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 double *	Errors () const override
	return errors at the minimum

virtual TClass *	IsA () const

const double *	MinGradient () const override
	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 double *	X () const override
	return pointer to X values at the minimum

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

	Minimizer (Minimizer &&)=delete

	Minimizer (Minimizer const &)=delete

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

Minimizer &	operator= (Minimizer &&)=delete

Minimizer &	operator= (Minimizer const &)=delete

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.

virtual bool	SetCovariance (std::span< const double > cov, unsigned int nrow)
	set initial covariance matrix

virtual bool	SetCovarianceDiag (std::span< const double > d2, unsigned int n)
	set initial second derivatives

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(std::span< const 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)
	add variables . Return number of variables successfully added

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 TClass *	Class ()

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 Attributes
std::vector< double >	fCovar

unsigned int	fDim

double	fEdm

std::vector< double >	fErrors

TFumili *	fFumili

double	fMinVal

unsigned int	fNFree

std::vector< double >	fParams

Static Private Attributes
static TFumili *	fgFumili = nullptr

static ROOT::Math::FitMethodFunction *	fgFunc = nullptr

static ROOT::Math::FitMethodGradFunction *	fgGradFunc = nullptr

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

int	fStatus = -1
	status of minimizer

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

#include <TFumiliMinimizer.h>

Inheritance diagram for TFumiliMinimizer:

[legend]

Constructor & Destructor Documentation

◆ TFumiliMinimizer()

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.

Member Function Documentation

◆ 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 162 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 116 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 123 of file TFumiliMinimizer.h.

◆ DeclFileName()

static const char * TFumiliMinimizer::DeclFileName ( )

inlinestatic

Returns: Name of the file containing the class declaration

Definition at line 162 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 87 of file TFumiliMinimizer.h.

◆ Errors()

const double * TFumiliMinimizer::Errors ( ) const

inlineoverridevirtual

return errors at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 110 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 240 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 221 of file TFumiliMinimizer.cxx.

◆ IsA()

virtual TClass * TFumiliMinimizer::IsA ( ) const

inlinevirtual

Returns: TClass describing current object

Definition at line 162 of file TFumiliMinimizer.h.

◆ MinGradient()

const double * TFumiliMinimizer::MinGradient ( ) const

inlineoverridevirtual

return pointer to gradient values at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 93 of file TFumiliMinimizer.h.

◆ Minimize()

bool TFumiliMinimizer::Minimize ( )

overridevirtual

method to perform the minimization

Implements ROOT::Math::Minimizer.

Definition at line 508 of file TFumiliMinimizer.cxx.

◆ MinValue()

double TFumiliMinimizer::MinValue ( ) const

inlineoverridevirtual

return minimum function value

Implements ROOT::Math::Minimizer.

Definition at line 84 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 96 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 100 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 104 of file TFumiliMinimizer.h.

◆ ProvidesError()

bool TFumiliMinimizer::ProvidesError ( ) const

inlineoverridevirtual

minimizer provides error and error matrix

Reimplemented from ROOT::Math::Minimizer.

Definition at line 107 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 460 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 168 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 433 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 415 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 482 of file TFumiliMinimizer.cxx.

◆ Streamer()

virtual void TFumiliMinimizer::Streamer ( TBuffer & )

virtual

◆ StreamerNVirtual()

void TFumiliMinimizer::StreamerNVirtual ( TBuffer & ClassDef_StreamerNVirtual_b )

inline

Definition at line 162 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 90 of file TFumiliMinimizer.h.

Member Data Documentation

◆ fCovar

std::vector<double> TFumiliMinimizer::fCovar

private

Definition at line 151 of file TFumiliMinimizer.h.

◆ fDim

unsigned int TFumiliMinimizer::fDim

private

Definition at line 145 of file TFumiliMinimizer.h.

◆ fEdm

double TFumiliMinimizer::fEdm

private

Definition at line 148 of file TFumiliMinimizer.h.

◆ fErrors

std::vector<double> TFumiliMinimizer::fErrors

private

Definition at line 150 of file TFumiliMinimizer.h.

◆ fFumili

TFumili* TFumiliMinimizer::fFumili

private

Definition at line 153 of file TFumiliMinimizer.h.

◆ fgFumili

TFumili * TFumiliMinimizer::fgFumili = nullptr

staticprivate

Definition at line 160 of file TFumiliMinimizer.h.

◆ fgFunc

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

staticprivate

Definition at line 157 of file TFumiliMinimizer.h.

◆ fgGradFunc

ROOT::Math::FitMethodGradFunction * TFumiliMinimizer::fgGradFunc = nullptr

staticprivate

Definition at line 158 of file TFumiliMinimizer.h.

◆ fMinVal

double TFumiliMinimizer::fMinVal

private

Definition at line 147 of file TFumiliMinimizer.h.

◆ fNFree

unsigned int TFumiliMinimizer::fNFree

private

Definition at line 146 of file TFumiliMinimizer.h.

◆ fParams

std::vector<double> TFumiliMinimizer::fParams

private

Definition at line 149 of file TFumiliMinimizer.h.

Libraries for TFumiliMinimizer:

[legend]

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

math/fumili/inc/TFumiliMinimizer.h
math/fumili/src/TFumiliMinimizer.cxx

Public Member Functions

Static Public Member Functions

Static Protected Member Functions

Private Attributes

Static Private Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ TFumiliMinimizer()

◆ ~TFumiliMinimizer()

Member Function Documentation

◆ Class()

◆ Class_Name()

◆ Class_Version()

◆ CovMatrix()

◆ CovMatrixStatus()

◆ DeclFileName()

◆ Edm()

◆ Errors()

◆ EvaluateFCN()

◆ Fcn()

◆ IsA()

◆ MinGradient()

◆ Minimize()

◆ MinValue()

◆ NCalls()

◆ NDim()

◆ NFree()

◆ ProvidesError()

◆ SetFixedVariable()

◆ SetFunction()

◆ SetLimitedVariable()

◆ SetVariable()

◆ SetVariableValue()

◆ Streamer()

◆ StreamerNVirtual()

◆ X()

Member Data Documentation

◆ fCovar

◆ fDim

◆ fEdm

◆ fErrors

◆ fFumili

◆ fgFumili

◆ fgFunc

◆ fgGradFunc

◆ fMinVal

◆ fNFree

◆ fParams