ROOT   Reference Guide
FumiliStandardChi2FCN.cxx
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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
12
13#include <vector>
14#include <cmath>
15
16namespace ROOT {
17
18 namespace Minuit2 {
19
20
21//#include <iostream>
22
23std::vector<double> FumiliStandardChi2FCN::Elements(const std::vector<double>& par) const {
24 // Calculate the f(i) contribution to the Chi2. Chi2 = Sum[f(i)**2]
25
26 std::vector<double> result;
27 double tmp1 = 0.0;
28 unsigned int fPositionsSize = fPositions.size();
29
30
31 for(unsigned int i=0; i < fPositionsSize; i++) {
32
33 const std::vector<double> & currentPosition = fPositions[i];
34
35 // The commented line is the object-oriented way to do it
36 // but it is faster to do a single function call...
37 //(*(this->getModelFunction())).SetParameters(par);
38 tmp1 = (*(this->ModelFunction()))(par, currentPosition)- fMeasurements[i];
39
40 result.push_back(tmp1*fInvErrors[i] );
41
42 //std::cout << "element " << i << " " << (*(this->getModelFunction()))(par, currentPosition) << " " << fMeasurements[i] << " " << result[i] << std::endl;
43 }
44
45
46
47 return result;
48
49}
50
51
52
53const std::vector<double> & FumiliStandardChi2FCN::GetMeasurement(int index) const {
54 // Return the coordinate (position) values.
55 return fPositions[index];
56
57}
58
59
61 // Return size
62 return fPositions.size();
63
64}
65
66
67
68void FumiliStandardChi2FCN::EvaluateAll( const std::vector<double> & par) {
69 // Evaluate chi2 value, gradient and hessian all in a single
70 // loop on the measurements
71
72 int nmeas = GetNumberOfMeasurements();
74 std::vector<double> & h = Hessian();
75 int npar = par.size();
76 double chi2 = 0;
78 h.resize( static_cast<unsigned int>(0.5 * npar* (npar + 1) ) );
79 // reset Elements
81 h.assign(static_cast<unsigned int>(0.5 * npar* (npar + 1) ) , 0.0);
82
83
84 const ParametricFunction & modelFunc = *ModelFunction();
85
86 for (int i = 0; i < nmeas; ++i) {
87
88 // work for multi-dimensional points
89 const std::vector<double> & currentPosition = fPositions[i];
90 modelFunc.SetParameters( currentPosition );
91 double invError = fInvErrors[i];
92 double fval = modelFunc(par);
93
94 double element = ( fval - fMeasurements[i] )*invError;
95 chi2 += element*element;
96
97 // calc derivatives
98
99 // this method should return a reference
101
102 // grad is derivative of chi2 w.r.t to parameters
103 for (int j = 0; j < npar ; ++j) {
104 double dfj = invError * mfg[j];
105 grad[j] += 2.0 * element * dfj;
106
107 // in second derivative use Fumili approximation neglecting the term containing the
108 // second derivatives of the model function
109 for (int k = j; k < npar; ++ k) {
110 int idx = j + k*(k+1)/2;
111 h[idx] += 2.0 * dfj * invError * mfg[k];
112 }
113
114 } // end param loop
115
116 } // end points loop
117
118 // set Value in base class
119 SetFCNValue( chi2);
120
121}
122
123 } // namespace Minuit2
124
125} // namespace ROOT
#define h(i)
Definition: RSha256.hxx:106
const ParametricFunction * ModelFunction() const
Returns the model function used for the data.
Definition: FumiliChi2FCN.h:81
std::vector< double > & Hessian()
virtual const std::vector< double > & Gradient() const
Return cached Value of function Gradient estimated previously using the FumiliFCNBase::EvaluateAll me...
void SetFCNValue(double value)
virtual int GetNumberOfMeasurements() const
Accessor to the number of measurements used for calculating the chi-square.
virtual void EvaluateAll(const std::vector< double > &par)
Evaluate function Value, Gradient and Hessian using Fumili approximation, for values of parameters p ...
std::vector< std::vector< double > > fPositions
std::vector< double > Elements(const std::vector< double > &par) const
Evaluates the model function for the different measurement points and the Parameter values supplied,...
virtual const std::vector< double > & GetMeasurement(int Index) const
Accessor to the position of the measurement (x coordinate).
Function which has parameters.
virtual void SetParameters(const std::vector< double > &params) const
Sets the parameters of the ParametricFunction.
virtual std::vector< double > GetGradient(const std::vector< double > &x) const
Member function returning the Gradient of the function with respect to its variables (but without inc...
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...
Definition: StringConv.hxx:21