Abstract Minimizer class, defining the interface for the various minimizer (like Minuit2, Minuit, GSL, etc..) Plug-in's exist in ROOT to be able to instantiate the derived classes like ROOT::Math::GSLMinimizer or ROOT::Math::Minuit2Minimizer via the plug-in manager.

Provides interface for setting the function to be minimized. The function must implemente the multi-dimensional generic interface ROOT::Math::IBaseFunctionMultiDim. If the function provides gradient calculation (implements the ROOT::Math::IGradientFunctionMultiDim interface) this will be used by the Minimizer.

It Defines also interface for setting the initial values for the function variables (which are the parameters in of the model function in case of solving for fitting) and especifying their limits.

It defines the interface to set and retrieve basic minimization parameters (for specific Minimizer parameters one must use the derived classes).

Then it defines the interface to retrieve the result of minimization ( minimum X values, function value, gradient, error on the mimnimum, etc...)

Definition at line 86 of file Minimizer.h.

Public Member Functions
	Minimizer ()
	Default constructor. More...

virtual	~Minimizer ()
	Destructor (no operations) More...

virtual void	Clear ()
	reset for consecutive minimizations - implement if needed More...

virtual void	SetFunction (const ROOT::Math::IMultiGenFunction &func)=0
	set the function to minimize More...

virtual void	SetFunction (const ROOT::Math::IMultiGradFunction &func)
	set a function to minimize using gradient More...

template<class VariableIterator >
int	SetVariables (const VariableIterator &begin, const VariableIterator &end)
	add variables . Return number of variables successfully added More...

virtual bool	SetVariable (unsigned int ivar, const std::string &name, double val, double step)=0
	set a new free 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...

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...

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	SetFixedVariable (unsigned int ivar, const std::string &name, double val)
	set a new fixed variable (override if minimizer supports them ) 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...

virtual bool	SetVariableStepSize (unsigned int ivar, double value)
	set the step size of an already existing variable More...

virtual bool	SetVariableLowerLimit (unsigned int ivar, double lower)
	set the lower-limit 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	SetVariableLimits (unsigned int ivar, double lower, double upper)
	set the limits of an already existing variable More...

virtual bool	FixVariable (unsigned int ivar)
	fix an existing variable More...

virtual bool	ReleaseVariable (unsigned int ivar)
	release an existing variable More...

virtual bool	IsFixedVariable (unsigned int ivar) const
	query if an existing variable is fixed (i.e. 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 bool	SetVariableInitialRange (unsigned int, double, double)
	set the initial range of an existing variable More...

virtual bool	Minimize ()=0
	method to perform the minimization More...

virtual double	MinValue () const =0
	return minimum function value More...

virtual const double *	X () const =0
	return pointer to X values at the minimum More...

virtual double	Edm () const
	return expected distance reached from the minimum (re-implement if minimizer provides it More...

virtual const double *	MinGradient () const
	return pointer to gradient values at the minimum More...

virtual unsigned int	NCalls () const
	number of function calls to reach the minimum More...

virtual unsigned int	NIterations () const
	number of iterations to reach the minimum More...

virtual unsigned int	NDim () const =0
	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 (re-implement if minimizer supports bounded parameters) More...

virtual bool	ProvidesError () const
	minimizer provides error and error matrix More...

virtual const double *	Errors () const
	return errors at the minimum More...

virtual double	CovMatrix (unsigned int ivar, unsigned int jvar) const
	return covariance matrices element for variables ivar,jvar if the variable is fixed the return value is zero The ordering of the variables is the same as in the parameter and errors vectors 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 int	CovMatrixStatus () const
	return status of covariance matrix using Minuit convention {0 not calculated 1 approximated 2 made pos def , 3 accurate} Minimizer who implements covariance matrix calculation will re-implement the method More...

virtual double	Correlation (unsigned int i, unsigned int j) const
	return correlation coefficient between variable i and j. 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	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	Hesse ()
	perform a full calculation of the Hessian matrix for error calculation 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...

