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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
72 // clear resources (parameters) for consecutives minimizations
73 void Clear() override;
74
75 /// set the function to minimize
76 void SetFunction(const ROOT::Math::IMultiGenFunction &func) override;
77
78 /// set the function implementing Hessian computation
79 void SetHessianFunction(std::function<bool(std::span<const double>, double *)> hfunc) override;
80
81 /// set free variable
82 bool SetVariable(unsigned int ivar, const std::string &name, double val, double step) override;
83
84 /// set lower limit variable (override if minimizer supports them )
85 bool
86 SetLowerLimitedVariable(unsigned int ivar, const std::string &name, double val, double step, double lower) override;
87 /// set upper limit variable (override if minimizer supports them )
88 bool
89 SetUpperLimitedVariable(unsigned int ivar, const std::string &name, double val, double step, double upper) override;
90 /// set upper/lower limited variable (override if minimizer supports them )
91 bool SetLimitedVariable(unsigned int ivar, const std::string &name, double val, double step,
92 double /* lower */, double /* upper */) override;
93 /// set fixed variable (override if minimizer supports them )
94 bool SetFixedVariable(unsigned int /* ivar */, const std::string & /* name */, double /* val */) override;
95 /// set variable
96 bool SetVariableValue(unsigned int ivar, double val) override;
97 // set variable values
98 bool SetVariableValues(const double *val) override;
99 /// set the step size of an already existing variable
100 bool SetVariableStepSize(unsigned int ivar, double step) override;
101 /// set the lower-limit of an already existing variable
102 bool SetVariableLowerLimit(unsigned int ivar, double lower) override;
103 /// set the upper-limit of an already existing variable
104 bool SetVariableUpperLimit(unsigned int ivar, double upper) override;
105 /// set the limits of an already existing variable
106 bool SetVariableLimits(unsigned int ivar, double lower, double upper) override;
107 /// fix an existing variable
108 bool FixVariable(unsigned int ivar) override;
109 /// release an existing variable
110 bool ReleaseVariable(unsigned int ivar) override;
111 /// query if an existing variable is fixed (i.e. considered constant in the minimization)
112 /// note that by default all variables are not fixed
113 bool IsFixedVariable(unsigned int ivar) const override;
114 /// get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
115 bool GetVariableSettings(unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const override;
116 /// get name of variables (override if minimizer support storing of variable names)
117 std::string VariableName(unsigned int ivar) const override;
118 /// get index of variable given a variable given a name
119 /// return -1 if variable is not found
120 int VariableIndex(const std::string &name) const override;
121
122 /**
123 method to perform the minimization.
124 Return false in case the minimization did not converge. In this case a
125 status code different than zero is set
126 (retrieved by the derived method Minimizer::Status() )"
127
128 status = 1 : Covariance was made pos defined
129 status = 2 : Hesse is invalid
130 status = 3 : Edm is above max
131 status = 4 : Reached call limit
132 status = 5 : Any other failure
133 */
134 bool Minimize() override;
135
136 /// return minimum function value
137 double MinValue() const override { return fState.Fval(); }
138
139 /// return expected distance reached from the minimum
140 double Edm() const override { return fState.Edm(); }
141
142 /// return pointer to X values at the minimum
143 const double *X() const override { return &fValues.front(); }
144
145 /// return pointer to gradient values at the minimum
146 const double *MinGradient() const override { return nullptr; } // not available in Minuit2
147
148 /// number of function calls to reach the minimum
149 unsigned int NCalls() const override { return fState.NFcn(); }
150
151 /// this is <= Function().NDim() which is the total
152 /// number of variables (free+ constrained ones)
153 unsigned int NDim() const override { return fDim; }
154
155 /// number of free variables (real dimension of the problem)
156 /// this is <= Function().NDim() which is the total
157 unsigned int NFree() const override { return fState.VariableParameters(); }
158
159 /// minimizer provides error and error matrix
160 bool ProvidesError() const override { return true; }
161
162 /// return errors at the minimum
163 const double *Errors() const override;
164
165 /**
166 return covariance matrix elements
167 if the variable is fixed or const the value is zero
168 The ordering of the variables is the same as in errors and parameter value.
169 This is different from the direct interface of Minuit2 or TMinuit where the
170 values were obtained only to variable parameters
171 */
172 double CovMatrix(unsigned int i, unsigned int j) const override;
173
174 /**
175 Fill the passed array with the covariance matrix elements
176 if the variable is fixed or const the value is zero.
