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TLinearMinimizer Class Reference

TLinearMinimizer class: minimizer implementation based on TMinuit.

Note
See ROOT::Minuit2 for a newer version of this class.

TLinearMinimizer, simple class implementing the ROOT::Math::Minimizer interface usingTLinearFitter. This class uses TLinearFitter to find directly (by solving a system of linear equations) the minimum of a least-square function which has a linear dependence in the fit parameters. This class is not used directly, but via the ROOT::Fitter class, when calling the LinearFit method. It is instantiates using the plug-in manager (plug-in name is "Linear").

Definition at line 31 of file TLinearMinimizer.h.

Public Member Functions

 TLinearMinimizer (const char *type)
 Constructor from a char * (used by PM)
 
 TLinearMinimizer (int type=0)
 Default constructor.
 
 ~TLinearMinimizer () 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 covariance matrix status
 
double Edm () const override
 return expected distance reached from the minimum
 
const doubleErrors () const override
 return errors at the minimum
 
virtual TClassIsA () const
 
const doubleMinGradient () 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 fit model function
 
bool SetVariable (unsigned int, const std::string &, double, double) override
 set free variable (dummy impl. since there is no need to set variables in the Linear Fitter)
 
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.
 
 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.
 
virtual double Correlation (unsigned int i, unsigned int j) const
 
double ErrorDef () const
 
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
 
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
 
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.
 
Minimizeroperator= (Minimizer &&)=delete
 
Minimizeroperator= (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.
 
int PrintLevel () const
 Set print level.
 
virtual void PrintResults ()
 Print the result according to set level (implemented for TMinuit for maintaining Minuit-style printing).
 
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 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 (i.e.
 
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), leave upper bound unlimited.
 
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.
 
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), leave lower bound unlimited.
 
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.
 
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 SetVariableValue (unsigned int ivar, double value)
 Set the value 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.
 
virtual std::string VariableName (unsigned int ivar) const
 Get name of variables (override if minimizer support storing of variable names).
 

Static Public Member Functions

static TClassClass ()
 
static const char * Class_Name ()
 
static constexpr Version_t Class_Version ()
 
static const char * DeclFileName ()
 

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;
 

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 <TLinearMinimizer.h>

Inheritance diagram for TLinearMinimizer:
[legend]

Constructor & Destructor Documentation

◆ TLinearMinimizer() [1/2]

TLinearMinimizer::TLinearMinimizer ( int type = 0)

Default constructor.

Definition at line 70 of file TLinearMinimizer.cxx.

◆ TLinearMinimizer() [2/2]

TLinearMinimizer::TLinearMinimizer ( const char * type)

Constructor from a char * (used by PM)

Definition at line 82 of file TLinearMinimizer.cxx.

◆ ~TLinearMinimizer()

TLinearMinimizer::~TLinearMinimizer ( )
override

Destructor (no operations)

Definition at line 100 of file TLinearMinimizer.cxx.

Member Function Documentation

◆ Class()

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

◆ Class_Name()

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

◆ Class_Version()

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

Definition at line 126 of file TLinearMinimizer.h.

◆ CovMatrix()

double TLinearMinimizer::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 95 of file TLinearMinimizer.h.

◆ CovMatrixStatus()

int TLinearMinimizer::CovMatrixStatus ( ) const
inlineoverridevirtual

return covariance matrix status

Reimplemented from ROOT::Math::Minimizer.

Definition at line 100 of file TLinearMinimizer.h.

◆ DeclFileName()

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

Definition at line 126 of file TLinearMinimizer.h.

◆ Edm()

double TLinearMinimizer::Edm ( ) const
inlineoverridevirtual

return expected distance reached from the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 66 of file TLinearMinimizer.h.

◆ Errors()

const double * TLinearMinimizer::Errors ( ) const
inlineoverridevirtual

return errors at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 89 of file TLinearMinimizer.h.

◆ IsA()

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

Definition at line 126 of file TLinearMinimizer.h.

◆ MinGradient()

const double * TLinearMinimizer::MinGradient ( ) const
inlineoverridevirtual

return pointer to gradient values at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 72 of file TLinearMinimizer.h.

◆ Minimize()

bool TLinearMinimizer::Minimize ( )
overridevirtual

method to perform the minimization

Implements ROOT::Math::Minimizer.

Definition at line 197 of file TLinearMinimizer.cxx.

◆ MinValue()

double TLinearMinimizer::MinValue ( ) const
inlineoverridevirtual

return minimum function value

Implements ROOT::Math::Minimizer.

Definition at line 63 of file TLinearMinimizer.h.

◆ NCalls()

unsigned int TLinearMinimizer::NCalls ( ) const
inlineoverridevirtual

number of function calls to reach the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 75 of file TLinearMinimizer.h.

◆ NDim()

unsigned int TLinearMinimizer::NDim ( ) const
inlineoverridevirtual

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

Implements ROOT::Math::Minimizer.

Definition at line 79 of file TLinearMinimizer.h.

◆ NFree()

unsigned int TLinearMinimizer::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 83 of file TLinearMinimizer.h.

◆ ProvidesError()

bool TLinearMinimizer::ProvidesError ( ) const
inlineoverridevirtual

minimizer provides error and error matrix

Reimplemented from ROOT::Math::Minimizer.

Definition at line 86 of file TLinearMinimizer.h.

◆ SetFixedVariable()

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

set fixed variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 190 of file TLinearMinimizer.cxx.

◆ SetFunction()

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

set the fit model function

Implements ROOT::Math::Minimizer.

Definition at line 106 of file TLinearMinimizer.cxx.

◆ SetVariable()

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

set free variable (dummy impl. since there is no need to set variables in the Linear Fitter)

Implements ROOT::Math::Minimizer.

Definition at line 54 of file TLinearMinimizer.h.

◆ Streamer()

virtual void TLinearMinimizer::Streamer ( TBuffer & )
virtual

◆ StreamerNVirtual()

void TLinearMinimizer::StreamerNVirtual ( TBuffer & ClassDef_StreamerNVirtual_b)
inline

Definition at line 126 of file TLinearMinimizer.h.

◆ X()

const double * TLinearMinimizer::X ( ) const
inlineoverridevirtual

return pointer to X values at the minimum

Implements ROOT::Math::Minimizer.

Definition at line 69 of file TLinearMinimizer.h.

Member Data Documentation

◆ fCovar

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

Definition at line 121 of file TLinearMinimizer.h.

◆ fDim

unsigned int TLinearMinimizer::fDim
private

Definition at line 116 of file TLinearMinimizer.h.

◆ fErrors

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

Definition at line 120 of file TLinearMinimizer.h.

◆ fFitter

TLinearFitter* TLinearMinimizer::fFitter
private

Definition at line 124 of file TLinearMinimizer.h.

◆ fMinVal

double TLinearMinimizer::fMinVal
private

Definition at line 118 of file TLinearMinimizer.h.

◆ fNFree

unsigned int TLinearMinimizer::fNFree
private

Definition at line 117 of file TLinearMinimizer.h.

◆ fObjFunc

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

Definition at line 123 of file TLinearMinimizer.h.

◆ fParams

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

Definition at line 119 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 115 of file TLinearMinimizer.h.

Libraries for TLinearMinimizer:

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