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 void	PrintResults ()
	return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0; 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...

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...

int	PrintLevel () const
	minimizer configuration parameters More...

unsigned int	MaxFunctionCalls () const
	max number of function calls More...

unsigned int	MaxIterations () const
	max iterations More...

double	Tolerance () const
	absolute tolerance 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	Strategy () const
	strategy More...

int	Status () const
	status code of minimizer 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...

bool	IsValidError () const
	return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit) More...

virtual MinimizerOptions	Options () const
	retrieve the minimizer options (implement derived class if needed) More...

void	SetPrintLevel (int level)
	set print level 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	SetTolerance (double tol)
	set the tolerance 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	SetStrategy (int strategyLevel)
	set the strategy More...

void	SetErrorDef (double up)
	set scale for calculating the errors More...

void	SetValidError (bool on)
	flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit) More...

void	SetOptions (const MinimizerOptions &opt)
	set all options in one go More...

void	SetDefaultOptions ()
	reset the defaut options (defined in MinimizerOptions) More...

Protected Attributes
bool	fValidError

MinimizerOptions	fOptions

int	fStatus

Private Member Functions
	Minimizer (const Minimizer &)
	Copy constructor. More...

Minimizer &	operator= (const Minimizer &rhs)
	Assignment operator. More...

#include <Math/Minimizer.h>

Inheritance diagram for ROOT::Math::Minimizer:

[legend]

Constructor & Destructor Documentation

ROOT::Math::Minimizer::Minimizer ( )

inline

Default constructor.

Definition at line 93 of file Minimizer.h.

virtual ROOT::Math::Minimizer::~Minimizer ( )

inlinevirtual

Destructor (no operations)

Definition at line 101 of file Minimizer.h.

ROOT::Math::Minimizer::Minimizer ( const Minimizer & )

inlineprivate

Copy constructor.

Definition at line 112 of file Minimizer.h.

Member Function Documentation

virtual void ROOT::Math::Minimizer::Clear ( )

inlinevirtual

reset for consecutive minimizations - implement if needed

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and ROOT::Math::GeneticMinimizer.

Definition at line 125 of file Minimizer.h.

Referenced by DoNewMinimization(), and ellipse_TGraph_minimize().

virtual bool ROOT::Math::Minimizer::Contour	(	unsigned int	ivar,
		unsigned int	jvar,
		unsigned int &	npoints,
		double *	xi,
		double *	xj
	)

inlinevirtual

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();

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.

Definition at line 387 of file Minimizer.h.

Referenced by TBackCompFitter::Contour().

virtual double ROOT::Math::Minimizer::Correlation	(	unsigned int	i,
		unsigned int	j
	)		const

inlinevirtual

return correlation coefficient between variable i and j.

If the variable is fixed or const the return value is zero

Reimplemented in ROOT::Minuit2::Minuit2Minimizer.

Definition at line 334 of file Minimizer.h.

virtual double ROOT::Math::Minimizer::CovMatrix	(	unsigned int	ivar,
		unsigned int	jvar
	)		const

inlinevirtual

return covariance matrices element for variables ivar,jvar if the variable is fixed the return value is zero The ordering of the variables is the same as in the parameter and errors vectors

Reimplemented in ROOT::Math::GSLNLSMinimizer, ROOT::Minuit2::Minuit2Minimizer, TMinuitMinimizer, ROOT::Math::GSLMinimizer, TFumiliMinimizer, TLinearMinimizer, ROOT::Math::GeneticMinimizer, and ROOT::Math::RMinimizer.

Definition at line 292 of file Minimizer.h.

Referenced by Correlation().

virtual int ROOT::Math::Minimizer::CovMatrixStatus ( ) const

inlinevirtual

return status of covariance matrix using Minuit convention {0 not calculated 1 approximated 2 made pos def , 3 accurate} Minimizer who implements covariance matrix calculation will re-implement the method

Reimplemented in ROOT::Math::GSLNLSMinimizer, ROOT::Minuit2::Minuit2Minimizer, TMinuitMinimizer, TFumiliMinimizer, and TLinearMinimizer.

