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Reference Guide
TFumiliMinimizer Class Reference

TFumiliMinimizer class: minimizer implementation based on TFumili.

Definition at line 43 of file TFumiliMinimizer.h.

Public Member Functions

 TFumiliMinimizer (int dummy=0)
 Default constructor (an argument is needed by plug-in manager) More...
 
 ~TFumiliMinimizer ()
 Destructor (no operations) More...
 
virtual double CovMatrix (unsigned int i, unsigned int j) const
 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...
 
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 More...
 
virtual const doubleErrors () const
 return errors at the minimum More...
 
virtual const doubleMinGradient () const
 return pointer to gradient values at the minimum More...
 
virtual bool Minimize ()
 method to perform the minimization More...
 
virtual double MinValue () const
 return minimum function value More...
 
virtual unsigned int NCalls () const
 number of function calls to reach the minimum More...
 
virtual unsigned int NDim () const
 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 More...
 
virtual bool ProvidesError () const
 minimizer provides error and error matrix 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 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 SetVariable (unsigned int ivar, const std::string &name, double val, double step)
 set free variable More...
 
virtual bool SetVariableValue (unsigned int ivar, double val)
 set the value of an existing variable More...
 
virtual const doubleX () 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...
 
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 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 (This feature is not yet implemented) 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 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 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 defaut options (defined in MinimizerOptions) More...
 
void SetErrorDef (double up)
 set scale for calculating the errors 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 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 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...
 

Static Protected Member Functions

static double EvaluateFCN (const double *x, double *g)
 implementation of FCN for Fumili when user provided gradient is used More...
 
static void Fcn (int &, double *, double &f, double *, int)
 implementation of FCN for Fumili More...
 

Private Member Functions

 TFumiliMinimizer (const TFumiliMinimizer &)
 Copy constructor. More...
 
TFumiliMinimizeroperator= (const TFumiliMinimizer &rhs)
 Assignment operator. More...
 

Private Attributes

std::vector< doublefCovar
 
unsigned int fDim
 
double fEdm
 
std::vector< doublefErrors
 
TFumilifFumili
 
double fMinVal
 
unsigned int fNFree
 
std::vector< doublefParams
 

Static Private Attributes

static TFumilifgFumili = 0
 
static ROOT::Math::FitMethodFunctionfgFunc = 0
 
static ROOT::Math::FitMethodGradFunctionfgGradFunc = 0
 

Additional Inherited Members

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

#include <TFumiliMinimizer.h>

Inheritance diagram for TFumiliMinimizer:
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Constructor & Destructor Documentation

◆ TFumiliMinimizer() [1/2]

TFumiliMinimizer::TFumiliMinimizer ( int  dummy = 0)

Default constructor (an argument is needed by plug-in manager)

Definition at line 142 of file TFumiliMinimizer.cxx.

◆ ~TFumiliMinimizer()

TFumiliMinimizer::~TFumiliMinimizer ( )

Destructor (no operations)

Definition at line 165 of file TFumiliMinimizer.cxx.

◆ TFumiliMinimizer() [2/2]

TFumiliMinimizer::TFumiliMinimizer ( const TFumiliMinimizer )
private

Copy constructor.

Definition at line 171 of file TFumiliMinimizer.cxx.

Member Function Documentation

◆ CovMatrix()

virtual double TFumiliMinimizer::CovMatrix ( unsigned int  i,
unsigned int  j 
) const
inlinevirtual

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 134 of file TFumiliMinimizer.h.

◆ CovMatrixStatus()

virtual int TFumiliMinimizer::CovMatrixStatus ( ) const
inlinevirtual

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

Reimplemented from ROOT::Math::Minimizer.

Definition at line 141 of file TFumiliMinimizer.h.

◆ Edm()

virtual double TFumiliMinimizer::Edm ( ) const
inlinevirtual

return expected distance reached from the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 105 of file TFumiliMinimizer.h.

◆ Errors()

virtual const double* TFumiliMinimizer::Errors ( ) const
inlinevirtual

return errors at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 128 of file TFumiliMinimizer.h.

◆ EvaluateFCN()

double TFumiliMinimizer::EvaluateFCN ( const double x,
double g 
)
staticprotected

implementation of FCN for Fumili when user provided gradient is used

static function implementing the evaluation of the FCN (it uses static instance fgFumili)

Definition at line 258 of file TFumiliMinimizer.cxx.

◆ Fcn()

void TFumiliMinimizer::Fcn ( int ,
double g,
double f,
double x,
int   
)
staticprotected

implementation of FCN for Fumili

Definition at line 239 of file TFumiliMinimizer.cxx.

