62 if (prevErrorIgnoreLevel < 1001) {
64 return prevErrorIgnoreLevel;
102 std::string algoname(
type);
104 std::transform(algoname.begin(), algoname.end(), algoname.begin(), (
int(*)(
int)) tolower );
107 if (algoname ==
"simplex") algoType =
kSimplex;
108 if (algoname ==
"minimize" ) algoType =
kCombined;
109 if (algoname ==
"scan" ) algoType =
kScan;
110 if (algoname ==
"fumili" ) algoType =
kFumili;
167 if (
this == &rhs)
return *
this;
193 std::string txtmsg =
"Parameter " +
name +
" has zero or invalid step size - consider it as constant ";
201 if ( minuit2Index != ivar) {
202 std::string txtmsg(
"Wrong index used for the variable " +
name);
204 MN_INFO_VAL2(
"Minuit2Minimizer::SetVariable",minuit2Index);
240 double step = ( val != 0) ? 0.1 * std::abs(val) : 0.1;
272 if (
n== 0)
return false;
273 for (
unsigned int ivar = 0; ivar <
n; ++ivar)
366 MN_ERROR_MSG(
"Minuit2Minimizer: Wrong Fit method function for Fumili");
384 MN_ERROR_MSG(
"Minuit2Minimizer: Wrong Fit method function for Fumili");
395 MN_ERROR_MSG2(
"Minuit2Minimizer::Minimize",
"FCN function has not been set");
412 if (printLevel >=1) {
414 int maxfcn_used = maxfcn;
415 if (maxfcn_used == 0) {
417 maxfcn_used = 200 + 100*nvar + 5*nvar*nvar;
419 std::cout <<
"Minuit2Minimizer: Minimize with max-calls " << maxfcn_used
420 <<
" convergence for edm < " << tol <<
" strategy "
421 << strategyLevel << std::endl;
448 minuit2Opt->
GetValue(
"GradientNCycles",nGradCycles);
449 minuit2Opt->
GetValue(
"HessianNCycles",nHessCycles);
450 minuit2Opt->
GetValue(
"HessianGradientNCycles",nHessGradCycles);
452 minuit2Opt->
GetValue(
"GradientTolerance",gradTol);
453 minuit2Opt->
GetValue(
"GradientStepTolerance",gradStepTol);
454 minuit2Opt->
GetValue(
"HessianStepTolerance",hessStepTol);
455 minuit2Opt->
GetValue(
"HessianG2Tolerance",hessG2Tol);
466 int storageLevel = 1;
467 bool ret = minuit2Opt->
GetValue(
"StorageLevel",storageLevel);
470 if (printLevel > 0) {
471 std::cout <<
"Minuit2Minimizer::Minuit - Changing default options" << std::endl;
482 if (printLevel == 10 &&
gROOT) {
483 TObject * obj =
gROOT->FindObject(
"Minuit2TraceObject");
490 if (printLevel == 20 || printLevel == 30 || printLevel == 40 || (printLevel >= 20000 && printLevel < 30000) ) {
491 int parNumber = printLevel-20000;
492 if (printLevel == 20) parNumber = -1;
493 if (printLevel == 30) parNumber = -2;
494 if (printLevel == 40) parNumber = 0;
498 if (printLevel == 100 || (printLevel >= 10000 && printLevel < 20000)) {
499 int parNumber = printLevel-10000;
534 if (traceObj) {
delete traceObj; }
543 if (debugLevel >= 3) {
545 const std::vector<ROOT::Minuit2::MinimumState>& iterationStates = min.
States();
546 std::cout <<
"Number of iterations " << iterationStates.size() << std::endl;
547 for (
unsigned int i = 0; i < iterationStates.size(); ++i) {
550 std::cout <<
"----------> Iteration " << i << std::endl;
551 int pr = std::cout.precision(12);
552 std::cout <<
" FVAL = " << st.