Definition at line 326 of file Minimizer.h.

virtual double ROOT::Math::Minimizer::Edm ( ) const

inlinevirtual

return expected distance reached from the minimum (re-implement if minimizer provides it

Reimplemented in ROOT::Math::GSLNLSMinimizer, ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GSLMinimizer, TMinuitMinimizer, TFumiliMinimizer, TLinearMinimizer, and ROOT::Math::GeneticMinimizer.

Definition at line 262 of file Minimizer.h.

Referenced by DoNewMinimization().

double ROOT::Math::Minimizer::ErrorDef ( ) const

inline

return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization

Definition at line 442 of file Minimizer.h.

Referenced by TMinuitMinimizer::Contour(), ROOT::Minuit2::Minuit2Minimizer::Contour(), TMinuitMinimizer::GetMinosError(), ROOT::Minuit2::Minuit2Minimizer::GetMinosError(), TMinuitMinimizer::Hesse(), TMinuitMinimizer::Minimize(), ROOT::Minuit2::Minuit2Minimizer::Minimize(), and ROOT::Minuit2::Minuit2Minimizer::SetFunction().

virtual const double* ROOT::Math::Minimizer::Errors ( ) const

inlinevirtual

return errors at the minimum

Reimplemented in ROOT::Math::GSLNLSMinimizer, ROOT::Minuit2::Minuit2Minimizer, TMinuitMinimizer, ROOT::Math::GSLMinimizer, TFumiliMinimizer, TLinearMinimizer, ROOT::Math::GeneticMinimizer, and ROOT::Math::RMinimizer.

Definition at line 286 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::FixVariable ( unsigned int ivar )

inlinevirtual

fix an existing variable

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, and TMinuitMinimizer.

Definition at line 221 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::GetCovMatrix ( double * covMat ) const

inlinevirtual

Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero.

The array will be filled as cov[i *ndim + j] The ordering of the variables is the same as in errors and parameter value. This is different from the direct interface of Minuit2 or TMinuit where the values were obtained only to variable parameters

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, TMinuitMinimizer, and ROOT::Math::RMinimizer.

Definition at line 305 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::GetHessianMatrix ( double * hMat ) const

inlinevirtual

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.

The array will be filled as h[i *ndim + j]

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.

Definition at line 317 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::GetMinosError	(	unsigned int	ivar,
		double &	errLow,
		double &	errUp,
		int	option = `0`
	)

inlinevirtual

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)

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.

Definition at line 357 of file Minimizer.h.

Referenced by DoNewMinimization().

virtual bool ROOT::Math::Minimizer::GetVariableSettings	(	unsigned int	ivar,
		ROOT::Fit::ParameterSettings &	pars
	)		const

inlinevirtual

get variable settings in a variable object (like ROOT::Fit::ParamsSettings)

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, and TMinuitMinimizer.

Definition at line 240 of file Minimizer.h.

virtual double ROOT::Math::Minimizer::GlobalCC ( unsigned int ivar ) const

inlinevirtual

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.

Minimizer must overload method if implemented

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.

Definition at line 346 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::Hesse ( )

inlinevirtual

perform a full calculation of the Hessian matrix for error calculation

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.

Definition at line 366 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::IsFixedVariable ( unsigned int ivar ) const

inlinevirtual

query if an existing variable is fixed (i.e.

considered constant in the minimization) note that by default all variables are not fixed

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, and TMinuitMinimizer.

Definition at line 234 of file Minimizer.h.

bool ROOT::Math::Minimizer::IsValidError ( ) const

inline

return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit)

Definition at line 445 of file Minimizer.h.

Referenced by TMinuitMinimizer::Minimize(), and ROOT::Minuit2::Minuit2Minimizer::Minimize().

unsigned int ROOT::Math::Minimizer::MaxFunctionCalls ( ) const

inline

max number of function calls

Definition at line 422 of file Minimizer.h.

