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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)

~TFumiliMinimizer () override
Destructor (no operations)

double CovMatrix (unsigned int i, unsigned int j) 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

int CovMatrixStatus () const override
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

double Edm () const override
return expected distance reached from the minimum

const doubleErrors () const override
return errors at the minimum

virtual TClassIsA () const

return pointer to gradient values at the minimum

bool Minimize () override
method to perform the minimization

double MinValue () const override
return minimum function value

unsigned int NCalls () const override
number of function calls to reach the minimum

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

unsigned int NFree () const override
number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total

bool ProvidesError () const override
minimizer provides error and error matrix

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 SetVariable (unsigned int ivar, const std::string &name, double val, double step) override
set free variable

bool SetVariableValue (unsigned int ivar, double val) override
set the value of an existing variable

virtual void Streamer (TBuffer &)

void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

const doubleX () const override
return pointer to X values at the minimum

Public Member Functions inherited from ROOT::Math::Minimizer
Minimizer ()
Default constructor.

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 The contour will be find for value of the function = Min + ErrorUp();

virtual double Correlation (unsigned int i, unsigned int j) const
return correlation coefficient between variable i and j.

double ErrorDef () const
return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization

virtual bool FixVariable (unsigned int ivar)
fix an existing variable

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 bool GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &pars) const
get variable settings in a variable object (like ROOT::Fit::ParamsSettings)

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.

virtual bool Hesse ()
perform a full calculation of the Hessian matrix for error calculation

virtual bool IsFixedVariable (unsigned int ivar) const
query if an existing variable is fixed (i.e.

bool IsValidError () const
return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit)

unsigned int MaxFunctionCalls () const
max number of function calls

unsigned int MaxIterations () const
max iterations

virtual int MinosStatus () const
status code of Minos (to be re-implemented by the minimizers supporting Minos)

virtual unsigned int NIterations () const
number of iterations to reach the minimum

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 ( a value <=0 corresponds to the let the minimizer choose its default one)

int PrintLevel () const
minimizer configuration parameters

virtual void PrintResults ()
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0;

virtual bool ReleaseVariable (unsigned int ivar)
release an existing variable

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.

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(const std::vector< double > &, double *)>)
set the function implementing Hessian computation (re-implemented by Minimizer using it)

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 )

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 ( a value <=0 means the minimizer will choose its optimal value automatically, i.e.

void SetPrintLevel (int level)
set print level

void SetStrategy (int strategyLevel)
set the strategy

void SetTolerance (double tol)
set the tolerance

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 )

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

virtual bool SetVariableLimits (unsigned int ivar, double lower, double upper)
set the limits of an already existing variable

virtual bool SetVariableLowerLimit (unsigned int ivar, double lower)
set the lower-limit of an already existing variable

template<class VariableIterator >
int SetVariables (const VariableIterator &begin, const VariableIterator &end)

virtual bool SetVariableStepSize (unsigned int ivar, double value)
set the step size of an already existing variable

virtual bool SetVariableUpperLimit (unsigned int ivar, double upper)
set the upper-limit of an already existing variable

virtual bool SetVariableValues (const double *x)
set the values of all existing variables (array must be dimensioned to the size of the existing parameters)

int Status () const
status code of minimizer

int Strategy () const
strategy

double Tolerance () const
absolute tolerance

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

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

Static Public Member Functions

static TClassClass ()

static const char * Class_Name ()

static constexpr Version_t Class_Version ()

static const char * DeclFileName ()

Static Protected Member Functions

static double EvaluateFCN (const double *x, double *g)
implementation of FCN for Fumili when user provided gradient is used

static void Fcn (int &, double *, double &f, double *, int)
implementation of FCN for Fumili

Private Member Functions

TFumiliMinimizer (const TFumiliMinimizer &)
Copy constructor.

TFumiliMinimizeroperator= (const TFumiliMinimizer &rhs)
Assignment operator.

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 = nullptr

static ROOT::Math::FitMethodFunctionfgFunc = nullptr

Protected Attributes inherited from ROOT::Math::Minimizer
MinimizerOptions fOptions
minimizer options

int fStatus
status of minimizer

bool fValidError
flag to control if errors have been validated (Hesse has been run in case of Minuit)

#include <TFumiliMinimizer.h>

Inheritance diagram for TFumiliMinimizer:
[legend]

◆ TFumiliMinimizer() [1/2]

 TFumiliMinimizer::TFumiliMinimizer ( int dummy = 0 )

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

Definition at line 137 of file TFumiliMinimizer.cxx.

◆ ~TFumiliMinimizer()

 TFumiliMinimizer::~TFumiliMinimizer ( )
override

Destructor (no operations)

Definition at line 160 of file TFumiliMinimizer.cxx.

◆ TFumiliMinimizer() [2/2]

 TFumiliMinimizer::TFumiliMinimizer ( const TFumiliMinimizer & )
private

Copy constructor.

Definition at line 166 of file TFumiliMinimizer.cxx.

◆ Class()

 static TClass * TFumiliMinimizer::Class ( )
static
Returns
TClass describing this class

◆ Class_Name()

 static const char * TFumiliMinimizer::Class_Name ( )
static
Returns
Name of this class

◆ Class_Version()

 static constexpr Version_t TFumiliMinimizer::Class_Version ( )
inlinestaticconstexpr
Returns
Version of this class

Definition at line 177 of file TFumiliMinimizer.h.

◆ CovMatrix()

 double TFumiliMinimizer::CovMatrix ( unsigned int i, unsigned int j ) const
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 131 of file TFumiliMinimizer.h.

