Base Minimizer class, which defines the basic functionality of various minimizer implementations (apart from Minuit and Minuit2) It provides support for storing parameter values, step size, parameter transformation etc.
. in case real minimizer implementations do not provide such functionality. This is an internal class and should not be used directly by the user
Definition at line 54 of file BasicMinimizer.h.
Public Member Functions | |
BasicMinimizer () | |
Default constructor. | |
~BasicMinimizer () override | |
Destructor. | |
bool | FixVariable (unsigned int ivar) override |
fix 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) | |
const ROOT::Math::IMultiGradFunction * | GradObjFunction () const |
return pointer to used gradient object function (NULL if gradient is not supported) | |
bool | IsFixedVariable (unsigned int ivar) const override |
query if an existing variable is fixed (i.e. | |
bool | Minimize () override |
method to perform the minimization | |
double | MinValue () const override |
return minimum function value | |
unsigned int | NDim () const override |
number of dimensions | |
unsigned int | NFree () const override |
number of free variables (real dimension of the problem) | |
virtual unsigned int | NPar () const |
total number of parameter defined | |
const ROOT::Math::IMultiGenFunction * | ObjFunction () const |
return pointer to used objective function | |
void | PrintResult () const |
print result of minimization | |
bool | ReleaseVariable (unsigned int ivar) override |
release an existing variable | |
bool | SetFixedVariable (unsigned int, const std::string &, double) override |
set fixed variable (override if minimizer supports them ) | |
void | SetFunction (const ROOT::Math::IMultiGenFunction &func) override |
set the function to minimize | |
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 | SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower) override |
set lower limit variable (override if minimizer supports them ) | |
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 ) | |
bool | SetVariable (unsigned int ivar, const std::string &name, double val, double step) override |
set free variable | |
bool | SetVariableLimits (unsigned int ivar, double lower, double upper) override |
set the limits of an already existing variable | |
bool | SetVariableLowerLimit (unsigned int ivar, double lower) override |
set the lower-limit of an already existing variable | |
bool | SetVariableStepSize (unsigned int ivar, double step) override |
set the step size of an already existing variable | |
bool | SetVariableUpperLimit (unsigned int ivar, double upper) override |
set the upper-limit of an already existing variable | |
bool | SetVariableValue (unsigned int ivar, double val) override |
set the value of an existing variable | |
bool | SetVariableValues (const double *x) override |
set the values of all existing variables (array must be dimensioned to the size of existing parameters) | |
virtual const double * | StepSizes () const |
accessor methods | |
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 | |
std::string | VariableName (unsigned int ivar) const override |
get name of variables (override if minimizer support storing of variable names) | |
const double * | X () const override |
return pointer to X values at the minimum | |
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Minimizer () | |
Default constructor. | |
Minimizer (Minimizer &&)=delete | |
Minimizer (Minimizer const &)=delete | |
virtual | ~Minimizer () |
Destructor (no operations). | |
virtual void | Clear () |
Reset for consecutive minimization - implement if needed. | |
virtual bool | Contour (unsigned int ivar, unsigned int jvar, unsigned int &npoints, double *xi, double *xj) |
Find the contour points (xi, xj) of the function for parameter ivar and jvar around the minimum. | |
virtual double | Correlation (unsigned int i, unsigned int j) const |
virtual double | CovMatrix (unsigned int ivar, unsigned int jvar) const |
virtual int | CovMatrixStatus () const |
virtual double | Edm () const |
double | ErrorDef () const |
virtual const double * | Errors () const |
virtual bool | GetCovMatrix (double *covMat) const |
Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero. | |
virtual bool | GetHessianMatrix (double *hMat) const |
Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second derivatives and is the inverse of the covariance matrix If the variable is fixed or const the values for that variables are zero. | |
virtual bool | GetMinosError (unsigned int ivar, double &errLow, double &errUp, int option=0) |
Minos error for variable i, return false if Minos failed or not supported and the lower and upper errors are returned in errLow and errUp An extra flag specifies if only the lower (option=-1) or the upper (option=+1) error calculation is run. | |
