RooMinimizerFcn.h

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/*****************************************************************************
 * Project: RooFit                                                           *
 * Package: RooFitCore                                                       * 
 * @(#)root/roofitcore:$Id$
 * Authors:                                                                  *
 *   AL, Alfio Lazzaro,   INFN Milan,        alfio.lazzaro@mi.infn.it        *
 *                                                                           *
 *                                                                           *
 * Redistribution and use in source and binary forms,                        *
 * with or without modification, are permitted according to the terms        *
 * listed in LICENSE (http://roofit.sourceforge.net/license.txt)             *
 *****************************************************************************/
 
#ifndef __ROOFIT_NOROOMINIMIZER
 
#ifndef ROO_MINIMIZER_FCN
#define ROO_MINIMIZER_FCN
 
#include "Math/IFunction.h"
#include "Fit/ParameterSettings.h"
#include "Fit/FitResult.h"
 
#include "RooAbsReal.h"
#include "RooArgList.h"
 
#include <fstream>
#include <vector>
 
class RooMinimizer;
template<typename T> class TMatrixTSym;
using TMatrixDSym = TMatrixTSym<double>;
 
class RooMinimizerFcn : public ROOT::Math::IBaseFunctionMultiDim {
 
 public:
 
  RooMinimizerFcn(RooAbsReal *funct, RooMinimizer *context, 
          bool verbose = false);
  RooMinimizerFcn(const RooMinimizerFcn& other);
  virtual ~RooMinimizerFcn();
 
  virtual ROOT::Math::IBaseFunctionMultiDim* Clone() const;
  virtual unsigned int NDim() const { return _nDim; }
 
  RooArgList* GetFloatParamList() { return _floatParamList; }
  RooArgList* GetConstParamList() { return _constParamList; }
  RooArgList* GetInitFloatParamList() { return _initFloatParamList; }
  RooArgList* GetInitConstParamList() { return _initConstParamList; }
 
  void SetEvalErrorWall(Bool_t flag) { _doEvalErrorWall = flag ; }
  /// Try to recover from invalid function values. When invalid function values are encountered,
  /// a penalty term is returned to the minimiser to make it back off. This sets the strength of this penalty.
  /// \note A strength of zero is equivalent to a constant penalty (= the gradient vanishes, ROOT < 6.24).
  /// Positive values lead to a gradient pointing away from the undefined regions. Use ~10 to force the minimiser
  /// away from invalid function values.
  void SetRecoverFromNaNStrength(double strength) { _recoverFromNaNStrength = strength; }
  void SetPrintEvalErrors(Int_t numEvalErrors) { _printEvalErrors = numEvalErrors ; }
  Bool_t SetLogFile(const char* inLogfile);
  std::ofstream* GetLogFile() { return _logfile; }
  void SetVerbose(Bool_t flag=kTRUE) { _verbose = flag ; }
 
  Double_t& GetMaxFCN() { return _maxFCN; }
  Int_t GetNumInvalidNLL() const { return _numBadNLL; }
 
  Bool_t Synchronize(std::vector<ROOT::Fit::ParameterSettings>& parameters, 
           Bool_t optConst, Bool_t verbose);
  void BackProp(const ROOT::Fit::FitResult &results);  
  void ApplyCovarianceMatrix(TMatrixDSym& V); 
 
  Int_t evalCounter() const { return _evalCounter ; }
  void zeroEvalCount() { _evalCounter = 0 ; }
  /// Return a possible offset that's applied to the function to separate invalid function values from valid ones.
  double getOffset() const { return _funcOffset; }
 
 private:
  void SetPdfParamErr(Int_t index, Double_t value);
  void ClearPdfParamAsymErr(Int_t index);
  void SetPdfParamErr(Int_t index, Double_t loVal, Double_t hiVal);
 
  Bool_t SetPdfParamVal(int index, double value) const;
  void printEvalErrors() const;
 
  virtual double DoEval(const double * x) const;  
 
 
  RooAbsReal *_funct;
  const RooMinimizer *_context;
 
  mutable double _maxFCN;
  mutable double _funcOffset{0.};
  double _recoverFromNaNStrength{10.};
  mutable int _numBadNLL;
  mutable int _printEvalErrors;
  mutable int _evalCounter{0};
  int _nDim;
 
  RooArgList* _floatParamList;
  RooArgList* _constParamList;
  RooArgList* _initFloatParamList;
  RooArgList* _initConstParamList;
 
  std::ofstream *_logfile;
  bool _doEvalErrorWall{true};
  bool _verbose;
 
};
 
#endif
#endif