Referenced by TMinuitMinimizer::GetMinosError(), ROOT::Minuit2::Minuit2Minimizer::GetMinosError(), TMinuitMinimizer::Hesse(), ROOT::Minuit2::Minuit2Minimizer::Hesse(), TFumiliMinimizer::Minimize(), TMinuitMinimizer::Minimize(), and ROOT::Minuit2::Minuit2Minimizer::Minimize().

unsigned int ROOT::Math::Minimizer::MaxIterations ( ) const

inline

max iterations

Definition at line 425 of file Minimizer.h.

Referenced by ROOT::Math::RMinimizer::Minimize(), ROOT::Math::GeneticMinimizer::Minimize(), ROOT::Math::GSLMinimizer::Minimize(), and ROOT::Math::GSLNLSMinimizer::Minimize().

virtual const double* ROOT::Math::Minimizer::MinGradient ( ) const

inlinevirtual

return pointer to gradient values at the minimum

Reimplemented in ROOT::Math::GSLNLSMinimizer, ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GSLMinimizer, TMinuitMinimizer, TFumiliMinimizer, TLinearMinimizer, and ROOT::Math::GeneticMinimizer.

Definition at line 265 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::Minimize ( )

pure virtual

method to perform the minimization

Implemented in ROOT::Math::GSLNLSMinimizer, ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, ROOT::Math::GSLMinimizer, TMinuitMinimizer, ROOT::Math::GSLSimAnMinimizer, TFumiliMinimizer, TLinearMinimizer, ROOT::Math::GeneticMinimizer, and ROOT::Math::RMinimizer.

Referenced by demoMinimizer(), DoNewMinimization(), ellipse_TGraph_minimize(), TF1::GetMinMaxNDim(), Min2Minimize(), and NumericalMinimization().

virtual double ROOT::Math::Minimizer::MinValue ( ) const

pure virtual

return minimum function value

Implemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, TMinuitMinimizer, TFumiliMinimizer, TLinearMinimizer, and ROOT::Math::GeneticMinimizer.

Referenced by demoMinimizer(), DoNewMinimization(), ellipse_TGraph_minimize(), TF1::GetMinMaxNDim(), Min2Minimize(), and NumericalMinimization().

virtual unsigned int ROOT::Math::Minimizer::NCalls ( ) const

inlinevirtual

number of function calls to reach the minimum

Reimplemented in ROOT::Math::GSLNLSMinimizer, ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GSLMinimizer, TMinuitMinimizer, TFumiliMinimizer, ROOT::Math::GSLSimAnMinimizer, TLinearMinimizer, ROOT::Math::GeneticMinimizer, and ROOT::Math::RMinimizer.

Definition at line 268 of file Minimizer.h.

Referenced by DoNewMinimization(), NIterations(), and ROOT::Math::BasicMinimizer::PrintResult().

virtual unsigned int ROOT::Math::Minimizer::NDim ( ) const

pure virtual

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

Implemented in ROOT::Minuit2::Minuit2Minimizer, TMinuitMinimizer, ROOT::Math::BasicMinimizer, TFumiliMinimizer, TLinearMinimizer, and ROOT::Math::GeneticMinimizer.

Referenced by NFree(), and SetVariableValues().

virtual unsigned int ROOT::Math::Minimizer::NFree ( ) const

inlinevirtual

number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total (re-implement if minimizer supports bounded parameters)

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, TMinuitMinimizer, ROOT::Math::BasicMinimizer, TFumiliMinimizer, TLinearMinimizer, and ROOT::Math::GeneticMinimizer.

Definition at line 280 of file Minimizer.h.

virtual unsigned int ROOT::Math::Minimizer::NIterations ( ) const

inlinevirtual

number of iterations to reach the minimum

Definition at line 271 of file Minimizer.h.

Referenced by ROOT::Math::BasicMinimizer::PrintResult().

Minimizer& ROOT::Math::Minimizer::operator= ( const Minimizer & rhs )

inlineprivate

Assignment operator.