Fval() <<
" Edm = " << st.
Edm() <<
" Nfcn = " << st.
NFcn() << std::endl;
553 std::cout.precision(pr);
555 std::cout <<
" Error matrix change = " << st.
Error().
Dcovar() << std::endl;
557 std::cout <<
" Parameters : ";
559 for (
int j = 0; j < st.
size() ; ++j) std::cout <<
" p" << j <<
" = " <<
fState.
Int2ext( j, st.
Vec()(j) );
560 std::cout << std::endl;
570 txt =
"Covar is not pos def";
574 txt =
"Covar was made pos def";
578 txt =
"Hesse is not valid";
582 txt =
"Edm is above max";
586 txt =
"Reached call limit";
591 bool validMinimum = min.
IsValid();
600 txt =
"unknown failure";
603 std::string msg =
"Minimization did NOT converge, " + txt;
617 std::cout <<
"Minuit2Minimizer : Valid minimum - status = " <<
fStatus << std::endl;
618 int pr = std::cout.precision(18);
619 std::cout <<
"FVAL = " <<
fState.
Fval() << std::endl;
620 std::cout <<
"Edm = " <<
fState.
Edm() << std::endl;
621 std::cout.precision(pr);
622 std::cout <<
"Nfcn = " <<
fState.
NFcn() << std::endl;
625 std::cout << par.
Name() <<
"\t = " << par.
Value() <<
"\t ";
626 if (par.
IsFixed() ) std::cout <<
"(fixed)" << std::endl;
627 else if (par.
IsConst() ) std::cout <<
"(const)" << std::endl;
629 std::cout <<
"+/- " << par.
Error() <<
"\t(limited)"<< std::endl;
631 std::cout <<
"+/- " << par.
Error() << std::endl;
635 std::cout <<
"Minuit2Minimizer : Invalid Minimum - status = " <<
fStatus << std::endl;
636 std::cout <<
"FVAL = " <<
fState.
Fval() << std::endl;
637 std::cout <<
"Edm = " <<
fState.
Edm() << std::endl;
638 std::cout <<
"Nfcn = " <<
fState.
NFcn() << std::endl;
645 if (paramsObj.size() == 0)
return 0;
646 assert(
fDim == paramsObj.size());
650 for (
unsigned int i = 0; i <
fDim; ++i) {
651 fValues[i] = paramsObj[i].Value();
661 if (paramsObj.size() == 0)
return 0;
662 assert(
fDim == paramsObj.size());
666 for (
unsigned int i = 0; i <
fDim; ++i) {
680 if ( i >=
fDim || j >=
fDim)
return 0;
692 for (
unsigned int i = 0; i <
fDim; ++i) {
694 for (
unsigned int j = 0; j <
fDim; ++j) { cov[i*
fDim + j] = 0; }
699 for (
unsigned int j = 0; j <
fDim; ++j) {
720 for (
unsigned int i = 0; i <
fDim; ++i) {
722 for (
unsigned int j = 0; j <
fDim; ++j) { hess[i*
fDim + j] = 0; }
726 for (
unsigned int j = 0; j <
fDim; ++j) {
747 if ( i >=
fDim || j >=
fDim)
return 0;
755 if (tmp > 0 )
return cij/tmp;
764 if ( i >=
fDim )
return 0;
778 errLow = 0; errUp = 0;
779 bool runLower = runopt != 2;
780 bool runUpper = runopt != 1;
799 MN_ERROR_MSG(
"Minuit2Minimizer::GetMinosErrors: failed - no function minimum existing");
804 MN_ERROR_MSG(
"Minuit2Minimizer::MINOS failed due to invalid function minimum");
833 tol = std::max(tol, 0.01);
837 int maxfcn_used = maxfcn;
838 if (maxfcn_used == 0) {
840 maxfcn_used = 2*(nvar+1)*(200 + 100*nvar + 5*nvar*nvar);
842 std::cout <<
"Minuit2Minimizer::GetMinosError for parameter " << i <<
" " << par_name
843 <<
" using max-calls " << maxfcn_used <<
", tolerance " << tol << std::endl;
847 if (runLower) low = minos.