◆ CovMatrixStatus()

 int TFumiliMinimizer::CovMatrixStatus ( ) const
inlineoverridevirtual

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 138 of file TFumiliMinimizer.h.

◆ DeclFileName()

 static const char * TFumiliMinimizer::DeclFileName ( )
inlinestatic
Returns
Name of the file containing the class declaration

Definition at line 177 of file TFumiliMinimizer.h.

◆ Edm()

 double TFumiliMinimizer::Edm ( ) const
inlineoverridevirtual

return expected distance reached from the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 102 of file TFumiliMinimizer.h.

◆ Errors()

 const double * TFumiliMinimizer::Errors ( ) const
inlineoverridevirtual

return errors at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 125 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 253 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 234 of file TFumiliMinimizer.cxx.

◆ IsA()

 virtual TClass * TFumiliMinimizer::IsA ( ) const
inlinevirtual
Returns
TClass describing current object

Definition at line 177 of file TFumiliMinimizer.h.

 const double * TFumiliMinimizer::MinGradient ( ) const
inlineoverridevirtual

return pointer to gradient values at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 108 of file TFumiliMinimizer.h.

◆ Minimize()

 bool TFumiliMinimizer::Minimize ( )
overridevirtual

method to perform the minimization

Implements ROOT::Math::Minimizer.

Definition at line 521 of file TFumiliMinimizer.cxx.

◆ MinValue()

 double TFumiliMinimizer::MinValue ( ) const
inlineoverridevirtual

return minimum function value

Implements ROOT::Math::Minimizer.

Definition at line 99 of file TFumiliMinimizer.h.

◆ NCalls()

 unsigned int TFumiliMinimizer::NCalls ( ) const
inlineoverridevirtual

number of function calls to reach the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 111 of file TFumiliMinimizer.h.

◆ NDim()

 unsigned int TFumiliMinimizer::NDim ( ) const
inlineoverridevirtual

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

Implements ROOT::Math::Minimizer.

Definition at line 115 of file TFumiliMinimizer.h.

◆ NFree()

 unsigned int TFumiliMinimizer::NFree ( ) const
inlineoverridevirtual

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 119 of file TFumiliMinimizer.h.

◆ operator=()

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

Assignment operator.

Definition at line 172 of file TFumiliMinimizer.cxx.

◆ ProvidesError()

 bool TFumiliMinimizer::ProvidesError ( ) const
inlineoverridevirtual

minimizer provides error and error matrix

Reimplemented from ROOT::Math::Minimizer.

Definition at line 122 of file TFumiliMinimizer.h.

◆ SetFixedVariable()

 bool TFumiliMinimizer::SetFixedVariable ( unsigned int ivar, const std::string & name, double val )
overridevirtual

set fixed variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 473 of file TFumiliMinimizer.cxx.

◆ SetFunction()

 void TFumiliMinimizer::SetFunction ( const ROOT::Math::IMultiGenFunction & func )
overridevirtual

set the function to minimize

Implements ROOT::Math::Minimizer.

Definition at line 181 of file TFumiliMinimizer.cxx.

◆ SetLimitedVariable()

 bool TFumiliMinimizer::SetLimitedVariable ( unsigned int ivar, const std::string & name, double val, double step, double lower, double upper )
overridevirtual

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

Reimplemented from ROOT::Math::Minimizer.

Definition at line 446 of file TFumiliMinimizer.cxx.

◆ SetVariable()

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

set free variable

Implements ROOT::Math::Minimizer.

Definition at line 428 of file TFumiliMinimizer.cxx.

◆ SetVariableValue()

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

set the value of an existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 495 of file TFumiliMinimizer.cxx.

◆ Streamer()

 virtual void TFumiliMinimizer::Streamer ( TBuffer & )
virtual

◆ StreamerNVirtual()

 void TFumiliMinimizer::StreamerNVirtual ( TBuffer & ClassDef_StreamerNVirtual_b )
inline

Definition at line 177 of file TFumiliMinimizer.h.

◆ X()

 const double * TFumiliMinimizer::X ( ) const
inlineoverridevirtual

return pointer to X values at the minimum

Implements ROOT::Math::Minimizer.

Definition at line 105 of file TFumiliMinimizer.h.

◆ fCovar

 std::vector TFumiliMinimizer::fCovar
private

Definition at line 166 of file TFumiliMinimizer.h.

◆ fDim

 unsigned int TFumiliMinimizer::fDim
private

Definition at line 160 of file TFumiliMinimizer.h.

◆ fEdm

 double TFumiliMinimizer::fEdm
private

Definition at line 163 of file TFumiliMinimizer.h.

◆ fErrors

 std::vector TFumiliMinimizer::fErrors
private

Definition at line 165 of file TFumiliMinimizer.h.

◆ fFumili

 TFumili* TFumiliMinimizer::fFumili
private

Definition at line 168 of file TFumiliMinimizer.h.

◆ fgFumili

 TFumili * TFumiliMinimizer::fgFumili = nullptr
staticprivate

Definition at line 175 of file TFumiliMinimizer.h.

◆ fgFunc

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

Definition at line 172 of file TFumiliMinimizer.h.

staticprivate

Definition at line 173 of file TFumiliMinimizer.h.

◆ fMinVal

 double TFumiliMinimizer::fMinVal
private

Definition at line 162 of file TFumiliMinimizer.h.

◆ fNFree

 unsigned int TFumiliMinimizer::fNFree
private

Definition at line 161 of file TFumiliMinimizer.h.

◆ fParams

 std::vector TFumiliMinimizer::fParams
private

Definition at line 164 of file TFumiliMinimizer.h.

Libraries for TFumiliMinimizer:

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