MnSeedGenerator.cxx

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// @(#)root/minuit2:$Id$
// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005

/**********************************************************************
 *                                                                    *
 * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
 *                                                                    *
 **********************************************************************/

#include "Minuit2/MnSeedGenerator.h"
#include "Minuit2/MinimumSeed.h"
#include "Minuit2/MnFcn.h"
#include "Minuit2/GradientCalculator.h"
#include "Minuit2/InitialGradientCalculator.h"
#include "Minuit2/MnUserTransformation.h"
#include "Minuit2/MinimumParameters.h"
#include "Minuit2/FunctionGradient.h"
#include "Minuit2/MinimumError.h"
#include "Minuit2/MnMatrix.h"
#include "Minuit2/MnMachinePrecision.h"
#include "Minuit2/MinuitParameter.h"
#include "Minuit2/MnLineSearch.h"
#include "Minuit2/MnParabolaPoint.h"
#include "Minuit2/MinimumState.h"
#include "Minuit2/MnUserParameterState.h"
#include "Minuit2/MnStrategy.h"
#include "Minuit2/MnHesse.h"
#include "Minuit2/VariableMetricEDMEstimator.h"
#include "Minuit2/NegativeG2LineSearch.h"
#include "Minuit2/AnalyticalGradientCalculator.h"
#include "Minuit2/Numerical2PGradientCalculator.h"
#include "Minuit2/HessianGradientCalculator.h"

//#define DEBUG

//#if defined(DEBUG) || defined(WARNINGMSG)
#include "Minuit2/MnPrint.h"
//#endif



#include <math.h>


namespace ROOT {

   namespace Minuit2 {


MinimumSeed MnSeedGenerator::operator()(const MnFcn& fcn, const GradientCalculator& gc, const MnUserParameterState& st, const MnStrategy& stra) const {


   // find seed (initial minimization point) using the calculated gradient
   unsigned int n = st.VariableParameters();
   const MnMachinePrecision& prec = st.Precision();

#ifdef DEBUG
   std::cout << "MnSeedGenerator: operator() - var par = " << n << " mnfcn pointer " << &fcn << std::endl;
#endif

   int printLevel = MnPrint::Level();

   // initial starting values
   MnAlgebraicVector x(n);
   for(unsigned int i = 0; i < n; i++) x(i) = st.IntParameters()[i];
   double fcnmin = fcn(x);

   if (printLevel > 1) {
      std::cout << "MnSeedGenerator: for initial parameters FCN = ";
      MnPrint::PrintFcn(std::cout,fcnmin);
   }

   MinimumParameters pa(x, fcnmin);
   FunctionGradient dgrad = gc(pa);
   MnAlgebraicSymMatrix mat(n);
   double dcovar = 1.;
   if(st.HasCovariance()) {
      for(unsigned int i = 0; i < n; i++)
         for(unsigned int j = i; j < n; j++) mat(i,j) = st.IntCovariance()(i,j);
      dcovar = 0.;
   } else {
      for(unsigned int i = 0; i < n; i++)
         mat(i,i) = (fabs(dgrad.G2()(i)) > prec.Eps2() ? 1./dgrad.G2()(i) : 1.);
   }
   MinimumError err(mat, dcovar);

   double edm = VariableMetricEDMEstimator().Estimate(dgrad, err);
   MinimumState state(pa, err, dgrad, edm, fcn.NumOfCalls());

   if (printLevel >1) {
      MnPrint::PrintState(std::cout, state, "MnSeedGenerator: Initial state:  ");
   }

   NegativeG2LineSearch ng2ls;
   if(ng2ls.HasNegativeG2(dgrad, prec)) {
#ifdef DEBUG
      std::cout << "MnSeedGenerator: Negative G2 Found: " << std::endl;
      std::cout << x << std::endl;
      std::cout << dgrad.Grad() << std::endl;
      std::cout << dgrad.G2() << std::endl;
#endif
      state = ng2ls(fcn, state, gc, prec);

      if (printLevel >1) {
         MnPrint::PrintState(std::cout, state, "MnSeedGenerator: Negative G2 found - new state:  ");
      }