177 The array will be filled as cov[i *ndim + j]
178 The ordering of the variables is the same as in errors and parameter value.
179 This is different from the direct interface of Minuit2 or TMinuit where the
180 values were obtained only to variable parameters
181 */
182 bool GetCovMatrix(double *cov) const override;
183
184 /**
185 Fill the passed array with the Hessian matrix elements
186 The Hessian matrix is the matrix of the second derivatives
187 and is the inverse of the covariance matrix
188 If the variable is fixed or const the values for that variables are zero.
189 The array will be filled as h[i *ndim + j]
190 */
191 bool GetHessianMatrix(double *h) const override;
192
193 /**
194 return the status of the covariance matrix
195 status = -1 : not available (inversion failed or Hesse failed)
196 status = 0 : available but not positive defined
197 status = 1 : covariance only approximate
198 status = 2 : full matrix but forced pos def
199 status = 3 : full accurate matrix
200
201 */
202 int CovMatrixStatus() const override;
203 /**
204 return correlation coefficient between variable i and j.
205 If the variable is fixed or const the return value is zero
206 */
207 double Correlation(unsigned int i, unsigned int j) const override;
208
209 /**
210 get global correlation coefficient for the variable i. This is a number between zero and one which gives
211 the correlation between the i-th variable and that linear combination of all other variables which
212 is most strongly correlated with i.
213 If the variable is fixed or const the return value is zero
214 */
215 double GlobalCC(unsigned int i) const override;
216
217 /**
218 get the minos error for parameter i, return false if Minos failed
219 A minimizaiton must be performed befre, return false if no minimization has been done
220 In case of Minos failed the status error is updated as following
221 status += 10 * minosStatus.
222 The Minos status of last Minos run can also be retrieved by calling MinosStatus()
223 */
224 bool GetMinosError(unsigned int i, double &errLow, double &errUp, int = 0) override;
225
226 /**
227 MINOS status code of last Minos run
228 `status & 1 > 0` : invalid lower error
229 `status & 2 > 0` : invalid upper error
230 `status & 4 > 0` : invalid because maximum number of function calls exceeded
231 `status & 8 > 0` : a new minimum has been found
232 `status & 16 > 0` : error is truncated because parameter is at lower/upper limit
233 */
234 int MinosStatus() const override { return fMinosStatus; }
235
236 /**
237 scan a parameter i around the minimum. A minimization must have been done before,
238 return false if it is not the case
239 */
240 bool Scan(unsigned int i, unsigned int &nstep, double *x, double *y, double xmin = 0, double xmax = 0) override;
241
242 /**
243 find the contour points (xi,xj) of the function for parameter i and j around the minimum
244 The contour will be find for value of the function = Min + ErrorUp();
245 */
246 bool Contour(unsigned int i, unsigned int j, unsigned int &npoints, double *xi, double *xj) override;
247
248 /**
249 perform a full calculation of the Hessian matrix for error calculation
250 If a valid minimum exists the calculation is done on the minimum point otherwise is performed
251 in the current set values of parameters
252 Status code of minimizer is updated according to the following convention (in case Hesse failed)
253 status += 100*hesseStatus where hesse status is:
254 status = 1 : hesse failed
255 status = 2 : matrix inversion failed
256 status = 3 : matrix is not pos defined
257 */
258 bool Hesse() override;
259
260 /// return reference to the objective function
261 /// virtual const ROOT::Math::IGenFunction & Function() const;
262
263 /// print result of minimization
264 void PrintResults() override;
265
266 /// set an object to trace operation for each iteration
267 /// The object must be a (or inherit from) ROOT::Minuit2::MnTraceObject and implement operator() (int, const
268 /// MinimumState & state)
269 void SetTraceObject(MnTraceObject &obj);
270
271 /// set storage level = 1 : store all iteration states (default)
272 /// = 0 : store only first and last state to save memory
273 void SetStorageLevel(int level);
274
275 /// return the minimizer state (containing values, step size , etc..)
277
278protected:
279 // protected function for accessing the internal Minuit2 object. Needed for derived classes
280
282
284
286
287 virtual const ROOT::Minuit2::FCNBase *GetFCN() const { return fMinuitFCN; }
288
289 /// examine the minimum result
291
292 // internal function to compute Minos errors
293 int RunMinosError(unsigned int i, double &errLow, double &errUp, int runopt);
294
295private:
296 unsigned int fDim; // dimension of the function to be minimized
298 int fMinosStatus = -1; // Minos status code
299
301 // std::vector<ROOT::Minuit2::MinosError> fMinosErrors;
305 mutable std::vector<double> fValues;
306 mutable std::vector<double> fErrors;
307};
308
309} // namespace Minuit2
310
311} // end namespace ROOT
312
313#endif /* ROOT_Minuit2_Minuit2Minimizer */
#define h(i)
Definition RSha256.hxx:106
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
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:119
Interface (abstract class) defining the function to be minimized, which has to be implemented by the ...
Definition FCNBase.h:51
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...
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
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
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
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
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...
TMarker m
Definition textangle.C:8