ROOT   Reference Guide
VariableMetricBuilder.h
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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
10#ifndef ROOT_Minuit2_VariableMetricBuilder
11#define ROOT_Minuit2_VariableMetricBuilder
12
13#include "Minuit2/MnConfig.h"
18
19#include <vector>
20#include <memory>
21
22namespace ROOT {
23
24 namespace Minuit2 {
25
26/**
27 Build (find) function minimum using the Variable Metric method (MIGRAD)
28 Two possible error updators can be choosen
29 - Davidon : this is the standard formula used in Migrad
30 - BFGS this is the new formula based on BFGS algorithm
31 (see Broyden–Fletcher–Goldfarb–Shanno algorithm
32 https://en.wikipedia.org/wiki/Broyden–Fletcher–Goldfarb–Shanno_algorithm )
33 */
35
36public:
37
39
42 {
43 if (type == kBFGS) fErrorUpdator = std::unique_ptr<MinimumErrorUpdator>(new BFGSErrorUpdator());
44 else fErrorUpdator = std::unique_ptr<MinimumErrorUpdator>(new DavidonErrorUpdator());
45 }
46
48
49 virtual FunctionMinimum Minimum(const MnFcn&, const GradientCalculator&, const MinimumSeed&, const MnStrategy&, unsigned int, double) const;
50
51 FunctionMinimum Minimum(const MnFcn&, const GradientCalculator&, const MinimumSeed&, std::vector<MinimumState> &, unsigned int, double) const;
52
55
56 void AddResult(std::vector<MinimumState>& result, const MinimumState & state) const;
57
58private:
59
61 std::shared_ptr<MinimumErrorUpdator> fErrorUpdator;
62};
63
64 } // namespace Minuit2
65
66} // namespace ROOT
67
68#endif // ROOT_Minuit2_VariableMetricBuilder
int type
Definition: TGX11.cxx:120
Update of the covariance matrix for the Variable Metric minimizer (MIGRAD)
Update of the covariance matrix for the Variable Metric minimizer (MIGRAD)
class holding the full result of the minimization; both internal and external (MnUserParameterState) ...
MinimumSeed contains the starting values for the minimization produced by the SeedGenerator.
Definition: MinimumSeed.h:31
MinimumState keeps the information (position, Gradient, 2nd deriv, etc) after one minimization step (...
Definition: MinimumState.h:29
Wrapper class to FCNBase interface used internally by Minuit.
Definition: MnFcn.h:33
API class for defining three levels of strategies: low (0), medium (1), high (>=2); acts on: Migrad (...
Definition: MnStrategy.h:27
Build (find) function minimum using the Variable Metric method (MIGRAD) Two possible error updators c...
void AddResult(std::vector< MinimumState > &result, const MinimumState &state) const
const VariableMetricEDMEstimator & Estimator() const
virtual FunctionMinimum Minimum(const MnFcn &, const GradientCalculator &, const MinimumSeed &, const MnStrategy &, unsigned int, double) const
const MinimumErrorUpdator & ErrorUpdator() const
VariableMetricBuilder(ErrorUpdatorType type=kDavidon)
std::shared_ptr< MinimumErrorUpdator > fErrorUpdator
VSD Structures.
Definition: StringConv.hxx:21