   }


   if(stra.Strategy() == 2 && !st.HasCovariance()) {
      //calculate full 2nd derivative
#ifdef DEBUG
      std::cout << "MnSeedGenerator: calling MnHesse  " << std::endl;
#endif
      MinimumState tmp = MnHesse(stra)(fcn, state, st.Trafo());

      if (printLevel >1) {
         MnPrint::PrintState(std::cout, tmp, "MnSeedGenerator: run Hesse - new state:  ");
      }

      return MinimumSeed(tmp, st.Trafo());
   }

   return MinimumSeed(state, st.Trafo());
}


MinimumSeed MnSeedGenerator::operator()(const MnFcn& fcn, const AnalyticalGradientCalculator& gc, const MnUserParameterState& st, const MnStrategy& stra) const {
   // find seed (initial point for minimization) using analytical gradient
   unsigned int n = st.VariableParameters();
   const MnMachinePrecision& prec = st.Precision();

   // initial starting values
   MnAlgebraicVector x(n);
   for(unsigned int i = 0; i < n; i++) x(i) = st.IntParameters()[i];
   double fcnmin = fcn(x);
   MinimumParameters pa(x, fcnmin);

   InitialGradientCalculator igc(fcn, st.Trafo(), stra);
   FunctionGradient tmp = igc(pa);
   FunctionGradient grd = gc(pa);
   FunctionGradient dgrad(grd.Grad(), tmp.G2(), tmp.Gstep());

   if(gc.CheckGradient()) {
      bool good = true;
      HessianGradientCalculator hgc(fcn, st.Trafo(), MnStrategy(2));
      std::pair<FunctionGradient, MnAlgebraicVector> hgrd = hgc.DeltaGradient(pa, dgrad);
      for(unsigned int i = 0; i < n; i++) {
         if(fabs(hgrd.first.Grad()(i) - grd.Grad()(i)) > hgrd.second(i)) {
#ifdef WARNINGMSG
            MN_INFO_MSG("MnSeedGenerator:gradient discrepancy of external Parameter too large");
            int externalParameterIndex = st.Trafo().ExtOfInt(i);
            const char * parameter_name = st.Trafo().Name(externalParameterIndex);
            MN_INFO_VAL(parameter_name);
            MN_INFO_VAL(externalParameterIndex);
            MN_INFO_VAL2("internal",i);
#endif
            good = false;
         }
      }
      if(!good) {
#ifdef WARNINGMSG
         MN_ERROR_MSG("Minuit does not accept user specified Gradient. To force acceptance, override 'virtual bool CheckGradient() const' of FCNGradientBase.h in the derived class.");
#endif
         assert(good);
      }
   }

   MnAlgebraicSymMatrix mat(n);
   double dcovar = 1.;
   if(st.HasCovariance()) {
      for(unsigned int i = 0; i < n; i++)
         for(unsigned int j = i; j < n; j++) mat(i,j) = st.IntCovariance()(i,j);
      dcovar = 0.;
   } else {
      for(unsigned int i = 0; i < n; i++)
         mat(i,i) = (fabs(dgrad.G2()(i)) > prec.Eps2() ? 1./dgrad.G2()(i) : 1.);
   }
   MinimumError err(mat, dcovar);
   double edm = VariableMetricEDMEstimator().Estimate(dgrad, err);
   MinimumState state(pa, err, dgrad, edm, fcn.NumOfCalls());

   NegativeG2LineSearch ng2ls;
   if(ng2ls.HasNegativeG2(dgrad, prec)) {
      Numerical2PGradientCalculator ngc(fcn, st.Trafo(), stra);
      state = ng2ls(fcn, state, ngc, prec);
   }

   if(stra.Strategy() == 2 && !st.HasCovariance()) {
      //calculate full 2nd derivative
      MinimumState tmpState = MnHesse(stra)(fcn, state, st.Trafo());
      return MinimumSeed(tmpState, st.Trafo());
   }

   return MinimumSeed(state, st.Trafo());
}

   }  // namespace Minuit2

}  // namespace ROOT