Loval(i,maxfcn,tol);
848 if (runUpper) up = minos.
Upval(i,maxfcn,tol);
861 if (debugLevel >= 1) {
864 std::cout <<
"Minos: Invalid lower error for parameter " << par_name << std::endl;
866 std::cout <<
"Minos: Parameter : " << par_name <<
" is at Lower limit."<<std::endl;
868 std::cout <<
"Minos: Maximum number of function calls exceeded when running for lower error" <<std::endl;
870 std::cout <<
"Minos: New Minimum found while running Minos for lower error" <<std::endl;
872 if (debugLevel > 1) std::cout <<
"Minos: Lower error for parameter " << par_name <<
" : " << me.
Lower() << std::endl;
877 std::cout <<
"Minos: Invalid upper error for parameter " << par_name << std::endl;
879 std::cout <<
"Minos: Parameter " << par_name <<
" is at Upper limit."<<std::endl;
881 std::cout <<
"Minos: Maximum number of function calls exceeded when running for upper error" <<std::endl;
883 std::cout <<
"Minos: New Minimum found while running Minos for upper error" <<std::endl;
885 if (debugLevel > 1) std::cout <<
"Minos: Upper error for parameter " << par_name <<
" : " << me.
Upper() << std::endl;
890 bool lowerInvalid = (runLower && !me.
LowerValid() );
891 bool upperInvalid = (runUpper && !me.
UpperValid() );
893 if (lowerInvalid || upperInvalid ) {
927 MN_ERROR_MSG2(
"Minuit2Minimizer::Scan",
" Function must be set before using Scan");
932 MN_ERROR_MSG2(
"Minuit2Minimizer::Scan",
" Invalid number. Minimizer variables must be set before using Scan");
946 double amin = scan.
Fval();
949 std::vector<std::pair<double, double> > result = scan(ipar, nstep-1,
xmin,
xmax);
953 if (result.size() != nstep) {
954 MN_ERROR_MSG2(
"Minuit2Minimizer::Scan",
" Invalid result from MnParameterScan");
958 std::sort(result.begin(), result.end() );
961 for (
unsigned int i = 0; i < nstep; ++i ) {
962 x[i] = result[i].first;
963 y[i] = result[i].second;
968 if (scan.
Fval() < amin ) {
969 MN_INFO_MSG2(
"Minuit2Minimizer::Scan",
"A new minimum has been found");
982 MN_ERROR_MSG2(
"Minuit2Minimizer::Contour",
" no function minimum existing. Must minimize function before");
987 MN_ERROR_MSG2(
"Minuit2Minimizer::Contour",
"Invalid function minimum");
1016 std::vector<std::pair<double,double> > result = contour(ipar,jpar, npoints);
1017 if (result.size() != npoints) {
1018 MN_ERROR_MSG2(
"Minuit2Minimizer::Contour",
" Invalid result from MnContours");
1021 for (
unsigned int i = 0; i < npoints; ++i ) {
1022 x[i] = result[i].first;
1023 y[i] = result[i].second;
1042 MN_ERROR_MSG2(
"Minuit2Minimizer::Hesse",
"FCN function has not been set");
1083 std::cout <<
"Minuit2Minimizer::Hesse - State returned from Hesse " << std::endl;
1084 std::cout <<
fState << std::endl;
1088 std::string covStatusType =
"not valid";
1089 if (covStatus == 1) covStatusType =
"approximate";
1090 if (covStatus == 2) covStatusType =
"full but made positive defined";
1091 if (covStatus == 3) covStatusType =
"accurate";
1104 std::string msg =
"Hesse failed - matrix is " + covStatusType;
1112 std::string msg =
"Hesse is valid - matrix is " + covStatusType;
#define MN_INFO_VAL2(loc, x)
#define MN_INFO_MSG2(loc, str)
#define MN_ERROR_MSG2(loc, str)
#define MN_ERROR_MSG(str)
R__EXTERN Int_t gErrorIgnoreLevel
Class, describing value, limits and step size of the parameters Provides functionality also to set/re...
void Set(const std::string &name, double value, double step)
set value and name (unlimited parameter)
void SetLimits(double low, double up)
set a double side limit, if low == up the parameter is fixed if low > up the limits are removed The c...
void SetUpperLimit(double up)
set a single upper limit
void Fix()
fix the parameter
void SetLowerLimit(double low)
set a single lower limit
FitMethodFunction class Interface for objective functions (like chi2 and likelihood used in the fit) ...
Documentation for the abstract class IBaseFunctionMultiDim.
virtual unsigned int NDim() const =0
Retrieve the dimension of the function.
Interface (abstract class) for multi-dimensional functions providing a gradient calculation.
virtual unsigned int NDim() const=0
Retrieve the dimension of the function.
Generic interface for defining configuration options of a numerical algorithm.
virtual void Print(std::ostream &=std::cout) const
print options
bool GetValue(const char *name, T &t) const
static ROOT::Math::IOptions * FindDefault(const char *name)
double Tolerance() const
absolute tolerance
unsigned int MaxFunctionCalls() const
max number of function calls
double Precision() const
precision of minimizer in the evaluation of the objective function ( a value <=0 corresponds to the l...
int Strategy() const
strategy
double ErrorDef() const
return the statistical scale used for calculate the error is typically 1 for Chi2 and 0....
bool IsValidError() const
return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit)
int PrintLevel() const
minimizer configuration parameters
Combined minimizer: combination of Migrad and Simplex.
template wrapped class for adapting to FCNBase signature
virtual void SetErrorDef(double)
add interface to set dynamically a new error definition Re-implement this function if needed.
template wrapped class for adapting to FCNBase signature a IGradFunction
Extension of the FCNBase for providing the analytical Gradient of the function.
template wrapped class for adapting to FumiliFCNBase signature
Instantiates the seed generator and Minimum builder for the Fumili minimization method.
class holding the full result of the minimization; both internal and external (MnUserParameterState) ...
const std::vector< ROOT::Minuit2::MinimumState > & States() const
const MinimumError & Error() const
bool HasAccurateCovar() const
bool HasReachedCallLimit() const
const MnUserParameterState & UserState() const
const MinimumState & State() const
bool HasMadePosDefCovar() const
bool IsAboveMaxEdm() const
bool HasValidCovariance() const
bool HasPosDefCovar() const
bool HasCovariance() const
void SetErrorDef(double up)
virtual void SetStorageLevel(int level)
virtual void SetPrintLevel(int level)
virtual void SetTraceObject(MnTraceObject &obj)
bool InvertFailed() const
MinimumState keeps the information (position, Gradient, 2nd deriv, etc) after one minimization step (...
bool HasParameters() const
const MinimumError & Error() const
const MnAlgebraicVector & Vec() const
bool HasCovariance() const
Class holding the result of Minos (lower and upper values) for a specific parameter.
bool AtUpperLimit() const
bool AtLowerMaxFcn() const
bool AtUpperMaxFcn() const
bool AtLowerLimit() const
Minuit2Minimizer class implementing the ROOT::Math::Minimizer interface for Minuit2 minimization algo...
bool ExamineMinimum(const ROOT::Minuit2::FunctionMinimum &min)
examine the minimum result
Minuit2Minimizer(ROOT::Minuit2::EMinimizerType type=ROOT::Minuit2::kMigrad)
Default constructor.
void SetStorageLevel(int level)
set storage level = 1 : store all iteration states (default) = 0 : store only first and last state to...
Minuit2Minimizer & operator=(const Minuit2Minimizer &rhs)
Assignment operator.
std::vector< double > fValues
virtual bool SetVariableUpperLimit(unsigned int ivar, double upper)
set the upper-limit of an already existing variable
virtual double GlobalCC(unsigned int i) const
get global correlation coefficient for the variable i.
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
virtual bool SetVariable(unsigned int ivar, const std::string &name, double val, double step)
set free variable
virtual bool SetFixedVariable(unsigned int, const std::string &, double)
set fixed variable (override if minimizer supports them )
virtual void SetFunction(const ROOT::Math::IMultiGenFunction &func)
set the function to minimize
virtual const ROOT::Minuit2::FCNBase * GetFCN() const
virtual bool SetLowerLimitedVariable(unsigned int ivar, const std::string &name, double val, double step, double lower)
set lower limit variable (override if minimizer supports them )
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 )
virtual bool SetVariableLimits(unsigned int ivar, double lower, double upper)
set the limits of an already existing variable
virtual bool SetVariableValues(const double *val)
set the values of all existing variables (array must be dimensioned to the size of the existing param...
virtual int CovMatrixStatus() const
return the status of the covariance matrix status = -1 : not available (inversion failed or Hesse fai...
virtual void Clear()
reset for consecutive minimizations - implement if needed
virtual double CovMatrix(unsigned int i, unsigned int j) const
return covariance matrix elements if the variable is fixed or const the value is zero The ordering of...
virtual ~Minuit2Minimizer()
Destructor (no operations)
virtual bool ReleaseVariable(unsigned int ivar)
release an existing variable
std::vector< double > fErrors
ROOT::Minuit2::ModularFunctionMinimizer * fMinimizer
virtual bool Scan(unsigned int i, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0)
scan a parameter i around the minimum.
virtual std::string VariableName(unsigned int ivar) const
get name of variables (override if minimizer support storing of variable names)
virtual bool GetCovMatrix(double *cov) const
Fill the passed array with the covariance matrix elements if the variable is fixed or const the value...
virtual bool SetUpperLimitedVariable(unsigned int ivar, const std::string &name, double val, double step, double upper)
set upper limit variable (override if minimizer supports them )
virtual bool Minimize()
method to perform the minimization.
void SetTraceObject(MnTraceObject &obj)
set an object to trace operation for each iteration The object muust implement operator() (unsigned i...
virtual bool SetVariableLowerLimit(unsigned int ivar, double lower)
set the lower-limit of an already existing variable
virtual const ROOT::Minuit2::ModularFunctionMinimizer * GetMinimizer() const
virtual const double * X() const
return pointer to X values at the minimum
void SetMinimizerType(ROOT::Minuit2::EMinimizerType type)
virtual void PrintResults()
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;
virtual bool GetHessianMatrix(double *h) const
Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second...
ROOT::Minuit2::MnUserParameterState fState
virtual bool GetMinosError(unsigned int i, double &errLow, double &errUp, int=0)
get the minos error for parameter i, return false if Minos failed A minimizaiton must be performed be...
virtual bool IsFixedVariable(unsigned int ivar) const
query if an existing variable is fixed (i.e.
virtual void SetMinimizer(ROOT::Minuit2::ModularFunctionMinimizer *m)
virtual const double * Errors() const
return errors at the minimum
virtual bool GetVariableSettings(unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const
get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
ROOT::Minuit2::FunctionMinimum * fMinimum
virtual bool SetVariableValue(unsigned int ivar, double val)
set variable
ROOT::Minuit2::FCNBase * fMinuitFCN
virtual bool Contour(unsigned int i, unsigned int j, unsigned int &npoints, double *xi, double *xj)
find the contour points (xi,xj) of the function for parameter i and j around the minimum The contour ...
virtual double Correlation(unsigned int i, unsigned int j) const
return correlation coefficient between variable i and j.
virtual bool SetVariableStepSize(unsigned int ivar, double step)
set the step size of an already existing variable
virtual bool FixVariable(unsigned int ivar)
fix an existing variable
virtual bool Hesse()
perform a full calculation of the Hessian matrix for error calculation If a valid minimum exists the ...
class for the individual Minuit Parameter with Name and number; contains the input numbers for the mi...
double LowerLimit() const
double UpperLimit() const
const char * Name() const
bool HasLowerLimit() const
bool HasUpperLimit() const
API class for Contours Error analysis (2-dim errors); minimization has to be done before and Minimum ...
const std::vector< double > & GlobalCC() const
API class for calculating the numerical covariance matrix (== 2x Inverse Hessian == 2x Inverse 2nd de...
API class for Minos Error analysis (asymmetric errors); minimization has to be done before and Minimu...
MnCross Loval(unsigned int, unsigned int maxcalls=0, double toler=0.1) const
MnCross Upval(unsigned int, unsigned int maxcalls=0, double toler=0.1) const
Scans the values of FCN as a function of one Parameter and retains the best function and Parameter va...
const MnUserParameters & Parameters() const
static int SetLevel(int level)
API class for defining three levels of strategies: low (0), medium (1), high (>=2); acts on: Migrad (...
double HessianG2Tolerance() const
unsigned int HessianGradientNCycles() const
double GradientStepTolerance() const
void SetHessianNCycles(unsigned int n)
void SetHessianStepTolerance(double stp)
double GradientTolerance() const
void SetGradientTolerance(double toler)
double HessianStepTolerance() const
unsigned int HessianNCycles() const
unsigned int GradientNCycles() const
void SetGradientNCycles(unsigned int n)
void SetGradientStepTolerance(double stp)
void SetHessianGradientNCycles(unsigned int n)
void SetHessianG2Tolerance(double toler)
virtual void Init(const MnUserParameterState &state)
class which holds the external user and/or internal Minuit representation of the parameters and error...
void SetLimits(unsigned int, double, double)
const MnUserParameters & Parameters() const
double Value(unsigned int) const
void RemoveLimits(unsigned int)
unsigned int NFcn() const
unsigned int Index(const std::string &) const
const std::string & GetName(unsigned int) const
double Int2ext(unsigned int, double) const
const MnGlobalCorrelationCoeff & GlobalCC() const
void Release(unsigned int)
unsigned int VariableParameters() const
const MinuitParameter & Parameter(unsigned int i) const
void SetValue(unsigned int, double)
void Add(const std::string &name, double val, double err)
const char * Name(unsigned int) const
MnUserCovariance Hessian() const
const std::vector< ROOT::Minuit2::MinuitParameter > & MinuitParameters() const
facade: forward interface of MnUserParameters and MnUserTransformation
void SetPrecision(double eps)
unsigned int IntOfExt(unsigned int) const
const MnUserTransformation & Trafo() const
void SetUpperLimit(unsigned int, double)
const MnUserCovariance & IntCovariance() const
const MnUserCovariance & Covariance() const
int CovarianceStatus() const
void SetError(unsigned int, double)
void SetLowerLimit(unsigned int, double)
bool HasCovariance() const
double Value(unsigned int) const
virtual const MinimumBuilder & Builder() const =0
virtual FunctionMinimum Minimize(const FCNBase &, const std::vector< double > &, const std::vector< double > &, unsigned int stra=1, unsigned int maxfcn=0, double toler=0.1) const
Class implementing the required methods for a minimization using SCAN API is provided in the upper RO...
Class implementing the required methods for a minimization using Simplex.
Instantiates the SeedGenerator and MinimumBuilder for Variable Metric Minimization method.
Mother of all ROOT objects.
Namespace for new Math classes and functions.
void RestoreGlobalPrintLevel(int)
int TurnOffPrintInfoLevel()
Namespace for new ROOT classes and functions.
RooCmdArg Minimizer(const char *type, const char *alg=0)