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Reference Guide
VariableMetricEDMEstimator.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
13
14namespace ROOT {
15
16namespace Minuit2 {
17
18double similarity(const LAVector &, const LASymMatrix &);
19
21{
22 // estimate the edm (expected distance to the minimum) = 0.5 * g^T V g (where V is the error matrix, inverse of
23 // Hessian) assuminigfirst derivatives if F are zero at the mminimum,
24
25 if (e.InvHessian().size() == 1)
26 return 0.5 * g.Grad()(0) * g.Grad()(0) * e.InvHessian()(0, 0);
27
28 double rho = similarity(g.Grad(), e.InvHessian());
29 return 0.5 * rho;
30}
31
32} // namespace Minuit2
33
34} // namespace ROOT
#define e(i)
Definition: RSha256.hxx:103
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 g
MinimumError keeps the inv.
Definition: MinimumError.h:28
double Estimate(const FunctionGradient &, const MinimumError &) const
double similarity(const LAVector &, const LASymMatrix &)
This file contains a specialised ROOT message handler to test for diagnostic in unit tests.