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ROOT::Minuit2::MnHesse Class Reference

API class for calculating the numerical covariance matrix (== 2x Inverse Hessian == 2x Inverse 2nd derivative); can be used by the user or Minuit itself.

Definition at line 40 of file MnHesse.h.

Public Member Functions

 MnHesse ()
 default constructor with default strategy
 
 MnHesse (const MnStrategy &stra)
 conctructor with specific strategy
 
 MnHesse (unsigned int stra)
 constructor with user-defined strategy level
 
 ~MnHesse ()
 
unsigned int Ncycles () const
 forward interface of MnStrategy
 
MnUserParameterState operator() (const FCNBase &, const MnUserParameters &, const MnUserCovariance &, unsigned int maxcalls=0) const
 FCN + MnUserParameters + MnUserCovariance.
 
MnUserParameterState operator() (const FCNBase &, const MnUserParameters &, unsigned int maxcalls=0) const
 high-level API
 
MnUserParameterState operator() (const FCNBase &, const MnUserParameterState &, unsigned int maxcalls=0) const
 FCN + MnUserParameterState.
 
MnUserParameterState operator() (const FCNBase &, const std::vector< double > &, const MnUserCovariance &, unsigned int maxcalls=0) const
 FCN + parameters + MnUserCovariance.
 
MnUserParameterState operator() (const FCNBase &, const std::vector< double > &, const std::vector< double > &, unsigned int maxcalls=0) const
 low-level API
 
MnUserParameterState operator() (const FCNBase &, const std::vector< double > &, unsigned int nrow, const std::vector< double > &, unsigned int maxcalls=0) const
 FCN + parameters + covariance.
 
void operator() (const FCNBase &, FunctionMinimum &, unsigned int maxcalls=0) const
 API to use MnHesse after minimization when function mimimum is avalilable, otherwise information on the last state will be lost.
 
MinimumState operator() (const MnFcn &, const MinimumState &, const MnUserTransformation &, unsigned int maxcalls=0) const
 internal interface
 
double TolerG2 () const
 
double Tolerstp () const
 

Private Member Functions

MinimumState ComputeAnalytical (const FCNGradientBase &, const MinimumState &, const MnUserTransformation &) const
 internal function to compute the Hessian using an analytical computation or externally provided in the FCNGradientBase class
 
MinimumState ComputeNumerical (const MnFcn &, const MinimumState &, const MnUserTransformation &, unsigned int maxcalls) const
 internal function to compute the Hessian using numerical derivative computation
 

Private Attributes

MnStrategy fStrategy
 

#include <Minuit2/MnHesse.h>

Constructor & Destructor Documentation

◆ MnHesse() [1/3]

ROOT::Minuit2::MnHesse::MnHesse ( )
inline

default constructor with default strategy

Definition at line 44 of file MnHesse.h.

◆ MnHesse() [2/3]

ROOT::Minuit2::MnHesse::MnHesse ( unsigned int  stra)
inline

constructor with user-defined strategy level

Definition at line 47 of file MnHesse.h.

◆ MnHesse() [3/3]

ROOT::Minuit2::MnHesse::MnHesse ( const MnStrategy stra)
inline

conctructor with specific strategy

Definition at line 50 of file MnHesse.h.

◆ ~MnHesse()

ROOT::Minuit2::MnHesse::~MnHesse ( )
inline

Definition at line 52 of file MnHesse.h.

Member Function Documentation

◆ ComputeAnalytical()

MinimumState ROOT::Minuit2::MnHesse::ComputeAnalytical ( const FCNGradientBase fcn,
const MinimumState st,
const MnUserTransformation trafo 
) const
private

internal function to compute the Hessian using an analytical computation or externally provided in the FCNGradientBase class

Definition at line 117 of file MnHesse.cxx.

◆ ComputeNumerical()

MinimumState ROOT::Minuit2::MnHesse::ComputeNumerical ( const MnFcn mfcn,
const MinimumState st,
const MnUserTransformation trafo,
unsigned int  maxcalls 
) const
private

internal function to compute the Hessian using numerical derivative computation

Definition at line 188 of file MnHesse.cxx.

◆ Ncycles()

unsigned int ROOT::Minuit2::MnHesse::Ncycles ( ) const
inline

forward interface of MnStrategy

Definition at line 89 of file MnHesse.h.

◆ operator()() [1/8]

MnUserParameterState ROOT::Minuit2::MnHesse::operator() ( const FCNBase fcn,
const MnUserParameters par,
const MnUserCovariance cov,
unsigned int  maxcalls = 0 
) const

FCN + MnUserParameters + MnUserCovariance.

Definition at line 58 of file MnHesse.cxx.

◆ operator()() [2/8]

MnUserParameterState ROOT::Minuit2::MnHesse::operator() ( const FCNBase fcn,
const MnUserParameters par,
unsigned int  maxcalls = 0 
) const

high-level API

FCN + MnUserParameters

Definition at line 52 of file MnHesse.cxx.

◆ operator()() [3/8]

MnUserParameterState ROOT::Minuit2::MnHesse::operator() ( const FCNBase fcn,
const MnUserParameterState state,
unsigned int  maxcalls = 0 
) const

FCN + MnUserParameterState.

Definition at line 66 of file MnHesse.cxx.

◆ operator()() [4/8]

MnUserParameterState ROOT::Minuit2::MnHesse::operator() ( const FCNBase fcn,
const std::vector< double > &  par,
const MnUserCovariance cov,
unsigned int  maxcalls = 0 
) const

FCN + parameters + MnUserCovariance.

Definition at line 45 of file MnHesse.cxx.

◆ operator()() [5/8]

MnUserParameterState ROOT::Minuit2::MnHesse::operator() ( const FCNBase fcn,
const std::vector< double > &  par,
const std::vector< double > &  err,
unsigned int  maxcalls = 0 
) const

low-level API

FCN + parameters + errors

Definition at line 31 of file MnHesse.cxx.

◆ operator()() [6/8]

MnUserParameterState ROOT::Minuit2::MnHesse::operator() ( const FCNBase fcn,
const std::vector< double > &  par,
unsigned int  nrow,
const std::vector< double > &  cov,
unsigned int  maxcalls = 0 
) const

FCN + parameters + covariance.

Definition at line 38 of file MnHesse.cxx.

◆ operator()() [7/8]

void ROOT::Minuit2::MnHesse::operator() ( const FCNBase fcn,
FunctionMinimum min,
unsigned int  maxcalls = 0 
) const

API to use MnHesse after minimization when function mimimum is avalilable, otherwise information on the last state will be lost.

(It would be needed to re-call the gradient and spend extra useless function calls) The Function Minimum is updated (modified) by adding the Hesse results as last state of minimization

Definition at line 93 of file MnHesse.cxx.

◆ operator()() [8/8]

MinimumState ROOT::Minuit2::MnHesse::operator() ( const MnFcn mfcn,
const MinimumState st,
const MnUserTransformation trafo,
unsigned int  maxcalls = 0 
) const

internal interface

Definition at line 103 of file MnHesse.cxx.

◆ TolerG2()

double ROOT::Minuit2::MnHesse::TolerG2 ( ) const
inline

Definition at line 91 of file MnHesse.h.

◆ Tolerstp()

double ROOT::Minuit2::MnHesse::Tolerstp ( ) const
inline

Definition at line 90 of file MnHesse.h.

Member Data Documentation

◆ fStrategy

MnStrategy ROOT::Minuit2::MnHesse::fStrategy
private

Definition at line 101 of file MnHesse.h.

Libraries for ROOT::Minuit2::MnHesse:

The documentation for this class was generated from the following files: