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ROOT::Math::GSLMinimizer1D Class Reference

Minimizer for arbitrary one dimensional functions.

Implemented using GSL, for detailed description see: GSL online doc

The algorithms uspported are only bracketing algorithm which do not use derivatives information. The algorithms which can be chosen at construction time are GOLDENSECTION, whic is the simplest method but the slowest and BRENT (the default one) which combines the golden section with a parabolic interpolation.

This class does not support copying

Definition at line 81 of file GSLMinimizer1D.h.

Public Member Functions

 GSLMinimizer1D (Minim1D::Type type=Minim1D::kBRENT)
 Construct the minimizer passing the minimizer type using the Minim1D::Algorithm enumeration. More...
 
virtual ~GSLMinimizer1D ()
 Destructor: free allocated resources. More...
 
double FValLower () const
 Return function value at current lower bound of the minimization interval. More...
 
double FValMinimum () const
 Return function value at current estimate of the minimum. More...
 
double FValUpper () const
 Return function value at current upper bound of the minimization interval. More...
 
int Iterate ()
 Perform a minimizer iteration and if an unexepcted problem occurr then an error code will be returned. More...
 
int Iterations () const
 Return number of iteration used to find minimum. More...
 
bool Minimize (int maxIter, double absTol, double relTol)
 Find minimum position iterating until convergence specified by the absolute and relative tolerance or the maximum number of iteration is reached Return true is result is successfull @param maxIter maximum number of iteration @param absTol desired absolute error in the minimum position @param absTol desired relative error in the minimum position. More...
 
const char * Name () const
 Return name of minimization algorithm. More...
 
template<class UserFunc >
void SetFunction (const UserFunc &f, double xmin, double xlow, double xup)
 Set, or reset, minimizer to use the function f and the initial search interval [xlow, xup], with a guess for the location of the minimum xmin. More...
 
void SetFunction (GSLFuncPointer f, void *params, double xmin, double xlow, double xup)
 Set, or reset, minimizer to use the function f and the initial search interval [xlow, xup], with a guess for the location of the minimum xmin. More...
 
int Status () const
 Return status of last minimization. More...
 
double XLower () const
 Return current lower bound of the minimization interval. More...
 
double XMinimum () const
 Return current estimate of the position of the minimum. More...
 
double XUpper () const
 Return current upper bound of the minimization interval. More...
 
- Public Member Functions inherited from ROOT::Math::IMinimizer1D
 IMinimizer1D ()
 
virtual ~IMinimizer1D ()
 

Static Public Member Functions

static int TestInterval (double xlow, double xup, double epsAbs, double epsRel)
 Test convergence of the interval. More...
 

Private Member Functions

 GSLMinimizer1D (const GSLMinimizer1D &)
 
GSLMinimizer1Doperator= (const GSLMinimizer1D &)
 

Private Attributes

GSLFunctionWrapperfFunction
 
bool fIsSet
 
int fIter
 
double fLow
 
double fMin
 
GSL1DMinimizerWrapperfMinimizer
 
int fStatus
 
double fUp
 
double fXlow
 
double fXmin
 
double fXup
 

#include <Math/GSLMinimizer1D.h>

Inheritance diagram for ROOT::Math::GSLMinimizer1D:
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Constructor & Destructor Documentation

◆ GSLMinimizer1D() [1/2]

ROOT::Math::GSLMinimizer1D::GSLMinimizer1D ( Minim1D::Type  type = Minim1D::kBRENT)
explicit

Construct the minimizer passing the minimizer type using the Minim1D::Algorithm enumeration.

Definition at line 51 of file GSLMinimizer1D.cxx.

◆ ~GSLMinimizer1D()

ROOT::Math::GSLMinimizer1D::~GSLMinimizer1D ( )
virtual

Destructor: free allocated resources.

Definition at line 78 of file GSLMinimizer1D.cxx.

◆ GSLMinimizer1D() [2/2]

ROOT::Math::GSLMinimizer1D::GSLMinimizer1D ( const GSLMinimizer1D )
private

Definition at line 86 of file GSLMinimizer1D.cxx.

Member Function Documentation

◆ FValLower()

double ROOT::Math::GSLMinimizer1D::FValLower ( ) const
virtual

Return function value at current lower bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 161 of file GSLMinimizer1D.cxx.

◆ FValMinimum()

double ROOT::Math::GSLMinimizer1D::FValMinimum ( ) const
virtual

Return function value at current estimate of the minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 156 of file GSLMinimizer1D.cxx.

◆ FValUpper()

double ROOT::Math::GSLMinimizer1D::FValUpper ( ) const
virtual

Return function value at current upper bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 166 of file GSLMinimizer1D.cxx.

◆ Iterate()

int ROOT::Math::GSLMinimizer1D::Iterate ( )

Perform a minimizer iteration and if an unexepcted problem occurr then an error code will be returned.

Definition at line 122 of file GSLMinimizer1D.cxx.

◆ Iterations()

int ROOT::Math::GSLMinimizer1D::Iterations ( ) const
inlinevirtual

Return number of iteration used to find minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 174 of file GSLMinimizer1D.h.

◆ Minimize()

bool ROOT::Math::GSLMinimizer1D::Minimize ( int  maxIter,
double  absTol,
double  relTol 
)
virtual

Find minimum position iterating until convergence specified by the absolute and relative tolerance or the maximum number of iteration is reached Return true is result is successfull @param maxIter maximum number of iteration @param absTol desired absolute error in the minimum position @param absTol desired relative error in the minimum position.

Implements ROOT::Math::IMinimizer1D.

Definition at line 176 of file GSLMinimizer1D.cxx.

◆ Name()

const char * ROOT::Math::GSLMinimizer1D::Name ( ) const
virtual

Return name of minimization algorithm.

Implements ROOT::Math::IMinimizer1D.

Definition at line 171 of file GSLMinimizer1D.cxx.

◆ operator=()

GSLMinimizer1D & ROOT::Math::GSLMinimizer1D::operator= ( const GSLMinimizer1D rhs)
private

Definition at line 91 of file GSLMinimizer1D.cxx.

◆ SetFunction() [1/2]

template<class UserFunc >
void ROOT::Math::GSLMinimizer1D::SetFunction ( const UserFunc &  f,
double  xmin,
double  xlow,
double  xup 
)
inline

Set, or reset, minimizer to use the function f and the initial search interval [xlow, xup], with a guess for the location of the minimum xmin.

The condition : \( f(xlow) > f(xmin) < f(xup)\) must be satisfied

Definition at line 109 of file GSLMinimizer1D.h.

◆ SetFunction() [2/2]

void ROOT::Math::GSLMinimizer1D::SetFunction ( GSLFuncPointer  f,
void params,
double  xmin,
double  xlow,
double  xup 
)

Set, or reset, minimizer to use the function f and the initial search interval [xlow, xup], with a guess for the location of the minimum xmin.

The condition : \( f(xlow) > f(xmin) < f(xup) \) must be satisfied

Method specialized on the GSL function type

Definition at line 98 of file GSLMinimizer1D.cxx.

◆ Status()

int ROOT::Math::GSLMinimizer1D::Status ( ) const
inlinevirtual

Return status of last minimization.

Implements ROOT::Math::IMinimizer1D.

Definition at line 181 of file GSLMinimizer1D.h.

◆ TestInterval()

int ROOT::Math::GSLMinimizer1D::TestInterval ( double  xlow,
double  xup,
double  epsAbs,
double  epsRel 
)
static

Test convergence of the interval.

The test returns success if

\[ |x_{min}-x_{truemin}| < epsAbs + epsRel *x_{truemin} \]

Definition at line 214 of file GSLMinimizer1D.cxx.

◆ XLower()

double ROOT::Math::GSLMinimizer1D::XLower ( ) const
virtual

Return current lower bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 146 of file GSLMinimizer1D.cxx.

◆ XMinimum()

double ROOT::Math::GSLMinimizer1D::XMinimum ( ) const
virtual

Return current estimate of the position of the minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 141 of file GSLMinimizer1D.cxx.

◆ XUpper()

double ROOT::Math::GSLMinimizer1D::XUpper ( ) const
virtual

Return current upper bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 151 of file GSLMinimizer1D.cxx.

Member Data Documentation

◆ fFunction

GSLFunctionWrapper* ROOT::Math::GSLMinimizer1D::fFunction
private

Definition at line 215 of file GSLMinimizer1D.h.

◆ fIsSet

bool ROOT::Math::GSLMinimizer1D::fIsSet
private

Definition at line 211 of file GSLMinimizer1D.h.

◆ fIter

int ROOT::Math::GSLMinimizer1D::fIter
private

Definition at line 209 of file GSLMinimizer1D.h.

◆ fLow

double ROOT::Math::GSLMinimizer1D::fLow
private

Definition at line 207 of file GSLMinimizer1D.h.

◆ fMin

double ROOT::Math::GSLMinimizer1D::fMin
private

Definition at line 206 of file GSLMinimizer1D.h.

◆ fMinimizer

GSL1DMinimizerWrapper* ROOT::Math::GSLMinimizer1D::fMinimizer
private

Definition at line 214 of file GSLMinimizer1D.h.

◆ fStatus

int ROOT::Math::GSLMinimizer1D::fStatus
private

Definition at line 210 of file GSLMinimizer1D.h.

◆ fUp

double ROOT::Math::GSLMinimizer1D::fUp
private

Definition at line 208 of file GSLMinimizer1D.h.

◆ fXlow

double ROOT::Math::GSLMinimizer1D::fXlow
private

Definition at line 204 of file GSLMinimizer1D.h.

◆ fXmin

double ROOT::Math::GSLMinimizer1D::fXmin
private

Definition at line 203 of file GSLMinimizer1D.h.

◆ fXup

double ROOT::Math::GSLMinimizer1D::fXup
private

Definition at line 205 of file GSLMinimizer1D.h.


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