Definition at line 117 of file Minimizer.h.

virtual MinimizerOptions ROOT::Math::Minimizer::Options ( ) const

inlinevirtual

retrieve the minimizer options (implement derived class if needed)

Reimplemented in ROOT::Math::GeneticMinimizer.

Definition at line 448 of file Minimizer.h.

double ROOT::Math::Minimizer::Precision ( ) const

inline

precision of minimizer in the evaluation of the objective function ( a value <=0 corresponds to the let the minimizer choose its default one)

Definition at line 432 of file Minimizer.h.

Referenced by TMinuitMinimizer::Contour(), ROOT::Minuit2::Minuit2Minimizer::Contour(), TMinuitMinimizer::GetMinosError(), ROOT::Minuit2::Minuit2Minimizer::GetMinosError(), TMinuitMinimizer::Hesse(), ROOT::Minuit2::Minuit2Minimizer::Hesse(), TMinuitMinimizer::Minimize(), ROOT::Minuit2::Minuit2Minimizer::Minimize(), TMinuitMinimizer::Scan(), and ROOT::Minuit2::Minuit2Minimizer::Scan().

int ROOT::Math::Minimizer::PrintLevel ( ) const

inline

minimizer configuration parameters

set print level

Definition at line 419 of file Minimizer.h.

virtual void ROOT::Math::Minimizer::PrintResults ( )

inlinevirtual

return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0;

print the result according to set level (implemented for TMinuit for mantaining Minuit-style printing)

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.

Definition at line 399 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::ProvidesError ( ) const

inlinevirtual

minimizer provides error and error matrix

Reimplemented in ROOT::Math::GSLNLSMinimizer, ROOT::Minuit2::Minuit2Minimizer, TMinuitMinimizer, ROOT::Math::GSLMinimizer, TFumiliMinimizer, TLinearMinimizer, ROOT::Math::GeneticMinimizer, and ROOT::Math::RMinimizer.

Definition at line 283 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::ReleaseVariable ( unsigned int ivar )

inlinevirtual

release an existing variable

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, and TMinuitMinimizer.

Definition at line 227 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::Scan	(	unsigned int	ivar,
		unsigned int &	nstep,
		double *	x,
		double *	y,
		double	xmin = `0`,
		double	xmax = `0`
	)

inlinevirtual

scan function minimum for variable i.

Variable and function must be set before using Scan Return false if an error or if minimizer does not support this functionality

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.

Definition at line 375 of file Minimizer.h.

Referenced by TBackCompFitter::Scan().

void ROOT::Math::Minimizer::SetDefaultOptions ( )

inline

reset the defaut options (defined in MinimizerOptions)

Definition at line 483 of file Minimizer.h.

void ROOT::Math::Minimizer::SetErrorDef ( double up )

inline

set scale for calculating the errors

Definition at line 472 of file Minimizer.h.

Referenced by TBackCompFitter::Contour(), and ROOT::Fit::FitConfig::CreateMinimizer().

virtual bool ROOT::Math::Minimizer::SetFixedVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val
	)

inlinevirtual

set a new fixed variable (override if minimizer supports them )

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, TMinuitMinimizer, TFumiliMinimizer, TLinearMinimizer, and ROOT::Math::GeneticMinimizer.

Definition at line 178 of file Minimizer.h.

Referenced by SetVariables().

virtual void ROOT::Math::Minimizer::SetFunction ( const ROOT::Math::IMultiGenFunction & func )

pure virtual

set the function to minimize

Implemented in ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, TMinuitMinimizer, TFumiliMinimizer, ROOT::Math::GeneticMinimizer, and TLinearMinimizer.

Referenced by demoMinimizer(), DoNewMinimization(), ellipse_TGraph_minimize(), TF1::GetMinMaxNDim(), Min2Minimize(), NumericalMinimization(), TBackCompFitter::ReCreateMinimizer(), and SetFunction().

virtual void ROOT::Math::Minimizer::SetFunction ( const ROOT::Math::IMultiGradFunction & func )

inlinevirtual

set a function to minimize using gradient

Reimplemented in ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, TMinuitMinimizer, TFumiliMinimizer, and TLinearMinimizer.

Definition at line 131 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::SetLimitedVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val,
		double	step,
		double	lower,
		double	upper
	)

inlinevirtual

set a new upper/lower limited variable (override if minimizer supports them ) otherwise as default set an unlimited variable

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, TMinuitMinimizer, TFumiliMinimizer, and ROOT::Math::GeneticMinimizer.

Definition at line 171 of file Minimizer.h.

Referenced by TF1::GetMinMaxNDim(), SetLowerLimitedVariable(), SetUpperLimitedVariable(), and SetVariables().

virtual bool ROOT::Math::Minimizer::SetLowerLimitedVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val,
		double	step,
		double	lower
	)

inlinevirtual

set a new lower limit variable (override if minimizer supports them )

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, and TMinuitMinimizer.

Definition at line 163 of file Minimizer.h.

Referenced by SetVariables().

void ROOT::Math::Minimizer::SetMaxFunctionCalls ( unsigned int maxfcn )

inline

set maximum of function calls

Definition at line 456 of file Minimizer.h.

Referenced by ROOT::Fit::FitConfig::CreateMinimizer(), demoMinimizer(), DoNewMinimization(), ellipse_TGraph_minimize(), GAMinimize(), TF1::GetMinMaxNDim(), Min2Minimize(), and NumericalMinimization().

void ROOT::Math::Minimizer::SetMaxIterations ( unsigned int maxiter )

inline

set maximum iterations (one iteration can have many function calls)

Definition at line 459 of file Minimizer.h.

Referenced by ROOT::Math::BasicMinimizer::BasicMinimizer(), ROOT::Fit::FitConfig::CreateMinimizer(), DoNewMinimization(), ellipse_TGraph_minimize(), GAMinimize(), ROOT::Math::GeneticMinimizer::GeneticMinimizer(), ROOT::Math::GSLMinimizer::GSLMinimizer(), ROOT::Math::GSLNLSMinimizer::GSLNLSMinimizer(), ROOT::Math::GSLSimAnMinimizer::GSLSimAnMinimizer(), Min2Minimize(), NumericalMinimization(), ROOT::Math::GeneticMinimizer::SetOptions(), ROOT::Math::GeneticMinimizer::SetParameters(), and testGAMinimizer().

void ROOT::Math::Minimizer::SetOptions ( const MinimizerOptions & opt )

inline

set all options in one go

Definition at line 478 of file Minimizer.h.

void ROOT::Math::Minimizer::SetPrecision ( double prec )

inline

set in the minimizer the objective function evaluation precision ( a value <=0 means the minimizer will choose its optimal value automatically, i.e.

default case)

Definition at line 466 of file Minimizer.h.

Referenced by ROOT::Fit::FitConfig::CreateMinimizer().

void ROOT::Math::Minimizer::SetPrintLevel ( int level )

inline

set print level

Definition at line 453 of file Minimizer.h.

Referenced by ROOT::Math::BasicMinimizer::BasicMinimizer(), ROOT::Fit::FitConfig::CreateMinimizer(), demoMinimizer(), DoNewMinimization(), ellipse_TGraph_minimize(), GAMinimize(), ROOT::Math::GSLMinimizer::GSLMinimizer(), ROOT::Math::GSLNLSMinimizer::GSLNLSMinimizer(), ROOT::Math::GSLSimAnMinimizer::GSLSimAnMinimizer(), Min2Minimize(), NumericalMinimization(), ROOT::Math::GeneticMinimizer::SetOptions(), and testGAMinimizer().

void ROOT::Math::Minimizer::SetStrategy ( int strategyLevel )

inline

set the strategy

Definition at line 469 of file Minimizer.h.

Referenced by ROOT::Fit::FitConfig::CreateMinimizer().

void ROOT::Math::Minimizer::SetTolerance ( double tol )

inline

set the tolerance

Definition at line 462 of file Minimizer.h.

Referenced by ROOT::Fit::FitConfig::CreateMinimizer(), demoMinimizer(), DoNewMinimization(), ellipse_TGraph_minimize(), GAMinimize(), ROOT::Math::GeneticMinimizer::GeneticMinimizer(), TF1::GetMinMaxNDim(), Min2Minimize(), NumericalMinimization(), ROOT::Math::GeneticMinimizer::SetOptions(), and ROOT::Math::GeneticMinimizer::SetParameters().

virtual bool ROOT::Math::Minimizer::SetUpperLimitedVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val,
		double	step,
		double	upper
	)

inlinevirtual

set a new upper limit variable (override if minimizer supports them )

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, and TMinuitMinimizer.

Definition at line 167 of file Minimizer.h.

Referenced by SetVariables().

void ROOT::Math::Minimizer::SetValidError ( bool on )

inline

flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit)

Definition at line 475 of file Minimizer.h.

Referenced by ROOT::Fit::FitConfig::CreateMinimizer().

virtual bool ROOT::Math::Minimizer::SetVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val,
		double	step
	)

pure virtual

set a new free variable

Implemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, TMinuitMinimizer, TFumiliMinimizer, TLinearMinimizer, and ROOT::Math::GeneticMinimizer.

Referenced by demoMinimizer(), DoNewMinimization(), ellipse_TGraph_minimize(), TF1::GetMinMaxNDim(), Min2Minimize(), NumericalMinimization(), SetLimitedVariable(), and SetVariables().

virtual bool ROOT::Math::Minimizer::SetVariableInitialRange	(	unsigned	int,
		double	,
		double
	)

inlinevirtual

set the initial range of an existing variable

Definition at line 248 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::SetVariableLimits	(	unsigned int	ivar,
		double	lower,
		double	upper
	)

inlinevirtual

set the limits of an already existing variable

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, and TMinuitMinimizer.

Definition at line 217 of file Minimizer.h.

Referenced by ellipse_TGraph_minimize().

virtual bool ROOT::Math::Minimizer::SetVariableLowerLimit	(	unsigned int	ivar,
		double	lower
	)

inlinevirtual

set the lower-limit of an already existing variable

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, and TMinuitMinimizer.

Definition at line 205 of file Minimizer.h.

Referenced by SetVariableLimits().

template<class VariableIterator >

int ROOT::Math::Minimizer::SetVariables	(	const VariableIterator &	begin,
		const VariableIterator &	end
	)

inline

add variables . Return number of variables successfully added

Definition at line 139 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::SetVariableStepSize	(	unsigned int	ivar,
		double	value
	)

inlinevirtual

set the step size of an already existing variable

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, and TMinuitMinimizer.

Definition at line 199 of file Minimizer.h.

virtual bool ROOT::Math::Minimizer::SetVariableUpperLimit	(	unsigned int	ivar,
		double	upper
	)

inlinevirtual

set the upper-limit of an already existing variable

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, and TMinuitMinimizer.

Definition at line 211 of file Minimizer.h.

Referenced by SetVariableLimits().

virtual bool ROOT::Math::Minimizer::SetVariableValue	(	unsigned int	ivar,
		double	value
	)

inlinevirtual

set the value of an already existing variable

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, TMinuitMinimizer, and TFumiliMinimizer.

Definition at line 184 of file Minimizer.h.

Referenced by SetVariableValues().

virtual bool ROOT::Math::Minimizer::SetVariableValues ( const double * x )

inlinevirtual

set the values of all existing variables (array must be dimensioned to the size of the existing parameters)

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and ROOT::Math::BasicMinimizer.

Definition at line 190 of file Minimizer.h.

int ROOT::Math::Minimizer::Status ( ) const

inline

status code of minimizer

Definition at line 438 of file Minimizer.h.

Referenced by fitEllipseTGraphRMM().

int ROOT::Math::Minimizer::Strategy ( ) const

inline

strategy

Definition at line 435 of file Minimizer.h.

Referenced by ROOT::Minuit2::Minuit2Minimizer::Contour(), TMinuitMinimizer::GetMinosError(), ROOT::Minuit2::Minuit2Minimizer::Hesse(), TMinuitMinimizer::Minimize(), and ROOT::Minuit2::Minuit2Minimizer::Minimize().

double ROOT::Math::Minimizer::Tolerance ( ) const

inline

absolute tolerance

Definition at line 428 of file Minimizer.h.

Referenced by ROOT::Minuit2::Minuit2Minimizer::GetMinosError(), ROOT::Math::RMinimizer::Minimize(), ROOT::Math::GeneticMinimizer::Minimize(), TLinearMinimizer::Minimize(), TFumiliMinimizer::Minimize(), TMinuitMinimizer::Minimize(), ROOT::Math::GSLMinimizer::Minimize(), ROOT::Minuit2::Minuit2Minimizer::Minimize(), and ROOT::Math::GSLNLSMinimizer::Minimize().

virtual int ROOT::Math::Minimizer::VariableIndex ( const std::string & name ) const

inlinevirtual

get index of variable given a variable given a name return -1 if variable is not found

Reimplemented in TMinuitMinimizer, ROOT::Minuit2::Minuit2Minimizer, and ROOT::Math::BasicMinimizer.

Definition at line 410 of file Minimizer.h.

virtual std::string ROOT::Math::Minimizer::VariableName ( unsigned int ivar ) const

inlinevirtual

get name of variables (override if minimizer support storing of variable names) return an empty string if variable is not found

Reimplemented in TMinuitMinimizer, ROOT::Minuit2::Minuit2Minimizer, and ROOT::Math::BasicMinimizer.

Definition at line 403 of file Minimizer.h.

virtual const double* ROOT::Math::Minimizer::X ( ) const

pure virtual

return pointer to X values at the minimum

Implemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::BasicMinimizer, TMinuitMinimizer, TFumiliMinimizer, TLinearMinimizer, and ROOT::Math::GeneticMinimizer.

Referenced by demoMinimizer(), DoNewMinimization(), ellipse_TGraph_minimize(), fitEllipseTGraphRMM(), TF1::GetMinMaxNDim(), Min2Minimize(), and NumericalMinimization().

Member Data Documentation

MinimizerOptions ROOT::Math::Minimizer::fOptions

protected

Definition at line 497 of file Minimizer.h.

Referenced by ErrorDef(), MaxFunctionCalls(), MaxIterations(), Options(), Precision(), PrintLevel(), SetDefaultOptions(), SetErrorDef(), SetMaxFunctionCalls(), SetMaxIterations(), SetOptions(), SetPrecision(), SetPrintLevel(), SetStrategy(), SetTolerance(), Strategy(), and Tolerance().

int ROOT::Math::Minimizer::fStatus

protected

Definition at line 498 of file Minimizer.h.

Referenced by TLinearMinimizer::CovMatrixStatus(), TFumiliMinimizer::CovMatrixStatus(), ROOT::Math::GSLNLSMinimizer::CovMatrixStatus(), ROOT::Minuit2::Minuit2Minimizer::ExamineMinimum(), TMinuitMinimizer::GetMinosError(), ROOT::Minuit2::Minuit2Minimizer::GetMinosError(), TMinuitMinimizer::Hesse(), ROOT::Minuit2::Minuit2Minimizer::Hesse(), ROOT::Math::GeneticMinimizer::Minimize(), TLinearMinimizer::Minimize(), TFumiliMinimizer::Minimize(), TMinuitMinimizer::Minimize(), ROOT::Math::GSLMinimizer::Minimize(), ROOT::Math::GSLNLSMinimizer::Minimize(), ROOT::Minuit2::Minuit2Minimizer::PrintResults(), and Status().

bool ROOT::Math::Minimizer::fValidError

protected

Definition at line 496 of file Minimizer.h.

Referenced by IsValidError(), and SetValidError().

Collaboration diagram for ROOT::Math::Minimizer:

[legend]

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

math/mathcore/inc/Math/Minimizer.h

Public Member Functions

Protected Attributes

Private Member Functions

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation