TFumiliMinimizer class: minimizer implementation based on TFumili.

Definition at line 47 of file TFumiliMinimizer.h.

Public Member Functions
	TFumiliMinimizer (int dummy=0)
	Default constructor (an argument is needed by plug-in manager) More...

	~TFumiliMinimizer ()
	Destructor (no operations) More...

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

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

virtual bool	SetVariable (unsigned int ivar, const std::string &name, double val, double step)
	set free variable More...

virtual bool	SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double, double)
	set upper/lower limited variable (override if minimizer supports them ) More...

virtual bool	SetFixedVariable (unsigned int, const std::string &, double)
	set fixed variable (override if minimizer supports them ) More...

virtual bool	SetVariableValue (unsigned int ivar, double val)
	set the value of an existing variable More...

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

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

virtual double	Edm () const
	return expected distance reached from the minimum More...

virtual const double *	X () const
	return pointer to X values at the minimum 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	NDim () const
	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 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 i, unsigned int j) const
	return covariance matrices elements if the variable is fixed the matrix is zero The ordering of the variables is the same as in errors 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...

Public Member Functions inherited from ROOT::Math::Minimizer
	Minimizer ()
	Default constructor. More...

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

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

template<class VariableIterator >
int	SetVariables (const VariableIterator &begin, const VariableIterator &end)
	add variables . Return number of variables successfully added 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	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 unsigned int	NIterations () const
	number of iterations to reach the minimum 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 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...

Static Protected Member Functions
static void	Fcn (int &, double , double &f, double , int)
	implementation of FCN for Fumili More...

static double	EvaluateFCN (const double x, double g)
	implementation of FCN for Fumili when user provided gradient is used More...

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

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

Private Attributes
unsigned int	fDim

unsigned int	fNFree

double	fMinVal

double	fEdm

std::vector< double >	fParams

std::vector< double >	fErrors

std::vector< double >	fCovar

TFumili *	fFumili

Static Private Attributes
static ROOT::Math::FitMethodFunction *	fgFunc = 0

static ROOT::Math::FitMethodGradFunction *	fgGradFunc = 0

static TFumili *	fgFumili = 0

Additional Inherited Members
Protected Attributes inherited from ROOT::Math::Minimizer
bool	fValidError

MinimizerOptions	fOptions

int	fStatus

#include <TFumiliMinimizer.h>

Inheritance diagram for TFumiliMinimizer:

[legend]

Constructor & Destructor Documentation

TFumiliMinimizer::TFumiliMinimizer ( int dummy = 0 )

Default constructor (an argument is needed by plug-in manager)

TFumiliMinimizer::~TFumiliMinimizer ( )

Destructor (no operations)

Definition at line 165 of file TFumiliMinimizer.cxx.

TFumiliMinimizer::TFumiliMinimizer ( const TFumiliMinimizer & )

private

Copy constructor.

Definition at line 171 of file TFumiliMinimizer.cxx.

Member Function Documentation

virtual double TFumiliMinimizer::CovMatrix	(	unsigned int	i,
		unsigned int	j
	)		const

inlinevirtual

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 138 of file TFumiliMinimizer.h.

virtual int TFumiliMinimizer::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 from ROOT::Math::Minimizer.

Definition at line 145 of file TFumiliMinimizer.h.

virtual double TFumiliMinimizer::Edm ( ) const

inlinevirtual

return expected distance reached from the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 109 of file TFumiliMinimizer.h.

virtual const double* TFumiliMinimizer::Errors ( ) const

inlinevirtual

return errors at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 132 of file TFumiliMinimizer.h.

double TFumiliMinimizer::EvaluateFCN	(	const double *	x,
		double *	g
	)

staticprotected

implementation of FCN for Fumili when user provided gradient is used

static function implementing the evaluation of the FCN (it uses static instance fgFumili)

Definition at line 258 of file TFumiliMinimizer.cxx.

Referenced by Fcn().

void TFumiliMinimizer::Fcn	(	int &	,
		double *	g,
		double &	f,
		double *	x,
		int
	)

staticprotected

implementation of FCN for Fumili

Definition at line 239 of file TFumiliMinimizer.cxx.

Referenced by SetFunction().

virtual const double* TFumiliMinimizer::MinGradient ( ) const

inlinevirtual

return pointer to gradient values at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 115 of file TFumiliMinimizer.h.

bool TFumiliMinimizer::Minimize ( )

virtual

method to perform the minimization

Implements ROOT::Math::Minimizer.

Definition at line 505 of file TFumiliMinimizer.cxx.

virtual double TFumiliMinimizer::MinValue ( ) const

inlinevirtual

return minimum function value

Implements ROOT::Math::Minimizer.

