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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
24namespace 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:
38
40 {
41 if (type == kBFGS)
42 fErrorUpdator = std::unique_ptr<MinimumErrorUpdator>(new BFGSErrorUpdator());
43 else
44 fErrorUpdator = std::unique_ptr<MinimumErrorUpdator>(new DavidonErrorUpdator());
45 }
46
48
49 virtual FunctionMinimum Minimum(const MnFcn &, const GradientCalculator &, const MinimumSeed &, const MnStrategy &,
50 unsigned int, double) const;
51
52 FunctionMinimum Minimum(const MnFcn &, const GradientCalculator &, const MinimumSeed &, std::vector<MinimumState> &,
53 unsigned int, double) const;
54
57
58 void AddResult(std::vector<MinimumState> &result, const MinimumState &state) const;
59
60private:
62 std::shared_ptr<MinimumErrorUpdator> fErrorUpdator;
63};
64
65} // namespace Minuit2
66
67} // namespace ROOT
68
69#endif // ROOT_Minuit2_VariableMetricBuilder
int type
Definition TGX11.cxx:121
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) ...
interface class for gradient calculators
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 (...
Wrapper class to FCNBase interface used internally by Minuit.
Definition MnFcn.h:30
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
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...