Logo ROOT   6.19/01
Reference Guide
ROOT::Math::BasicMinimizer Class Reference

Base Minimizer class, which defines the basic funcionality of various minimizer implementations (apart from Minuit and Minuit2) It provides support for storing parameter values, step size, parameter transofrmation etc.

. in case real minimizer impelmentations 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. More...
 
virtual ~BasicMinimizer ()
 Destructor. More...
 
virtual bool FixVariable (unsigned int ivar)
 fix an existing variable More...
 
virtual bool GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const
 get variable settings in a variable object (like ROOT::Fit::ParamsSettings) More...
 
const ROOT::Math::IMultiGradFunctionGradObjFunction () const
 return pointer to used gradient object function (NULL if gradient is not supported) More...
 
virtual bool IsFixedVariable (unsigned int ivar) const
 query if an existing variable is fixed (i.e. More...
 
virtual bool Minimize ()
 method to perform the minimization More...
 
virtual double MinValue () const
 return minimum function value More...
 
virtual unsigned int NDim () const
 number of dimensions More...
 
virtual unsigned int NFree () const
 number of free variables (real dimension of the problem) More...
 
virtual unsigned int NPar () const
 total number of parameter defined More...
 
const ROOT::Math::IMultiGenFunctionObjFunction () const
 return pointer to used objective function More...
 
void PrintResult () const
 print result of minimization More...
 
virtual bool ReleaseVariable (unsigned int ivar)
 release an existing variable More...
 
virtual bool SetFixedVariable (unsigned int, const std::string &, double)
 set fixed variable (override if minimizer supports them ) More...
 
virtual void SetFunction (const ROOT::Math::IMultiGenFunction &func)
 set the function to minimize More...
 
virtual void SetFunction (const ROOT::Math::IMultiGradFunction &func)
 set gradient the function to minimize More...
 
virtual bool SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double, double)
 set upper/lower limited variable (override if minimizer supports them ) More...
 
virtual bool SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower)
 set lower limit variable (override if minimizer supports them ) More...
 
virtual bool SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper)
 set upper limit variable (override if minimizer supports them ) More...
 
virtual bool SetVariable (unsigned int ivar, const std::string &name, double val, double step)
 set free variable More...
 
virtual bool SetVariableLimits (unsigned int ivar, double lower, double upper)
 set the limits of an already existing variable More...
 
virtual bool SetVariableLowerLimit (unsigned int ivar, double lower)
 set the lower-limit of an already existing variable More...
 
virtual bool SetVariableStepSize (unsigned int ivar, double step)
 set the step size of an already existing variable More...
 
virtual bool SetVariableUpperLimit (unsigned int ivar, double upper)
 set the upper-limit of an already existing variable More...
 
virtual bool SetVariableValue (unsigned int ivar, double val)
 set the value of an existing variable More...
 
virtual bool SetVariableValues (const double *x)
 set the values of all existing variables (array must be dimensioned to the size of existing parameters) More...
 
virtual const double * StepSizes () const
 accessor methods More...
 
const ROOT::Math::MinimTransformFunctionTransformFunction () const
 return transformation function (NULL if not having a transformation) More...
 
virtual int VariableIndex (const std::string &name) const
 get index of variable given a variable given a name return -1 if variable is not found More...
 
virtual std::string VariableName (unsigned int ivar) const
 get name of variables (override if minimizer support storing of variable names) More...
 
virtual const double * X () const
 return pointer to X values at the minimum More...
 
- Public Member Functions inherited from ROOT::Math::Minimizer
 Minimizer ()
 Default constructor. More...
 
virtual ~Minimizer ()
 Destructor (no operations) More...
 
virtual void Clear ()
 reset for consecutive minimizations - implement if needed More...
 
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 The contour will be find for value of the function = Min + ErrorUp(); More...
 
virtual double Correlation (unsigned int i, unsigned int j) const
 return correlation coefficient between variable i and j. More...
 
virtual double CovMatrix (unsigned int ivar, unsigned int jvar) const
 return covariance matrices element for variables ivar,jvar if the variable is fixed the return value is zero The ordering of the variables is the same as in the parameter and errors vectors More...
 
virtual int CovMatrixStatus () const
 return status of covariance matrix using Minuit convention {0 not calculated 1 approximated 2 made pos def , 3 accurate} Minimizer who implements covariance matrix calculation will re-implement the method More...
 
virtual double Edm () const
 return expected distance reached from the minimum (re-implement if minimizer provides it More...
 
double ErrorDef () const
 return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization More...
 
virtual const double * Errors () const
 return errors at the minimum More...
 
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. More...
 
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. More...
 
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 (This feature is not yet implemented) More...
 
virtual double GlobalCC (unsigned int ivar) const
 return global correlation coefficient for variable i This is a number between zero and one which gives the correlation between the i-th parameter and that linear combination of all other parameters which is most strongly correlated with i. More...
 
virtual bool Hesse ()
 perform a full calculation of the Hessian matrix for error calculation More...
 
bool IsValidError () const
 return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit) More...
 
unsigned int MaxFunctionCalls () const
 max number of function calls More...
 
unsigned int MaxIterations () const
 max iterations More...
 
virtual const double * MinGradient () const
 return pointer to gradient values at the minimum More...
 
virtual unsigned int NCalls () const
 number of function calls to reach the minimum More...
 
virtual unsigned int NIterations () const
 number of iterations to reach the minimum More...
 
virtual MinimizerOptions Options () const
 retrieve the minimizer options (implement derived class if needed) More...
 
double Precision () const
 precision of minimizer in the evaluation of the objective function ( a value <=0 corresponds to the let the minimizer choose its default one) More...
 
int PrintLevel () const
 minimizer configuration parameters More...
 
virtual void PrintResults ()
 return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0; More...
 
virtual bool ProvidesError () const
 minimizer provides error and error matrix More...
 
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. More...
 
void SetDefaultOptions ()
 reset the defaut options (defined in MinimizerOptions) More...
 
void SetErrorDef (double up)
 set scale for calculating the errors More...
 
void SetMaxFunctionCalls (unsigned int maxfcn)
 set maximum of function calls More...
 
void SetMaxIterations (unsigned int maxiter)
 set maximum iterations (one iteration can have many function calls) More...
 
void SetOptions (const MinimizerOptions &opt)
 set all options in one go More...
 
void SetPrecision (double prec)
 set in the minimizer the objective function evaluation precision ( a value <=0 means the minimizer will choose its optimal value automatically, i.e. More...
 
void SetPrintLevel (int level)
 set print level More...
 
void SetStrategy (int strategyLevel)
 set the strategy More...
 
void SetTolerance (double tol)
 set the tolerance More...
 
void SetValidError (bool on)
 flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit) More...
 
virtual bool SetVariableInitialRange (unsigned int, double, double)
 set the initial range of an existing variable More...
 
template<class VariableIterator >
int SetVariables (const VariableIterator &begin, const VariableIterator &end)
 add variables . Return number of variables successfully added More...
 
int Status () const
 status code of minimizer More...
 
int Strategy () const
 strategy More...
 
double Tolerance () const
 absolute tolerance More...
 

Protected Member Functions

bool CheckDimension () const
 
bool CheckObjFunction () const
 
MinimTransformFunctionCreateTransformation (std::vector< double > &startValues, const ROOT::Math::IMultiGradFunction *func=0)
 
void SetFinalValues (const double *x)
 
void SetMinValue (double val)
 

Private Member Functions

 BasicMinimizer (const BasicMinimizer &)
 Copy constructor. More...
 
BasicMinimizeroperator= (const BasicMinimizer &rhs)
 Assignment operator. More...
 

Private Attributes

std::map< unsigned int, std::pair< double, double > > fBounds
 
unsigned int fDim
 
double fMinVal
 
std::vector< std::string > fNames
 
const ROOT::Math::IMultiGenFunctionfObjFunc
 
std::vector< double > fSteps
 
std::vector< double > fValues
 
std::vector< ROOT::Math::EMinimVariableTypefVarTypes
 

Additional Inherited Members

- Protected Attributes inherited from ROOT::Math::Minimizer
MinimizerOptions fOptions
 
int fStatus
 
bool fValidError
 

#include <Math/BasicMinimizer.h>

Inheritance diagram for ROOT::Math::BasicMinimizer:
[legend]

Constructor & Destructor Documentation

◆ BasicMinimizer() [1/2]

ROOT::Math::BasicMinimizer::BasicMinimizer ( )

Default constructor.

Definition at line 44 of file BasicMinimizer.cxx.

◆ ~BasicMinimizer()

ROOT::Math::BasicMinimizer::~BasicMinimizer ( )
virtual

Destructor.

Definition at line 60 of file BasicMinimizer.cxx.

◆ BasicMinimizer() [2/2]

ROOT::Math::BasicMinimizer::BasicMinimizer ( const BasicMinimizer )
inlineprivate

Copy constructor.

Definition at line 75 of file BasicMinimizer.h.

Member Function Documentation

◆ CheckDimension()

bool ROOT::Math::BasicMinimizer::CheckDimension ( ) const
protected

Definition at line 255 of file BasicMinimizer.cxx.

◆ CheckObjFunction()

bool ROOT::Math::BasicMinimizer::CheckObjFunction ( ) const
protected

Definition at line 264 of file BasicMinimizer.cxx.

◆ CreateTransformation()

MinimTransformFunction * ROOT::Math::BasicMinimizer::CreateTransformation ( std::vector< double > &  startValues,
const ROOT::Math::IMultiGradFunction func = 0 
)
protected

Definition at line 273 of file BasicMinimizer.cxx.

◆ FixVariable()

bool ROOT::Math::BasicMinimizer::FixVariable ( unsigned int  ivar)
virtual

fix an existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 183 of file BasicMinimizer.cxx.

◆ GetVariableSettings()

bool ROOT::Math::BasicMinimizer::GetVariableSettings ( unsigned int  ivar,
ROOT::Fit::ParameterSettings varObj 
) const
virtual

get variable settings in a variable object (like ROOT::Fit::ParamsSettings)

Reimplemented from ROOT::Math::Minimizer.

Definition at line 212 of file BasicMinimizer.cxx.

◆ GradObjFunction()

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 349 of file BasicMinimizer.cxx.

◆ IsFixedVariable()

bool ROOT::Math::BasicMinimizer::IsFixedVariable ( unsigned int  ivar) const
virtual

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 207 of file BasicMinimizer.cxx.

◆ Minimize()

bool ROOT::Math::BasicMinimizer::Minimize ( )
virtual

method to perform the minimization

Implements ROOT::Math::Minimizer.

Reimplemented in ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, ROOT::Math::GSLSimAnMinimizer, and ROOT::Math::RMinimizer.

Definition at line 317 of file BasicMinimizer.cxx.

◆ MinValue()

virtual double ROOT::Math::BasicMinimizer::MinValue ( ) const
inlinevirtual

return minimum function value

Implements ROOT::Math::Minimizer.

Definition at line 136 of file BasicMinimizer.h.

◆ NDim()

virtual unsigned int ROOT::Math::BasicMinimizer::NDim ( ) const
inlinevirtual

number of dimensions

Implements ROOT::Math::Minimizer.

Definition at line 142 of file BasicMinimizer.h.

◆ NFree()

unsigned int ROOT::Math::BasicMinimizer::NFree ( ) const
virtual

number of free variables (real dimension of the problem)

Reimplemented from ROOT::Math::Minimizer.

Definition at line 357 of file BasicMinimizer.cxx.

◆ NPar()

virtual unsigned int ROOT::Math::BasicMinimizer::NPar ( ) const
inlinevirtual

total number of parameter defined

Definition at line 148 of file BasicMinimizer.h.

◆ ObjFunction()

const ROOT::Math::IMultiGenFunction* ROOT::Math::BasicMinimizer::ObjFunction ( ) const
inline

return pointer to used objective function

Definition at line 151 of file BasicMinimizer.h.

◆ operator=()

BasicMinimizer& ROOT::Math::BasicMinimizer::operator= ( const BasicMinimizer rhs)
inlineprivate

Assignment operator.

Definition at line 80 of file BasicMinimizer.h.

◆ PrintResult()

void ROOT::Math::BasicMinimizer::PrintResult ( ) const

print result of minimization

Definition at line 337 of file BasicMinimizer.cxx.

◆ ReleaseVariable()

bool ROOT::Math::BasicMinimizer::ReleaseVariable ( unsigned int  ivar)
virtual

release an existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 190 of file BasicMinimizer.cxx.

◆ SetFinalValues()

void ROOT::Math::BasicMinimizer::SetFinalValues ( const double *  x)
protected

Definition at line 323 of file BasicMinimizer.cxx.

◆ SetFixedVariable()

bool ROOT::Math::BasicMinimizer::SetFixedVariable ( unsigned int  ivar,
const std::string &  name,
double  val 
)
virtual

set fixed variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 117 of file BasicMinimizer.cxx.

◆ SetFunction() [1/2]

void ROOT::Math::BasicMinimizer::SetFunction ( const ROOT::Math::IMultiGenFunction func)
virtual

set the function to minimize

Implements ROOT::Math::Minimizer.

Reimplemented in ROOT::Math::GSLNLSMinimizer, and ROOT::Math::GSLMinimizer.

Definition at line 241 of file BasicMinimizer.cxx.

◆ SetFunction() [2/2]

void ROOT::Math::BasicMinimizer::SetFunction ( const ROOT::Math::IMultiGradFunction func)
virtual

set gradient the function to minimize

Reimplemented from ROOT::Math::Minimizer.

Reimplemented in ROOT::Math::GSLNLSMinimizer, and ROOT::Math::GSLMinimizer.

Definition at line 247 of file BasicMinimizer.cxx.

◆ SetLimitedVariable()

bool ROOT::Math::BasicMinimizer::SetLimitedVariable ( unsigned int  ivar,
const std::string &  name,
double  val,
double  step,
double  lower,
double  upper 
)
virtual

set upper/lower limited variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 108 of file BasicMinimizer.cxx.

◆ SetLowerLimitedVariable()

bool ROOT::Math::BasicMinimizer::SetLowerLimitedVariable ( unsigned int  ivar,
const std::string &  name,
double  val,
double  step,
double  lower 
)
virtual

set lower limit variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 89 of file BasicMinimizer.cxx.

◆ SetMinValue()

void ROOT::Math::BasicMinimizer::SetMinValue ( double  val)
inlineprotected

Definition at line 175 of file BasicMinimizer.h.

◆ SetUpperLimitedVariable()

bool ROOT::Math::BasicMinimizer::SetUpperLimitedVariable ( unsigned int  ivar,
const std::string &  name,
double  val,
double  step,
double  upper 
)
virtual

set upper limit variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 98 of file BasicMinimizer.cxx.

◆ SetVariable()

bool ROOT::Math::BasicMinimizer::SetVariable ( unsigned int  ivar,
const std::string &  name,
double  val,
double  step 
)
virtual

set free variable

Implements ROOT::Math::Minimizer.

Definition at line 64 of file BasicMinimizer.cxx.

◆ SetVariableLimits()

bool ROOT::Math::BasicMinimizer::SetVariableLimits ( unsigned int  ivar,
double  lower,
double  upper 
)
virtual

set the limits of an already existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 160 of file BasicMinimizer.cxx.

◆ SetVariableLowerLimit()

bool ROOT::Math::BasicMinimizer::SetVariableLowerLimit ( unsigned int  ivar,
double  lower 
)
virtual

set the lower-limit of an already existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 148 of file BasicMinimizer.cxx.

◆ SetVariableStepSize()

bool ROOT::Math::BasicMinimizer::SetVariableStepSize ( unsigned int  ivar,
double  step 
)
virtual

set the step size of an already existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 141 of file BasicMinimizer.cxx.

◆ SetVariableUpperLimit()

bool ROOT::Math::BasicMinimizer::SetVariableUpperLimit ( unsigned int  ivar,
double  upper 
)
virtual

set the upper-limit of an already existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 154 of file BasicMinimizer.cxx.

◆ SetVariableValue()

bool ROOT::Math::BasicMinimizer::SetVariableValue ( unsigned int  ivar,
double  val 
)
virtual

set the value of an existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 126 of file BasicMinimizer.cxx.

◆ SetVariableValues()

bool ROOT::Math::BasicMinimizer::SetVariableValues ( const double *  x)
virtual

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 134 of file BasicMinimizer.cxx.

◆ StepSizes()

virtual const double* ROOT::Math::BasicMinimizer::StepSizes ( ) const
inlinevirtual

accessor methods

Definition at line 163 of file BasicMinimizer.h.

◆ TransformFunction()

const MinimTransformFunction * ROOT::Math::BasicMinimizer::TransformFunction ( ) const

return transformation function (NULL if not having a transformation)

Definition at line 353 of file BasicMinimizer.cxx.

◆ VariableIndex()

int ROOT::Math::BasicMinimizer::VariableIndex ( const std::string &  name) const
virtual

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 233 of file BasicMinimizer.cxx.

◆ VariableName()

std::string ROOT::Math::BasicMinimizer::VariableName ( unsigned int  ivar) const
virtual

get name of variables (override if minimizer support storing of variable names)

Reimplemented from ROOT::Math::Minimizer.

Definition at line 228 of file BasicMinimizer.cxx.

◆ X()

virtual const double* ROOT::Math::BasicMinimizer::X ( ) const
inlinevirtual

return pointer to X values at the minimum

Implements ROOT::Math::Minimizer.

Definition at line 139 of file BasicMinimizer.h.

Member Data Documentation

◆ fBounds

std::map< unsigned int, std::pair<double, double> > ROOT::Math::BasicMinimizer::fBounds
private

Definition at line 189 of file BasicMinimizer.h.

◆ fDim

unsigned int ROOT::Math::BasicMinimizer::fDim
private

Definition at line 180 of file BasicMinimizer.h.

◆ fMinVal

double ROOT::Math::BasicMinimizer::fMinVal
private

Definition at line 184 of file BasicMinimizer.h.

◆ fNames

std::vector<std::string> ROOT::Math::BasicMinimizer::fNames
private

Definition at line 187 of file BasicMinimizer.h.

◆ fObjFunc

const ROOT::Math::IMultiGenFunction* ROOT::Math::BasicMinimizer::fObjFunc
private

Definition at line 182 of file BasicMinimizer.h.

◆ fSteps

std::vector<double> ROOT::Math::BasicMinimizer::fSteps
private

Definition at line 186 of file BasicMinimizer.h.

◆ fValues

std::vector<double> ROOT::Math::BasicMinimizer::fValues
private

Definition at line 185 of file BasicMinimizer.h.

◆ fVarTypes

std::vector<ROOT::Math::EMinimVariableType> ROOT::Math::BasicMinimizer::fVarTypes
private

Definition at line 188 of file BasicMinimizer.h.

Libraries for ROOT::Math::BasicMinimizer:
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The documentation for this class was generated from the following files: