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Reference Guide
TLinearMinimizer Class Reference

TLinearMinimizer class: minimizer implementation based on TMinuit.

Definition at line 31 of file TLinearMinimizer.h.

Public Member Functions

 TLinearMinimizer (const char *type)
 Constructor from a char * (used by PM) More...
 
 TLinearMinimizer (int type=0)
 Default constructor. More...
 
virtual ~TLinearMinimizer ()
 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 covariance matrix status 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 fit model function More...
 
virtual void SetFunction (const ROOT::Math::IMultiGradFunction &func)
 set the function to minimize More...
 
virtual bool SetVariable (unsigned int, const std::string &, double, double)
 set free variable (dummy impl. ) 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 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 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...
 

Private Member Functions

 TLinearMinimizer (const TLinearMinimizer &)
 Copy constructor. More...
 
TLinearMinimizeroperator= (const TLinearMinimizer &rhs)
 Assignment operator. More...
 

Private Attributes

std::vector< doublefCovar
 
unsigned int fDim
 
std::vector< doublefErrors
 
TLinearFitterfFitter
 
double fMinVal
 
unsigned int fNFree
 
const ROOT::Math::IMultiGradFunctionfObjFunc
 
std::vector< doublefParams
 
bool fRobust
 return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const; More...
 

Additional Inherited Members

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

#include <TLinearMinimizer.h>

Inheritance diagram for TLinearMinimizer:
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Constructor & Destructor Documentation

◆ TLinearMinimizer() [1/3]

TLinearMinimizer::TLinearMinimizer ( int  type = 0)

Default constructor.

Definition at line 71 of file TLinearMinimizer.cxx.

◆ TLinearMinimizer() [2/3]

TLinearMinimizer::TLinearMinimizer ( const char *  type)

Constructor from a char * (used by PM)

Definition at line 83 of file TLinearMinimizer.cxx.

◆ ~TLinearMinimizer()

TLinearMinimizer::~TLinearMinimizer ( )
virtual

Destructor (no operations)

Definition at line 101 of file TLinearMinimizer.cxx.

◆ TLinearMinimizer() [3/3]

TLinearMinimizer::TLinearMinimizer ( const TLinearMinimizer )
private

Copy constructor.

Definition at line 107 of file TLinearMinimizer.cxx.

Member Function Documentation

◆ CovMatrix()

virtual double TLinearMinimizer::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 113 of file TLinearMinimizer.h.

◆ CovMatrixStatus()

virtual int TLinearMinimizer::CovMatrixStatus ( ) const
inlinevirtual

return covariance matrix status

Reimplemented from ROOT::Math::Minimizer.

Definition at line 118 of file TLinearMinimizer.h.

◆ Edm()

virtual double TLinearMinimizer::Edm ( ) const
inlinevirtual

return expected distance reached from the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 84 of file TLinearMinimizer.h.

◆ Errors()

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

return errors at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 107 of file TLinearMinimizer.h.

◆ MinGradient()

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

return pointer to gradient values at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 90 of file TLinearMinimizer.h.

◆ Minimize()

bool TLinearMinimizer::Minimize ( )
virtual

method to perform the minimization

Implements ROOT::Math::Minimizer.

Definition at line 194 of file TLinearMinimizer.cxx.

◆ MinValue()

virtual double TLinearMinimizer::MinValue ( ) const
inlinevirtual

return minimum function value

Implements ROOT::Math::Minimizer.

Definition at line 81 of file TLinearMinimizer.h.

◆ NCalls()

virtual unsigned int TLinearMinimizer::NCalls ( ) const
inlinevirtual

number of function calls to reach the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 93 of file TLinearMinimizer.h.

◆ NDim()

virtual unsigned int TLinearMinimizer::NDim ( ) const
inlinevirtual

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

Implements ROOT::Math::Minimizer.

Definition at line 97 of file TLinearMinimizer.h.

◆ NFree()

virtual unsigned int TLinearMinimizer::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 101 of file TLinearMinimizer.h.

◆ operator=()

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

Assignment operator.

Definition at line 113 of file TLinearMinimizer.cxx.

◆ ProvidesError()

virtual bool TLinearMinimizer::ProvidesError ( ) const
inlinevirtual

minimizer provides error and error matrix

Reimplemented from ROOT::Math::Minimizer.

Definition at line 104 of file TLinearMinimizer.h.

◆ SetFixedVariable()

bool TLinearMinimizer::SetFixedVariable ( unsigned int  ivar,
const std::string &  ,
double  val 
)
virtual

set fixed variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 187 of file TLinearMinimizer.cxx.

◆ SetFunction() [1/2]

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

set the fit model function

Implements ROOT::Math::Minimizer.

Definition at line 121 of file TLinearMinimizer.cxx.

◆ SetFunction() [2/2]

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

set the function to minimize

Reimplemented from ROOT::Math::Minimizer.

Definition at line 128 of file TLinearMinimizer.cxx.

◆ SetVariable()

virtual bool TLinearMinimizer::SetVariable ( unsigned int  ,
const std::string &  ,
double  ,
double   
)
inlinevirtual

set free variable (dummy impl. )

Implements ROOT::Math::Minimizer.

Definition at line 72 of file TLinearMinimizer.h.

◆ X()

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

return pointer to X values at the minimum

Implements ROOT::Math::Minimizer.

Definition at line 87 of file TLinearMinimizer.h.

Member Data Documentation

◆ fCovar

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

Definition at line 139 of file TLinearMinimizer.h.

◆ fDim

unsigned int TLinearMinimizer::fDim
private

Definition at line 134 of file TLinearMinimizer.h.

◆ fErrors

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

Definition at line 138 of file TLinearMinimizer.h.

◆ fFitter

TLinearFitter* TLinearMinimizer::fFitter
private

Definition at line 142 of file TLinearMinimizer.h.

◆ fMinVal

double TLinearMinimizer::fMinVal
private

Definition at line 136 of file TLinearMinimizer.h.

◆ fNFree

unsigned int TLinearMinimizer::fNFree
private

Definition at line 135 of file TLinearMinimizer.h.

◆ fObjFunc

const ROOT::Math::IMultiGradFunction* TLinearMinimizer::fObjFunc
private

Definition at line 141 of file TLinearMinimizer.h.

◆ fParams

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

Definition at line 137 of file TLinearMinimizer.h.

◆ fRobust

bool TLinearMinimizer::fRobust
private

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

Definition at line 133 of file TLinearMinimizer.h.

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