ROOT   Reference Guide
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1// @(#)root/minuit2:$Id$
2// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei 2003-2005
3
4/**********************************************************************
5 * *
6 * Copyright (c) 2005 LCG ROOT Math team, CERN/PH-SFT *
7 * *
8 **********************************************************************/
9
17
18//to compare with N2P calculator
19//#define DEBUG 1
20#ifdef DEBUG
21#include "Minuit2/MnPrint.h"
23#include "Minuit2/MnStrategy.h"
24#include "Minuit2/MnUserFcn.h"
25#endif
26
27namespace ROOT {
28
29 namespace Minuit2 {
30
31
33
34 // Calculate gradient for Fumili using the gradient and Hessian provided by the FCN Fumili function
35 // applying the external to int trasformation.
36
37 int nvar = par.Vec().size();
38 std::vector<double> extParam = fTransformation( par.Vec() );
39 // std::vector<double> deriv;
40 // deriv.reserve( nvar );
41 // for (int i = 0; i < nvar; ++i) {
42 // unsigned int ext = fTransformation.ExtOfInt(i);
43 // if ( fTransformation.Parameter(ext).HasLimits())
44 // deriv.push_back( fTransformation.DInt2Ext( i, par.Vec()(i) ) );
45 // else
46 // deriv.push_back(1.0);
47 // }
48
50 FumiliFCNBase & fcn = const_cast<FumiliFCNBase &>(fFcn);
51
52 fcn.EvaluateAll(extParam);
53
54
55 MnAlgebraicVector v(nvar);
57
58
60 assert( fcn_gradient.size() == extParam.size() );
61
62
63 // for (int i = 0; i < nvar; ++i) {
64 // unsigned int iext = fTransformation.ExtOfInt(i);
65 // double ideriv = 1.0;
66 // if ( fTransformation.Parameter(iext).HasLimits())
67 // ideriv = fTransformation.DInt2Ext( i, par.Vec()(i) ) ;
68
69
70 // // v(i) = fcn_gradient[iext]*deriv;
72
73 // for (int j = i; j < nvar; ++j) {
74 // unsigned int jext = fTransformation.ExtOfInt(j);
75 // double jderiv = 1.0;
76 // if ( fTransformation.Parameter(jext).HasLimits())
77 // jderiv = fTransformation.DInt2Ext( j, par.Vec()(j) ) ;
78
79 // // h(i,j) = deriv[i]*deriv[j]*fFcn.Hessian(iext,jext);
80 // h(i,j) = ideriv*jderiv*fFcn.Hessian(iext,jext);
81 // }
82 // }
83
84
85 // cache deriv and Index values .
86 // in large Parameter limit then need to re-optimize and see if better not caching
87
88 std::vector<double> deriv(nvar);
89 std::vector<unsigned int> extIndex(nvar);
90 for (int i = 0; i < nvar; ++i) {
91 extIndex[i] = fTransformation.ExtOfInt(i);
92 deriv[i] = 1;
93 if ( fTransformation.Parameter(extIndex[i]).HasLimits())
94 deriv[i] = fTransformation.DInt2Ext( i, par.Vec()(i) ) ;
95
97
98 for (int j = 0; j <= i; ++j) {
99 h(i,j) = deriv[i]*deriv[j]*fFcn.Hessian(extIndex[i],extIndex[j]);
100 }
101 }
102
103#ifdef DEBUG
104 // compare with other Gradient
105 // // calculate Gradient using Minuit method
106
109
110 std::cout << "Fumili Gradient " << v << std::endl;
111 std::cout << "Minuit Gradient " << g2.Vec() << std::endl;
112#endif
113
114 // store calculated Hessian
115 fHessian = h;
117}
118
121
122{
123 // Needed for interface of base class.
124 return this->operator()(par);
125
126}
127
128 } // namespace Minuit2
129
130} // namespace ROOT
#define h(i)
Definition: RSha256.hxx:106
Extension of the FCNBase for the Fumili method.
Definition: FumiliFCNBase.h:47
virtual void EvaluateAll(const std::vector< double > &par)=0
Evaluate function Value, Gradient and Hessian using Fumili approximation, for values of parameters p ...
virtual const std::vector< double > & Gradient() const
Return cached Value of function Gradient estimated previously using the FumiliFCNBase::EvaluateAll me...
virtual double Hessian(unsigned int row, unsigned int col) const
Return Value of the i-th j-th element of the Hessian matrix estimated previously using the FumiliFCNB...
const MnAlgebraicVector & Vec() const
Class describing a symmetric matrix of size n.
Definition: LASymMatrix.h:51
unsigned int size() const
Definition: LAVector.h:198
const MnAlgebraicVector & Vec() const
API class for defining three levels of strategies: low (0), medium (1), high (>=2); acts on: Migrad (...
Definition: MnStrategy.h:27
Wrapper used by Minuit of FCN interface containing a reference to the transformation object.
Definition: MnUserFcn.h:26
unsigned int ExtOfInt(unsigned int internal) const
double DInt2Ext(unsigned int, double) const
const MinuitParameter & Parameter(unsigned int) const
class performing the numerical gradient calculation
VSD Structures.
Definition: StringConv.hxx:21