27 #ifndef ROOT_Math_GSLMultiMinimizer 28 #define ROOT_Math_GSLMultiMinimizer 30 #include "gsl/gsl_vector.h" 31 #include "gsl/gsl_multimin.h" 32 #include "gsl/gsl_version.h" 68 fType = gsl_multimin_fdfminimizer_conjugate_fr;
71 fType = gsl_multimin_fdfminimizer_conjugate_pr;
74 fType = gsl_multimin_fdfminimizer_vector_bfgs;
77 #if (GSL_MAJOR_VERSION > 1) || ((GSL_MAJOR_VERSION == 1) && (GSL_MINOR_VERSION >= 9)) 79 fType = gsl_multimin_fdfminimizer_vector_bfgs2;
81 MATH_INFO_MSG(
"GSLMultiMinimizer",
"minimizer BFSG2 does not exist with this GSL version , use BFGS");
82 fType = gsl_multimin_fdfminimizer_vector_bfgs;
86 fType = gsl_multimin_fdfminimizer_steepest_descent;
89 fType = gsl_multimin_fdfminimizer_conjugate_fr;
101 if (
fVec != 0) gsl_vector_free(
fVec);
116 if (
this == &rhs)
return *
this;
130 unsigned int ndim = func.
NDim();
133 if (
fVec != 0) gsl_vector_free(
fVec);
134 fVec = gsl_vector_alloc( ndim );
135 std::copy(x,x+ndim,
fVec->data);
148 return std::string(gsl_multimin_fdfminimizer_name(
fMinimizer) );
153 return gsl_multimin_fdfminimizer_iterate(
fMinimizer);
159 gsl_vector *
x = gsl_multimin_fdfminimizer_x(
fMinimizer);
166 return gsl_multimin_fdfminimizer_minimum(
fMinimizer);
172 gsl_vector * g = gsl_multimin_fdfminimizer_gradient(
fMinimizer);
179 return gsl_multimin_fdfminimizer_restart(
fMinimizer);
185 gsl_vector * g = gsl_multimin_fdfminimizer_gradient(
fMinimizer);
186 return gsl_multimin_test_gradient( g, absTol);
191 if (
fVec == 0 )
return -1;
192 unsigned int n =
fVec->size;
193 if (n == 0 )
return -1;
194 std::copy(g,g+n,
fVec->data);
195 return gsl_multimin_test_gradient(
fVec, absTol);
203 const gsl_multimin_fdfminimizer_type *
fType;
GSLMultiMinimizer(ROOT::Math::EGSLMinimizerType type)
Default constructor.
Interface (abstract class) for multi-dimensional functions providing a gradient calculation.
void SetFunction(const FuncType &f)
Fill gsl function structure from a C++ Function class.
This namespace contains pre-defined functions to be used in conjuction with TExecutor::Map and TExecu...
const gsl_multimin_fdfminimizer_type * fType
void CreateMinimizer(unsigned int n)
create the minimizer from the type and size
double * Gradient() const
gradient value at the minimum
EGSLMinimizerType
enumeration specifying the types of GSL minimizers
GSLMultiMinDerivFunctionWrapper fFunc
gsl_multimin_fdfminimizer * fMinimizer
double * X() const
x values at the minimum
~GSLMultiMinimizer()
Destructor.
GSLMultiMinimizer(const GSLMultiMinimizer &)
Copy constructor.
#define MATH_INFO_MSG(loc, str)
virtual unsigned int NDim() const =0
Retrieve the dimension of the function.
gsl_multimin_function_fdf * GetFunc()
int TestGradient(const double *g, double absTol) const
test gradient (require a vector gradient)
int Set(const ROOT::Math::IMultiGradFunction &func, const double *x, double stepSize, double tol)
set the function to be minimize the initial minimizer parameters, step size and tolerance in the line...
int TestGradient(double absTol) const
test gradient (ask from minimizer gradient vector)
int Restart()
restart minimization from current point
double func(double *x, double *p)
GSLMultiMinimizer class , for minimizing multi-dimensional function using derivatives.
Namespace for new Math classes and functions.
Wrapper for a multi-dimensional function with derivatives used in GSL multidim minimization algorithm...
double Minimum() const
function value at the minimum
GSLMultiMinimizer & operator=(const GSLMultiMinimizer &rhs)
Assignment operator.