◆ MinGradient()

virtual const double* TFumiliMinimizer::MinGradient ( ) const
inlinevirtual

return pointer to gradient values at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 111 of file TFumiliMinimizer.h.

◆ Minimize()

bool TFumiliMinimizer::Minimize ( )
virtual

method to perform the minimization

Implements ROOT::Math::Minimizer.

Definition at line 505 of file TFumiliMinimizer.cxx.

◆ MinValue()

virtual double TFumiliMinimizer::MinValue ( ) const
inlinevirtual

return minimum function value

Implements ROOT::Math::Minimizer.

Definition at line 102 of file TFumiliMinimizer.h.

◆ NCalls()

virtual unsigned int TFumiliMinimizer::NCalls ( ) const
inlinevirtual

number of function calls to reach the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 114 of file TFumiliMinimizer.h.

◆ NDim()

virtual unsigned int TFumiliMinimizer::NDim ( ) const
inlinevirtual

this is <= Function().NDim() which is the total number of variables (free+ constrained ones)

Implements ROOT::Math::Minimizer.

Definition at line 118 of file TFumiliMinimizer.h.

◆ NFree()

virtual unsigned int TFumiliMinimizer::NFree ( ) const
inlinevirtual

number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total

Reimplemented from ROOT::Math::Minimizer.

Definition at line 122 of file TFumiliMinimizer.h.

◆ operator=()

TFumiliMinimizer & TFumiliMinimizer::operator= ( const TFumiliMinimizer rhs)
private

Assignment operator.

Definition at line 177 of file TFumiliMinimizer.cxx.

◆ ProvidesError()

virtual bool TFumiliMinimizer::ProvidesError ( ) const
inlinevirtual

minimizer provides error and error matrix

Reimplemented from ROOT::Math::Minimizer.

Definition at line 125 of file TFumiliMinimizer.h.

◆ SetFixedVariable()

bool TFumiliMinimizer::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 457 of file TFumiliMinimizer.cxx.

◆ SetFunction() [1/2]

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

set the function to minimize

Implements ROOT::Math::Minimizer.

Definition at line 186 of file TFumiliMinimizer.cxx.

◆ SetFunction() [2/2]

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

set the function to minimize

Reimplemented from ROOT::Math::Minimizer.

Definition at line 218 of file TFumiliMinimizer.cxx.

◆ SetLimitedVariable()

bool TFumiliMinimizer::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 430 of file TFumiliMinimizer.cxx.

◆ SetVariable()

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

set free variable

Implements ROOT::Math::Minimizer.

Definition at line 412 of file TFumiliMinimizer.cxx.

◆ SetVariableValue()

bool TFumiliMinimizer::SetVariableValue ( unsigned int  ivar,
double  val 
)
virtual

set the value of an existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 479 of file TFumiliMinimizer.cxx.

◆ X()

virtual const double* TFumiliMinimizer::X ( ) const
inlinevirtual

return pointer to X values at the minimum

Implements ROOT::Math::Minimizer.

Definition at line 108 of file TFumiliMinimizer.h.

Member Data Documentation

◆ fCovar

std::vector<double> TFumiliMinimizer::fCovar
private

Definition at line 169 of file TFumiliMinimizer.h.

◆ fDim

unsigned int TFumiliMinimizer::fDim
private

Definition at line 163 of file TFumiliMinimizer.h.

◆ fEdm

double TFumiliMinimizer::fEdm
private

Definition at line 166 of file TFumiliMinimizer.h.

◆ fErrors

std::vector<double> TFumiliMinimizer::fErrors
private

Definition at line 168 of file TFumiliMinimizer.h.

◆ fFumili

TFumili* TFumiliMinimizer::fFumili
private

Definition at line 171 of file TFumiliMinimizer.h.

◆ fgFumili

TFumili * TFumiliMinimizer::fgFumili = 0
staticprivate

Definition at line 178 of file TFumiliMinimizer.h.

◆ fgFunc

ROOT::Math::FitMethodFunction * TFumiliMinimizer::fgFunc = 0
staticprivate

Definition at line 175 of file TFumiliMinimizer.h.

◆ fgGradFunc

ROOT::Math::FitMethodGradFunction * TFumiliMinimizer::fgGradFunc = 0
staticprivate

Definition at line 176 of file TFumiliMinimizer.h.

◆ fMinVal

double TFumiliMinimizer::fMinVal
private

Definition at line 165 of file TFumiliMinimizer.h.

◆ fNFree

unsigned int TFumiliMinimizer::fNFree
private

Definition at line 164 of file TFumiliMinimizer.h.

◆ fParams

std::vector<double> TFumiliMinimizer::fParams
private

Definition at line 167 of file TFumiliMinimizer.h.

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