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ROOT
Reference Guide |
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ROOT
Reference Guide |
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GSLMinimizer class.
Implementation of the ROOT::Math::Minimizer interface using the GSL multi-dimensional minimization algorithms.
See GSL doc from more info on the GSL minimization algorithms.
The class implements the ROOT::Math::Minimizer interface and can be instantiated using the ROOT plugin manager (plugin name is "GSLMultiMin"). The varius minimization algorithms (conjugatefr, conjugatepr, bfgs, etc..) can be passed as enumerations and also as a string. The default algorithm is conjugatefr (Fletcher-Reeves conjugate gradient algorithm).
Definition at line 79 of file GSLMinimizer.h.
Public Member Functions | |
| GSLMinimizer (const char *type) | |
| Constructor with a string giving name of algorithm. More... | |
| GSLMinimizer (ROOT::Math::EGSLMinimizerType type=ROOT::Math::kConjugateFR) | |
| Default constructor. More... | |
| ~GSLMinimizer () override | |
| Destructor. More... | |
| double | CovMatrix (unsigned int, unsigned int) const override |
| return covariance matrices elements if the variable is fixed the matrix is zero The ordering of the variables is the same as in errors More... | |
| double | Edm () const override |
| return expected distance reached from the minimum More... | |
| const double * | Errors () const override |
| return errors at the minimum More... | |
| const double * | MinGradient () const override |
| return pointer to gradient values at the minimum More... | |
| bool | Minimize () override |
| method to perform the minimization More... | |
| unsigned int | NCalls () const override |
| number of function calls to reach the minimum More... | |
| bool | ProvidesError () const override |
| minimizer provides error and error matrix More... | |
| void | SetFunction (const ROOT::Math::IMultiGenFunction &func) override |
| set the function to minimize More... | |
 Public Member Functions inherited from ROOT::Math::BasicMinimizer | |
| BasicMinimizer () | |
| Default constructor. More... | |
| ~BasicMinimizer () override | |
| Destructor. More... | |
| bool | FixVariable (unsigned int ivar) override |
| fix an existing variable More... | |
| bool | GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const override |
| get variable settings in a variable object (like ROOT::Fit::ParamsSettings) More... | |
| const ROOT::Math::IMultiGradFunction * | GradObjFunction () const |
| return pointer to used gradient object function (NULL if gradient is not supported) More... | |
| bool | IsFixedVariable (unsigned int ivar) const override |
| query if an existing variable is fixed (i.e. More... | |
| bool | Minimize () override |
| method to perform the minimization More... | |
| double | MinValue () const override |
| return minimum function value More... | |
| unsigned int | NDim () const override |
| number of dimensions More... | |
| unsigned int | NFree () const override |
| number of free variables (real dimension of the problem) More... | |
| virtual unsigned int | NPar () const |
| total number of parameter defined More... | |
| const ROOT::Math::IMultiGenFunction * | ObjFunction () const |
| return pointer to used objective function More... | |
| void | PrintResult () const |
| print result of minimization More... | |
| bool | ReleaseVariable (unsigned int ivar) override |
| release an existing variable More... | |
| bool | SetFixedVariable (unsigned int, const std::string &, double) override |
| set fixed variable (override if minimizer supports them ) More... | |
| void | SetFunction (const ROOT::Math::IMultiGenFunction &func) override |
| set the function to minimize More... | |
| 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 ) More... | |
| 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 ) More... | |
| 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 ) More... | |
| bool | SetVariable (unsigned int ivar, const std::string &name, double val, double step) override |
| set free variable More... | |
| bool | SetVariableLimits (unsigned int ivar, double lower, double upper) override |
| set the limits of an already existing variable More... | |
| bool | SetVariableLowerLimit (unsigned int ivar, double lower) override |
| set the lower-limit of an already existing variable More... | |
| bool | SetVariableStepSize (unsigned int ivar, double step) override |
| set the step size of an already existing variable More... | |
| bool | SetVariableUpperLimit (unsigned int ivar, double upper) override |
| set the upper-limit of an already existing variable More... | |
| bool | SetVariableValue (unsigned int ivar, double val) override |
| set the value of an existing variable More... | |
| bool | SetVariableValues (const double *x) override |
| 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... | |
| 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 More... | |
| std::string | VariableName (unsigned int ivar) const override |
| get name of variables (override if minimizer support storing of variable names) More... | |
| const double * | X () const override |
| 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 minimization - 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 | FixVariable (unsigned int ivar) |
| fix an existing variable 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 More... | |
| virtual bool | GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &pars) const |
| get variable settings in a variable object (like ROOT::Fit::ParamsSettings) 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... | |
| virtual bool | IsFixedVariable (unsigned int ivar) const |
| query if an existing variable is fixed (i.e. 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 bool | Minimize ()=0 |
| method to perform the minimization More... | |
| virtual int | MinosStatus () const |
| status code of Minos (to be re-implemented by the minimizers supporting Minos) More... | |
| virtual double | MinValue () const =0 |
| return minimum function value More... | |
| virtual unsigned int | NCalls () const |
| number of function calls to reach the minimum More... | |
| virtual unsigned int | NDim () const =0 |
| this is <= Function().NDim() which is the total number of variables (free+ constrained ones) More... | |
| virtual unsigned int | NFree () const |
| number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total (re-implement if minimizer supports bounded parameters) 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 | ReleaseVariable (unsigned int ivar) |
| release an existing variable 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 default options (defined in MinimizerOptions) More... | |
| void | SetErrorDef (double up) |
| set scale for calculating the errors More... | |
| void | SetExtraOptions (const IOptions &extraOptions) |
| set only the extra options More... | |
| virtual bool | SetFixedVariable (unsigned int ivar, const std::string &name, double val) |
| set a new fixed variable (override if minimizer supports them ) More... | |
| virtual void | SetFunction (const ROOT::Math::IMultiGenFunction &func)=0 |
| set the function to minimize More... | |
| virtual void | SetHessianFunction (std::function< bool(const std::vector< double > &, double *)>) |
| set the function implementing Hessian computation (re-implemented by Minimizer using it) More... | |
| virtual bool | SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower, double upper) |
| set a new upper/lower limited variable (override if minimizer supports them ) otherwise as default set an unlimited variable More... | |
| virtual bool | SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower) |
| set a new lower limit variable (override if minimizer supports them ) 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... | |
| virtual bool | SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper) |
| set a new upper limit variable (override if minimizer supports them ) 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 | SetVariable (unsigned int ivar, const std::string &name, double val, double step)=0 |
| set a new free variable More... | |
| virtual bool | SetVariableInitialRange (unsigned int, double, double) |
| set the initial range of an existing 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... | |
| template<class VariableIterator > | |
| int | SetVariables (const VariableIterator &begin, const VariableIterator &end) |
| add variables . Return number of variables successfully added More... | |
| virtual bool | SetVariableStepSize (unsigned int ivar, double value) |
| 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 value) |
| set the value of an already existing variable More... | |
| virtual bool | SetVariableValues (const double *x) |
| set the values of all existing variables (array must be dimensioned to the size of the existing parameters) More... | |
| int | Status () const |
| status code of minimizer More... | |
| int | Strategy () const |
| strategy More... | |
| double | Tolerance () const |
| absolute tolerance 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) return an empty string if variable is not found More... | |
| virtual const double * | X () const =0 |
| return pointer to X values at the minimum More... | |
Private Member Functions | |
| GSLMinimizer (const GSLMinimizer &) | |
| Copy constructor. More... | |
| GSLMinimizer & | operator= (const GSLMinimizer &rhs) |
| Assignment operator. More... | |
Private Attributes | |
| ROOT::Math::GSLMultiMinimizer * | fGSLMultiMin |
| double | fLSTolerance |
Additional Inherited Members | |
| Protected Member Functions inherited from ROOT::Math::BasicMinimizer | |
| 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) |
| Protected Attributes inherited from ROOT::Math::Minimizer | |
| MinimizerOptions | fOptions |
| minimizer options More... | |
| int | fStatus |
| status of minimizer More... | |
| bool | fValidError |
| flag to control if errors have been validated (Hesse has been run in case of Minuit) More... | |
#include <Math/GSLMinimizer.h>
| ROOT::Math::GSLMinimizer::GSLMinimizer | ( | ROOT::Math::EGSLMinimizerType | type = ROOT::Math::kConjugateFR | ) |
Default constructor.
Definition at line 51 of file GSLMinimizer.cxx.
| ROOT::Math::GSLMinimizer::GSLMinimizer | ( | const char * | type | ) |
Constructor with a string giving name of algorithm.
Definition at line 66 of file GSLMinimizer.cxx.
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override |
Destructor.
Definition at line 93 of file GSLMinimizer.cxx.
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inlineprivate |
Copy constructor.
Definition at line 104 of file GSLMinimizer.h.
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inlineoverridevirtual |
return covariance matrices elements if the variable is fixed the matrix is zero The ordering of the variables is the same as in errors
Reimplemented from ROOT::Math::Minimizer.
Definition at line 145 of file GSLMinimizer.h.
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inlineoverridevirtual |
return expected distance reached from the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 125 of file GSLMinimizer.h.
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inlineoverridevirtual |
return errors at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 139 of file GSLMinimizer.h.
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overridevirtual |
return pointer to gradient values at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 288 of file GSLMinimizer.cxx.
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overridevirtual |
method to perform the minimization
Reimplemented from ROOT::Math::BasicMinimizer.
Definition at line 126 of file GSLMinimizer.cxx.
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overridevirtual |
number of function calls to reach the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 112 of file GSLMinimizer.cxx.
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inlineprivate |
Assignment operator.
Definition at line 109 of file GSLMinimizer.h.
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inlineoverridevirtual |
minimizer provides error and error matrix
Reimplemented from ROOT::Math::Minimizer.
Definition at line 136 of file GSLMinimizer.h.
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overridevirtual |
set the function to minimize
Reimplemented from ROOT::Math::BasicMinimizer.
Definition at line 100 of file GSLMinimizer.cxx.
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private |
Definition at line 155 of file GSLMinimizer.h.
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private |
Definition at line 157 of file GSLMinimizer.h.
