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Note: See ROOT::Minuit2 for a newer version of this class.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

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.

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.

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 TClass *	Class ()

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

Private Attributes
std::vector< double >	fCovar

unsigned int	fDim

std::vector< double >	fErrors

TLinearFitter *	fFitter

double	fMinVal

unsigned int	fNFree

const ROOT::Math::IMultiGradFunction *	fObjFunc

std::vector< double >	fParams

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:

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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:

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

math/minuit/inc/TLinearMinimizer.h
math/minuit/src/TLinearMinimizer.cxx

Public Member Functions

Static Public Member Functions

Private Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ TLinearMinimizer() [1/2]

◆ TLinearMinimizer() [2/2]

◆ ~TLinearMinimizer()

Member Function Documentation

◆ Class()

◆ Class_Name()

◆ Class_Version()

◆ CovMatrix()

◆ CovMatrixStatus()

◆ DeclFileName()

◆ Edm()

◆ Errors()

◆ IsA()

◆ MinGradient()

◆ Minimize()

◆ MinValue()

◆ NCalls()

◆ NDim()

◆ NFree()

◆ ProvidesError()

◆ SetFixedVariable()

◆ SetFunction()

◆ SetVariable()

◆ Streamer()

◆ StreamerNVirtual()

◆ X()

Member Data Documentation

◆ fCovar

◆ fDim

◆ fErrors

◆ fFitter

◆ fMinVal

◆ fNFree

◆ fObjFunc

◆ fParams

◆ fRobust