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ROOT::Minuit2::FumiliGradientCalculator Class Reference

Fumili gradient calculator using external gradient provided by FCN Note that the computed Hessian and G2 are an approximation valid for small residuals.

Definition at line 25 of file FumiliGradientCalculator.h.

Public Member Functions

 FumiliGradientCalculator (const FumiliFCNBase &fcn, const MnUserTransformation &trafo, int n)
 
 ~FumiliGradientCalculator () override
 
bool CanComputeG2 () const override
 
bool CanComputeHessian () const override
 
bool G2 (const MinimumParameters &, MnAlgebraicVector &) const override
 compute second derivatives (diagonal of Hessian)
 
const MnAlgebraicSymMatrixGetHessian () const
 
bool Hessian (const MinimumParameters &, MnAlgebraicSymMatrix &) const override
 compute Hessian matrix
 
FunctionGradient operator() (const MinimumParameters &) const override
 
FunctionGradient operator() (const MinimumParameters &, const FunctionGradient &) const override
 
const MnUserTransformationTrafo () const
 
- Public Member Functions inherited from ROOT::Minuit2::AnalyticalGradientCalculator
 AnalyticalGradientCalculator (const FCNBase &fcn, const MnUserTransformation &state)
 
 ~AnalyticalGradientCalculator () override
 
- Public Member Functions inherited from ROOT::Minuit2::GradientCalculator
virtual ~GradientCalculator ()
 

Private Attributes

const FumiliFCNBasefFcn
 
MnAlgebraicSymMatrix fHessian
 

Additional Inherited Members

- Protected Attributes inherited from ROOT::Minuit2::AnalyticalGradientCalculator
const FCNBasefGradFunc
 
const MnUserTransformationfTransformation
 

#include <Minuit2/FumiliGradientCalculator.h>

Inheritance diagram for ROOT::Minuit2::FumiliGradientCalculator:
[legend]

Constructor & Destructor Documentation

◆ FumiliGradientCalculator()

ROOT::Minuit2::FumiliGradientCalculator::FumiliGradientCalculator ( const FumiliFCNBase fcn,
const MnUserTransformation trafo,
int  n 
)

Definition at line 26 of file FumiliGradientCalculator.cxx.

◆ ~FumiliGradientCalculator()

ROOT::Minuit2::FumiliGradientCalculator::~FumiliGradientCalculator ( )
inlineoverride

Definition at line 30 of file FumiliGradientCalculator.h.

Member Function Documentation

◆ CanComputeG2()

bool ROOT::Minuit2::FumiliGradientCalculator::CanComputeG2 ( ) const
inlineoverridevirtual

Reimplemented from ROOT::Minuit2::AnalyticalGradientCalculator.

Definition at line 44 of file FumiliGradientCalculator.h.

◆ CanComputeHessian()

bool ROOT::Minuit2::FumiliGradientCalculator::CanComputeHessian ( ) const
inlineoverridevirtual

Reimplemented from ROOT::Minuit2::AnalyticalGradientCalculator.

Definition at line 46 of file FumiliGradientCalculator.h.

◆ G2()

bool ROOT::Minuit2::FumiliGradientCalculator::G2 ( const MinimumParameters par,
MnAlgebraicVector g2 
) const
overridevirtual

compute second derivatives (diagonal of Hessian)

Reimplemented from ROOT::Minuit2::AnalyticalGradientCalculator.

Definition at line 100 of file FumiliGradientCalculator.cxx.

◆ GetHessian()

const MnAlgebraicSymMatrix & ROOT::Minuit2::FumiliGradientCalculator::GetHessian ( ) const
inline

Definition at line 38 of file FumiliGradientCalculator.h.

◆ Hessian()

bool ROOT::Minuit2::FumiliGradientCalculator::Hessian ( const MinimumParameters par,
MnAlgebraicSymMatrix hmat 
) const
overridevirtual

compute Hessian matrix

Reimplemented from ROOT::Minuit2::AnalyticalGradientCalculator.

Definition at line 113 of file FumiliGradientCalculator.cxx.

◆ operator()() [1/2]

FunctionGradient ROOT::Minuit2::FumiliGradientCalculator::operator() ( const MinimumParameters par) const
overridevirtual

Reimplemented from ROOT::Minuit2::AnalyticalGradientCalculator.

Definition at line 34 of file FumiliGradientCalculator.cxx.

◆ operator()() [2/2]

FunctionGradient ROOT::Minuit2::FumiliGradientCalculator::operator() ( const MinimumParameters par,
const FunctionGradient  
) const
overridevirtual

Reimplemented from ROOT::Minuit2::AnalyticalGradientCalculator.

Definition at line 94 of file FumiliGradientCalculator.cxx.

◆ Trafo()

const MnUserTransformation & ROOT::Minuit2::FumiliGradientCalculator::Trafo ( ) const
inline

Definition at line 36 of file FumiliGradientCalculator.h.

Member Data Documentation

◆ fFcn

const FumiliFCNBase& ROOT::Minuit2::FumiliGradientCalculator::fFcn
private

Definition at line 50 of file FumiliGradientCalculator.h.

◆ fHessian

MnAlgebraicSymMatrix ROOT::Minuit2::FumiliGradientCalculator::fHessian
mutableprivate

Definition at line 51 of file FumiliGradientCalculator.h.

Libraries for ROOT::Minuit2::FumiliGradientCalculator:

The documentation for this class was generated from the following files: