TLinearMinimizer class: minimizer implementation based on TMinuit.
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 | |
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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 | |
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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>
TLinearMinimizer::TLinearMinimizer | ( | int | type = 0 | ) |
Default constructor.
Definition at line 70 of file TLinearMinimizer.cxx.
TLinearMinimizer::TLinearMinimizer | ( | const char * | type | ) |
Constructor from a char * (used by PM)
Definition at line 82 of file TLinearMinimizer.cxx.
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Destructor (no operations)
Definition at line 100 of file TLinearMinimizer.cxx.
Definition at line 126 of file TLinearMinimizer.h.
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.
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return covariance matrix status
Reimplemented from ROOT::Math::Minimizer.
Definition at line 100 of file TLinearMinimizer.h.
Definition at line 126 of file TLinearMinimizer.h.
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return expected distance reached from the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 66 of file TLinearMinimizer.h.
return errors at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 89 of file TLinearMinimizer.h.
Definition at line 126 of file TLinearMinimizer.h.
return pointer to gradient values at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 72 of file TLinearMinimizer.h.
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method to perform the minimization
Implements ROOT::Math::Minimizer.
Definition at line 197 of file TLinearMinimizer.cxx.
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return minimum function value
Implements ROOT::Math::Minimizer.
Definition at line 63 of file TLinearMinimizer.h.
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number of function calls to reach the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 75 of file TLinearMinimizer.h.
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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.
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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.
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minimizer provides error and error matrix
Reimplemented from ROOT::Math::Minimizer.
Definition at line 86 of file TLinearMinimizer.h.
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set fixed variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 190 of file TLinearMinimizer.cxx.
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set the fit model function
Implements ROOT::Math::Minimizer.
Definition at line 106 of file TLinearMinimizer.cxx.
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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.
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Definition at line 126 of file TLinearMinimizer.h.
return pointer to X values at the minimum
Implements ROOT::Math::Minimizer.
Definition at line 69 of file TLinearMinimizer.h.
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Definition at line 121 of file TLinearMinimizer.h.
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Definition at line 116 of file TLinearMinimizer.h.
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Definition at line 120 of file TLinearMinimizer.h.
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Definition at line 124 of file TLinearMinimizer.h.
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Definition at line 118 of file TLinearMinimizer.h.
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Definition at line 117 of file TLinearMinimizer.h.
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Definition at line 123 of file TLinearMinimizer.h.
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Definition at line 119 of file TLinearMinimizer.h.
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return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;
Definition at line 115 of file TLinearMinimizer.h.