virtual double | GlobalCC (unsigned int ivar) const |
virtual bool | Hesse () |
Perform a full calculation of the Hessian matrix for error calculation. | |
bool | IsValidError () const |
unsigned int | MaxFunctionCalls () const |
Max number of function calls. | |
unsigned int | MaxIterations () const |
Max iterations. | |
virtual const double * | MinGradient () const |
virtual int | MinosStatus () const |
Status code of Minos (to be re-implemented by the minimizers supporting Minos). | |
virtual unsigned int | NCalls () const |
Number of function calls to reach the minimum. | |
virtual unsigned int | NIterations () const |
Number of iterations to reach the minimum. | |
Minimizer & | operator= (Minimizer &&)=delete |
Minimizer & | operator= (Minimizer const &)=delete |
virtual MinimizerOptions | Options () const |
Retrieve the minimizer options (implement derived class if needed). | |
double | Precision () const |
Precision of minimizer in the evaluation of the objective function. | |
int | PrintLevel () const |
Set print level. | |
virtual void | PrintResults () |
Print the result according to set level (implemented for TMinuit for maintaining Minuit-style printing). | |
virtual bool | ProvidesError () const |
Minimizer provides error and error matrix. | |
virtual bool | Scan (unsigned int ivar, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0) |
Scan function minimum for variable i. | |
virtual bool | SetCovariance (std::span< const double > cov, unsigned int nrow) |
Set initial covariance matrix. | |
virtual bool | SetCovarianceDiag (std::span< const double > d2, unsigned int n) |
Set initial second derivatives. | |
void | SetDefaultOptions () |
Reset the default options (defined in MinimizerOptions). | |
void | SetErrorDef (double up) |
Set scale for calculating the errors. | |
void | SetExtraOptions (const IOptions &extraOptions) |
Set only the extra options. | |
virtual void | SetHessianFunction (std::function< bool(std::span< const double >, double *)>) |
Set the function implementing Hessian computation (re-implemented by Minimizer using it). | |
void | SetMaxFunctionCalls (unsigned int maxfcn) |
Set maximum of function calls. | |
void | SetMaxIterations (unsigned int maxiter) |
Set maximum iterations (one iteration can have many function calls). | |
void | SetOptions (const MinimizerOptions &opt) |
Set all options in one go. | |
void | SetPrecision (double prec) |
Set in the minimizer the objective function evaluation precision. | |
void | SetPrintLevel (int level) |
Set print level. | |
void | SetStrategy (int strategyLevel) |
Set the strategy. | |
void | SetTolerance (double tol) |
Set the tolerance. | |
void | SetValidError (bool on) |
Flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit). | |
virtual bool | SetVariableInitialRange (unsigned int, double, double) |
Set the initial range of an existing variable. | |
template<class VariableIterator > | |
int | SetVariables (const VariableIterator &begin, const VariableIterator &end) |
Add variables. | |
int | Status () const |
Status code of minimizer. | |
int | Strategy () const |
Strategy. | |
double | Tolerance () const |
Absolute tolerance. | |
Protected Member Functions | |
bool | CheckDimension () const |
bool | CheckObjFunction () const |
MinimTransformFunction * | CreateTransformation (std::vector< double > &startValues, const ROOT::Math::IMultiGradFunction *func=nullptr) |
void | SetFinalValues (const double *x, const MinimTransformFunction *func=nullptr) |
void | SetMinValue (double val) |
Private Attributes | |
std::map< unsigned int, std::pair< double, double > > | fBounds |
map specifying the bound using as key the parameter index | |
unsigned int | fDim |
double | fMinVal |
std::vector< std::string > | fNames |
const ROOT::Math::IMultiGenFunction * | fObjFunc |
std::vector< double > | fSteps |
std::vector< double > | fValues |
std::vector< ROOT::Math::EMinimVariableType > | fVarTypes |
vector specifying the type of variables | |
Additional Inherited Members | |
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MinimizerOptions | fOptions |
minimizer options | |
int | fStatus = -1 |
status of minimizer | |
bool | fValidError = false |
flag to control if errors have been validated (Hesse has been run in case of Minuit) | |
#include <Math/BasicMinimizer.h>
ROOT::Math::BasicMinimizer::BasicMinimizer | ( | ) |
Default constructor.
Definition at line 43 of file BasicMinimizer.cxx.
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override |
Destructor.
Definition at line 59 of file BasicMinimizer.cxx.
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protected |
Definition at line 247 of file BasicMinimizer.cxx.
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protected |
Definition at line 256 of file BasicMinimizer.cxx.
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protected |
Definition at line 265 of file BasicMinimizer.cxx.
fix an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 182 of file BasicMinimizer.cxx.
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overridevirtual |
get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 211 of file BasicMinimizer.cxx.
const ROOT::Math::IMultiGradFunction * ROOT::Math::BasicMinimizer::GradObjFunction | ( | ) | const |
return pointer to used gradient object function (NULL if gradient is not supported)
Definition at line 325 of file BasicMinimizer.cxx.
query if an existing variable is fixed (i.e.
considered constant in the minimization) note that by default all variables are not fixed
Reimplemented from ROOT::Math::Minimizer.
Definition at line 206 of file BasicMinimizer.cxx.
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overridevirtual |
method to perform the minimization
Implements ROOT::Math::Minimizer.
Reimplemented in ROOT::Math::GSLMinimizer, ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLSimAnMinimizer, and ROOT::Math::RMinimizer.
Definition at line 294 of file BasicMinimizer.cxx.
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inlineoverridevirtual |
return minimum function value
Implements ROOT::Math::Minimizer.
Definition at line 115 of file BasicMinimizer.h.
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inlineoverridevirtual |
number of dimensions
Implements ROOT::Math::Minimizer.
Definition at line 121 of file BasicMinimizer.h.
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overridevirtual |
number of free variables (real dimension of the problem)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 330 of file BasicMinimizer.cxx.
total number of parameter defined
Definition at line 127 of file BasicMinimizer.h.
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inline |
return pointer to used objective function
Definition at line 130 of file BasicMinimizer.h.
void ROOT::Math::BasicMinimizer::PrintResult | ( | ) | const |
print result of minimization
Definition at line 313 of file BasicMinimizer.cxx.
release an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 189 of file BasicMinimizer.cxx.
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protected |
Definition at line 300 of file BasicMinimizer.cxx.
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overridevirtual |
set fixed variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 116 of file BasicMinimizer.cxx.
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overridevirtual |
set the function to minimize
Implements ROOT::Math::Minimizer.
Reimplemented in ROOT::Math::GSLMinimizer, and ROOT::Math::GSLNLSMinimizer.
Definition at line 240 of file BasicMinimizer.cxx.
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overridevirtual |
set upper/lower limited variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 107 of file BasicMinimizer.cxx.
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overridevirtual |
set lower limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 88 of file BasicMinimizer.cxx.
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inlineprotected |
Definition at line 152 of file BasicMinimizer.h.
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overridevirtual |
set upper limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 97 of file BasicMinimizer.cxx.
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set free variable
Implements ROOT::Math::Minimizer.
Definition at line 63 of file BasicMinimizer.cxx.
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overridevirtual |
set the limits of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 159 of file BasicMinimizer.cxx.
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overridevirtual |
set the lower-limit of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 147 of file BasicMinimizer.cxx.
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set the step size of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 140 of file BasicMinimizer.cxx.
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overridevirtual |
set the upper-limit of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 153 of file BasicMinimizer.cxx.
set the value of an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 125 of file BasicMinimizer.cxx.
set the values of all existing variables (array must be dimensioned to the size of existing parameters)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 133 of file BasicMinimizer.cxx.
accessor methods
Definition at line 140 of file BasicMinimizer.h.
get index of variable given a variable given a name return -1 if variable is not found
Reimplemented from ROOT::Math::Minimizer.
Definition at line 232 of file BasicMinimizer.cxx.
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get name of variables (override if minimizer support storing of variable names)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 227 of file BasicMinimizer.cxx.
return pointer to X values at the minimum
Implements ROOT::Math::Minimizer.
Definition at line 118 of file BasicMinimizer.h.
map specifying the bound using as key the parameter index
Definition at line 166 of file BasicMinimizer.h.
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private |
Definition at line 157 of file BasicMinimizer.h.
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private |
Definition at line 161 of file BasicMinimizer.h.
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private |
Definition at line 164 of file BasicMinimizer.h.
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private |
Definition at line 159 of file BasicMinimizer.h.
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private |
Definition at line 163 of file BasicMinimizer.h.
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private |
Definition at line 162 of file BasicMinimizer.h.
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vector specifying the type of variables
Definition at line 165 of file BasicMinimizer.h.