Definition at line 106 of file TFumiliMinimizer.h.

virtual unsigned int TFumiliMinimizer::NCalls ( ) const

inlinevirtual

number of function calls to reach the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 118 of file TFumiliMinimizer.h.

virtual unsigned int TFumiliMinimizer::NDim ( ) const

inlinevirtual

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

Implements ROOT::Math::Minimizer.

Definition at line 122 of file TFumiliMinimizer.h.

virtual unsigned int TFumiliMinimizer::NFree ( ) const

inlinevirtual

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 126 of file TFumiliMinimizer.h.

TFumiliMinimizer & TFumiliMinimizer::operator= ( const TFumiliMinimizer & rhs )

private

Assignment operator.

Definition at line 177 of file TFumiliMinimizer.cxx.

virtual bool TFumiliMinimizer::ProvidesError ( ) const

inlinevirtual

minimizer provides error and error matrix

Reimplemented from ROOT::Math::Minimizer.

Definition at line 129 of file TFumiliMinimizer.h.

bool TFumiliMinimizer::SetFixedVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val
	)

virtual

set fixed variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 457 of file TFumiliMinimizer.cxx.

void TFumiliMinimizer::SetFunction ( const ROOT::Math::IMultiGenFunction & func )

virtual

set the function to minimize

Implements ROOT::Math::Minimizer.

Definition at line 186 of file TFumiliMinimizer.cxx.

void TFumiliMinimizer::SetFunction ( const ROOT::Math::IMultiGradFunction & func )

virtual

set the function to minimize

Reimplemented from ROOT::Math::Minimizer.

Definition at line 218 of file TFumiliMinimizer.cxx.

bool TFumiliMinimizer::SetLimitedVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val,
		double	step,
		double	lower,
		double	upper
	)

virtual

set upper/lower limited variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 430 of file TFumiliMinimizer.cxx.

bool TFumiliMinimizer::SetVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val,
		double	step
	)

virtual

set free variable

Implements ROOT::Math::Minimizer.

Definition at line 412 of file TFumiliMinimizer.cxx.

bool TFumiliMinimizer::SetVariableValue	(	unsigned int	ivar,
		double	val
	)

virtual

set the value of an existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 479 of file TFumiliMinimizer.cxx.

virtual const double* TFumiliMinimizer::X ( ) const

inlinevirtual

return pointer to X values at the minimum

Implements ROOT::Math::Minimizer.

Definition at line 112 of file TFumiliMinimizer.h.

Member Data Documentation

std::vector<double> TFumiliMinimizer::fCovar

private

Definition at line 173 of file TFumiliMinimizer.h.

Referenced by CovMatrix(), CovMatrixStatus(), and Minimize().

unsigned int TFumiliMinimizer::fDim

private

Definition at line 167 of file TFumiliMinimizer.h.

Referenced by CovMatrix(), Minimize(), NDim(), and SetFunction().

double TFumiliMinimizer::fEdm

private

Definition at line 170 of file TFumiliMinimizer.h.

Referenced by Edm(), and Minimize().

std::vector<double> TFumiliMinimizer::fErrors

private

Definition at line 172 of file TFumiliMinimizer.h.

Referenced by Errors(), and Minimize().

TFumili* TFumiliMinimizer::fFumili

private

Definition at line 175 of file TFumiliMinimizer.h.

Referenced by Minimize(), SetFixedVariable(), SetFunction(), SetLimitedVariable(), SetVariable(), SetVariableValue(), and ~TFumiliMinimizer().

TFumili * TFumiliMinimizer::fgFumili = 0

staticprivate

Definition at line 182 of file TFumiliMinimizer.h.

Referenced by EvaluateFCN(), and Minimize().

ROOT::Math::FitMethodFunction * TFumiliMinimizer::fgFunc = 0

staticprivate

Definition at line 179 of file TFumiliMinimizer.h.

Referenced by EvaluateFCN(), and SetFunction().

ROOT::Math::FitMethodGradFunction * TFumiliMinimizer::fgGradFunc = 0

staticprivate

Definition at line 180 of file TFumiliMinimizer.h.

Referenced by EvaluateFCN(), and SetFunction().

double TFumiliMinimizer::fMinVal

private

Definition at line 169 of file TFumiliMinimizer.h.

Referenced by Minimize(), and MinValue().

unsigned int TFumiliMinimizer::fNFree

private

Definition at line 168 of file TFumiliMinimizer.h.

Referenced by Minimize(), and NFree().

std::vector<double> TFumiliMinimizer::fParams

private

Definition at line 171 of file TFumiliMinimizer.h.

Referenced by Minimize(), and X().

Collaboration diagram for TFumiliMinimizer:

[legend]

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

math/fumili/inc/TFumiliMinimizer.h
math/fumili/src/TFumiliMinimizer.cxx

Public Member Functions

Static Protected Member Functions

Private Member Functions

Private Attributes

Static Private Attributes

Additional Inherited Members

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation