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SimplexSeedGenerator.cxx
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1 // @(#)root/minuit2:$Id$
2 // Authors: M. Winkler, F. James, L. Moneta, A. Zsenei 2003-2005
3 
4 /**********************************************************************
5  * *
6  * Copyright (c) 2005 LCG ROOT Math team, CERN/PH-SFT *
7  * *
8  **********************************************************************/
9 
12 #include "Minuit2/MnFcn.h"
13 #include "Minuit2/MinimumSeed.h"
14 #include "Minuit2/MnStrategy.h"
17 
18 namespace ROOT {
19 
20  namespace Minuit2 {
21 
22 
23 MinimumSeed SimplexSeedGenerator::operator()(const MnFcn& fcn, const GradientCalculator&, const MnUserParameterState& st, const MnStrategy& stra) const {
24  // create starting state for Simplex, which corresponds to the initial parameter values
25  // using the simple Initial gradient calculator (does not use any FCN function calls)
26  unsigned int n = st.VariableParameters();
27  const MnMachinePrecision& prec = st.Precision();
28 
29  // initial starting values
31  for(unsigned int i = 0; i < n; i++) x(i) = st.IntParameters()[i];
32  double fcnmin = fcn(x);
33  MinimumParameters pa(x, fcnmin);
34  InitialGradientCalculator igc(fcn, st.Trafo(), stra);
35  FunctionGradient dgrad = igc(pa);
37  double dcovar = 1.;
38  for(unsigned int i = 0; i < n; i++)
39  mat(i,i) = (fabs(dgrad.G2()(i)) > prec.Eps2() ? 1./dgrad.G2()(i) : 1.);
40  MinimumError err(mat, dcovar);
41  double edm = VariableMetricEDMEstimator().Estimate(dgrad, err);
42  MinimumState state(pa, err, dgrad, edm, fcn.NumOfCalls());
43 
44  return MinimumSeed(state, st.Trafo());
45 }
46 
48  // base class interface
49  return (*this)(fcn, (const GradientCalculator&)(gc), st, stra);
50 }
51 
52  } // namespace Minuit2
53 
54 } // namespace ROOT
n
const Int_t n
Definition: legend1.C:16
ROOT::Minuit2::MnFcn
Wrapper class to FCNBase interface used internally by Minuit.
Definition: MnFcn.h:39
SimplexSeedGenerator.h
VariableMetricEDMEstimator.h
ROOT::Minuit2::MinimumState
MinimumState keeps the information (position, Gradient, 2nd deriv, etc) after one minimization step (...
Definition: MinimumState.h:37
MnStrategy.h
ROOT::Minuit2::LASymMatrix
Class describing a symmetric matrix of size n.
Definition: LASymMatrix.h:59
MinimumSeed.h
ROOT::Minuit2::VariableMetricEDMEstimator
Definition: VariableMetricEDMEstimator.h:29
MnUserParameterState.h
x
Double_t x[n]
Definition: legend1.C:17
ROOT::Minuit2::InitialGradientCalculator
Class to calculate an initial estimate of the gradient.
Definition: InitialGradientCalculator.h:36
ROOT::Minuit2::FunctionGradient
Definition: FunctionGradient.h:29
MnFcn.h
ROOT::Minuit2::FunctionGradient::G2
const MnAlgebraicVector & G2() const
Definition: FunctionGradient.h:63
ROOT::Minuit2::MnAlgebraicVector
LAVector MnAlgebraicVector
Definition: MnMatrix.h:37
ROOT::Math::fabs
VecExpr< UnaryOp< Fabs< T >, VecExpr< A, T, D >, T >, T, D > fabs(const VecExpr< A, T, D > &rhs)
Definition: UnaryOperators.h:131
ROOT::Minuit2::MinimumParameters
Definition: MinimumParameters.h:29
ROOT::Minuit2::VariableMetricEDMEstimator::Estimate
double Estimate(const FunctionGradient &, const MinimumError &) const
Definition: VariableMetricEDMEstimator.cxx:29
ROOT::Minuit2::SimplexSeedGenerator::operator()
virtual MinimumSeed operator()(const MnFcn &, const GradientCalculator &, const MnUserParameterState &, const MnStrategy &) const
Definition: SimplexSeedGenerator.cxx:31
ROOT::Minuit2::AnalyticalGradientCalculator
Definition: AnalyticalGradientCalculator.h:31
ROOT::Minuit2::MnUserParameterState
class which holds the external user and/or internal Minuit representation of the parameters and error...
Definition: MnUserParameterState.h:42
ROOT::Minuit2::MinimumError
MinimumError keeps the inv.
Definition: MinimumError.h:34
ROOT::Minuit2::MnStrategy
API class for defining three levels of strategies: low (0), medium (1), high (>=2); acts on: Migrad (...
Definition: MnStrategy.h:35
InitialGradientCalculator.h
ROOT::Minuit2::GradientCalculator
interface class for gradient calculators
Definition: GradientCalculator.h:33
ROOT
VSD Structures.
Definition: StringConv.hxx:21
ROOT::Minuit2::MinimumSeed
MinimumSeed contains the starting values for the minimization produced by the SeedGenerator.
Definition: MinimumSeed.h:39