable is fixed or const the values for that variables are zero.
203 The array will be filled as h[i *ndim + j]
204 */
205 bool GetHessianMatrix(double *h) const override;
206
207 /**
208 return the status of the covariance matrix
209 status = -1 : not available (inversion failed or Hesse failed)
210 status = 0 : available but not positive defined
211 status = 1 : covariance only approximate
212 status = 2 : full matrix but forced pos def
213 status = 3 : full accurate matrix
214
215 */
216 int CovMatrixStatus() const override;
217 /**
218 return correlation coefficient between variable i and j.
219 If the variable is fixed or const the return value is zero
220 */
221 double Correlation(unsigned int i, unsigned int j) const override;
222
223 /**
224 get global correlation coefficient for the variable i. This is a number between zero and one which gives
225 the correlation between the i-th variable and that linear combination of all other variables which
226 is most strongly correlated with i.
227 If the variable is fixed or const the return value is zero
228 */
229 double GlobalCC(unsigned int i) const override;
230
231 /**
232 get the minos error for parameter i, return false if Minos failed
233 A minimizaiton must be performed befre, return false if no minimization has been done
234 In case of Minos failed the status error is updated as following
235 status += 10 * minosStatus.
236 The Minos status of last Minos run can also be retrieved by calling MinosStatus()
237 */
238 bool GetMinosError(unsigned int i, double &errLow, double &errUp, int = 0) override;
239
240 /**
241 MINOS status code of last Minos run
242 `status & 1 > 0` : invalid lower error
243 `status & 2 > 0` : invalid upper error
244 `status & 4 > 0` : invalid because maximum number of function calls exceeded
245 `status & 8 > 0` : a new minimum has been found
246 `status & 16 > 0` : error is truncated because parameter is at lower/upper limit
247 */
248 int MinosStatus() const override { return fMinosStatus; }
249
250 /**
251 scan a parameter i around the minimum. A minimization must have been done before,
252 return false if it is not the case
253 */
254 bool Scan(unsigned int i, unsigned int &nstep, double *x, double *y, double xmin = 0, double xmax = 0) override;
255
256 /**
257 find the contour points (xi,xj) of the function for parameter i and j around the minimum
258 The contour will be find for value of the function = Min + ErrorUp();
259 */
260 bool Contour(unsigned int i, unsigned int j, unsigned int &npoints, double *xi, double *xj) override;
261
262 /**
263 perform a full calculation of the Hessian matrix for error calculation
264 If a valid minimum exists the calculation is done on the minimum point otherwise is performed
265 in the current set values of parameters
266 Status code of minimizer is updated according to the following convention (in case Hesse failed)
267 status += 100*hesseStatus where hesse status is:
268 status = 1 : hesse failed
269 status = 2 : matrix inversion failed
270 status = 3 : matrix is not pos defined
271 */
272 bool Hesse() override;
273
274 /// return reference to the objective function
275 /// virtual const ROOT::Math::IGenFunction & Function() const;
276
277 /// print result of minimization
278 void PrintResults() override;
279
280 /// set an object to trace operation for each iteration
281 /// The object must be a (or inherit from) ROOT::Minuit2::MnTraceObject and implement operator() (int, const
282 /// MinimumState & state)
283 void SetTraceObject(MnTraceObject &obj);
284
285 /// set storage level = 1 : store all iteration states (default)
286 /// = 0 : store only first and last state to save memory
287 void SetStorageLevel(int level);
288
289 /// return the minimizer state (containing values, step size , etc..)
291
292protected:
293 // protected function for accessing the internal Minuit2 object. Needed for derived classes
294
296
298
300
301 virtual const ROOT::Minuit2::FCNBase *GetFCN() const { return fMinuitFCN; }
302
303 /// examine the minimum result
305
306 // internal function to compute Minos errors
307 int RunMinosError(unsigned int i, double &errLow, double &errUp, int runopt);
308
309private:
310 unsigned int fDim; // dimension of the function to be minimized
312 int fMinosStatus = -1; // Minos status code
313
315 // std::vector<ROOT::Minuit2::MinosError> fMinosErrors;
319 mutable std::vector<double> fValues;
320 mutable std::vector<double> fErrors;
321};
322
323} // namespace Minuit2
324
325} // end namespace ROOT
326
327#endif /* ROOT_Minuit2_Minuit2Minimizer */
#define h(i)
Definition RSha256.hxx:106
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char name[80]
Definition TGX11.cxx:110
float xmin
float xmax
Class, describing value, limits and step size of the parameters Provides functionality also to set/re...
Documentation for the abstract class IBaseFunctionMultiDim.
Definition IFunction.h:61
Abstract Minimizer class, defining the interface for the various minimizer (like Minuit2,...
Definition Minimizer.h:117
Interface (abstract class) defining the function to be minimized, which has to be implemented by the ...
Definition FCNBase.h:45
class holding the full result of the minimization; both internal and external (MnUserParameterState) ...
Minuit2Minimizer class implementing the ROOT::Math::Minimizer interface for Minuit2 minimization algo...
bool ExamineMinimum(const ROOT::Minuit2::FunctionMinimum &min)
examine the minimum result
const ROOT::Minuit2::MnUserParameterState & State()
return the minimizer state (containing values, step size , etc..)
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.
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
unsigned int NCalls() const override
number of function calls to reach the minimum
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 * X() const override
return pointer to X values at the minimum
const double * Errors() const override
return errors at the minimum
void SetFunction(const ROOT::Math::IMultiGenFunction &func) override
set the function to minimize
double MinValue() const override
return minimum function value
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 ...
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
bool ProvidesError() const override
minimizer provides error and error matrix
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
unsigned int NFree() const override
number of free variables (real dimension of the problem) this is <= Function().NDim() which is the to...
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
int MinosStatus() const override
MINOS status code of last Minos run status & 1 > 0 : invalid lower error status & 2 > 0 : invalid upp...
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
unsigned int NDim() const override
this is <= Function().NDim() which is the total number of variables (free+ constrained ones)
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)
double Edm() const override
return expected distance reached from the minimum
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
const double * MinGradient() const override
return pointer to gradient values at the minimum
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 which holds the external user and/or internal Minuit representation of the parameters and error...
Base common class providing the API for all the minimizer Various Minimize methods are provided varyi...
Double_t y[n]
Definition legend1.C:17
Double_t x[n]
Definition legend1.C:17
This file contains a specialised ROOT message handler to test for diagnostic in unit tests.
TMarker m
Definition textangle.C:8