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TLinearMinimizer Class Reference

TLinearMinimizer class: minimizer implementation based on TMinuit.

Definition at line 31 of file TLinearMinimizer.h.

Public Member Functions

 TLinearMinimizer (const char *type)
 Constructor from a char * (used by PM)
 
 TLinearMinimizer (int type=0)
 Default constructor.
 
 ~TLinearMinimizer () override
 Destructor (no operations)
 
double CovMatrix (unsigned int i, unsigned int j) const override
 return covariance matrices elements if the variable is fixed the matrix is zero The ordering of the variables is the same as in errors
 
int CovMatrixStatus () const override
 return covariance matrix status
 
double Edm () const override
 return expected distance reached from the minimum
 
const doubleErrors () const override
 return errors at the minimum
 
virtual TClassIsA () const
 
const doubleMinGradient () const override
 return pointer to gradient values at the minimum
 
bool Minimize () override
 method to perform the minimization
 
double MinValue () const override
 return minimum function value
 
unsigned int NCalls () const override
 number of function calls to reach the minimum
 
unsigned int NDim () const override
 this is <= Function().NDim() which is the total number of variables (free+ constrained ones)
 
unsigned int NFree () const override
 number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total
 
bool ProvidesError () const override
 minimizer provides error and error matrix
 
bool SetFixedVariable (unsigned int, const std::string &, double) override
 set fixed variable (override if minimizer supports them )
 
void SetFunction (const ROOT::Math::IMultiGenFunction &func) override
 set the fit model function
 
void SetFunction (const ROOT::Math::IMultiGradFunction &func) override
 set the function to minimize
 
bool SetVariable (unsigned int, const std::string &, double, double) override
 set free variable (dummy impl. since there is no need to set variables in the Linear Fitter)
 
virtual void Streamer (TBuffer &)
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
const doubleX () const override
 return pointer to X values at the minimum
 
- Public Member Functions inherited from ROOT::Math::Minimizer
 Minimizer ()
 Default constructor.
 
virtual ~Minimizer ()
 Destructor (no operations)
 
virtual void Clear ()
 reset for consecutive minimization - implement if needed
 
virtual bool Contour (unsigned int ivar, unsigned int jvar, unsigned int &npoints, double *xi, double *xj)
 find the contour points (xi, xj) of the function for parameter ivar and jvar around the minimum The contour will be find for value of the function = Min + ErrorUp();
 
virtual double Correlation (unsigned int i, unsigned int j) const
 return correlation coefficient between variable i and j.
 
double ErrorDef () const
 return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization
 
virtual bool FixVariable (unsigned int ivar)
 fix an existing variable
 
virtual bool GetCovMatrix (double *covMat) const
 Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero.
 
virtual bool GetHessianMatrix (double *hMat) const
 Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second derivatives and is the inverse of the covariance matrix If the variable is fixed or const the values for that variables are zero.
 
virtual bool GetMinosError (unsigned int ivar, double &errLow, double &errUp, int option=0)
 minos error for variable i, return false if Minos failed or not supported and the lower and upper errors are returned in errLow and errUp An extra flag specifies if only the lower (option=-1) or the upper (option=+1) error calculation is run
 
virtual bool GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &pars) const
 get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
 
virtual double GlobalCC (unsigned int ivar) const
 return global correlation coefficient for variable i This is a number between zero and one which gives the correlation between the i-th parameter and that linear combination of all other parameters which is most strongly correlated with i.
 
virtual bool Hesse ()
 perform a full calculation of the Hessian matrix for error calculation
 
virtual bool IsFixedVariable (unsigned int ivar) const
 query if an existing variable is fixed (i.e.
 
bool IsValidError () const
 return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit)
 
unsigned int MaxFunctionCalls () const
 max number of function calls
 
unsigned int MaxIterations () const
 max iterations
 
virtual int MinosStatus () const
 status code of Minos (to be re-implemented by the minimizers supporting Minos)
 
virtual unsigned int NIterations () const
 number of iterations to reach the minimum
 
virtual MinimizerOptions Options () const
 retrieve the minimizer options (implement derived class if needed)
 
double Precision () const
 precision of minimizer in the evaluation of the objective function ( a value <=0 corresponds to the let the minimizer choose its default one)
 
int PrintLevel () const
 minimizer configuration parameters
 
virtual void PrintResults ()
 return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0;
 
virtual bool ReleaseVariable (unsigned int ivar)
 release an existing variable
 
virtual bool Scan (unsigned int ivar, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0)
 scan function minimum for variable i.
 
void SetDefaultOptions ()
 reset the default options (defined in MinimizerOptions)
 
void SetErrorDef (double up)
 set scale for calculating the errors
 
void SetExtraOptions (const IOptions &extraOptions)
 set only the extra options
 
virtual void SetHessianFunction (std::function< bool(const std::vector< double > &, double *)>)
 set the function implementing Hessian computation (re-implemented by Minimizer using it)
 
virtual bool SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower, double upper)
 set a new upper/lower limited variable (override if minimizer supports them ) otherwise as default set an unlimited variable
 
virtual bool SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower)
 set a new lower limit variable (override if minimizer supports them )
 
void SetMaxFunctionCalls (unsigned int maxfcn)
 set maximum of function calls
 
void SetMaxIterations (unsigned int maxiter)
 set maximum iterations (one iteration can have many function calls)
 
void SetOptions (const MinimizerOptions &opt)
 set all options in one go
 
void SetPrecision (double prec)
 set in the minimizer the objective function evaluation precision ( a value <=0 means the minimizer will choose its optimal value automatically, i.e.
 
void SetPrintLevel (int level)
 set print level
 
void SetStrategy (int strategyLevel)
 set the strategy
 
void SetTolerance (double tol)
 set the tolerance
 
virtual bool SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper)
 set a new upper limit variable (override if minimizer supports them )
 
void SetValidError (bool on)
 flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit)
 
virtual bool SetVariableInitialRange (unsigned int, double, double)
 set the initial range of an existing variable
 
virtual bool SetVariableLimits (unsigned int ivar, double lower, double upper)
 set the limits of an already existing variable
 
virtual bool SetVariableLowerLimit (unsigned int ivar, double lower)
 set the lower-limit of an already existing variable
 
template<class VariableIterator >
int SetVariables (const VariableIterator &begin, const VariableIterator &end)
 add variables . Return number of variables successfully added
 
virtual bool SetVariableStepSize (unsigned int ivar, double value)
 set the step size of an already existing variable
 
virtual bool SetVariableUpperLimit (unsigned int ivar, double upper)
 set the upper-limit of an already existing variable
 
virtual bool SetVariableValue (unsigned int ivar, double value)
 set the value of an already existing variable
 
virtual bool SetVariableValues (const double *x)
 set the values of all existing variables (array must be dimensioned to the size of the existing parameters)
 
int Status () const
 status code of minimizer
 
int Strategy () const
 strategy
 
double Tolerance () const
 absolute tolerance
 
virtual int VariableIndex (const std::string &name) const
 get index of variable given a variable given a name return -1 if variable is not found
 
virtual std::string VariableName (unsigned int ivar) const
 get name of variables (override if minimizer support storing of variable names) return an empty string if variable is not found
 

Static Public Member Functions

static TClassClass ()
 
static const char * Class_Name ()
 
static constexpr Version_t Class_Version ()
 
static const char * DeclFileName ()
 

Private Member Functions

 TLinearMinimizer (const TLinearMinimizer &)
 Copy constructor.
 
TLinearMinimizeroperator= (const TLinearMinimizer &rhs)
 Assignment operator.
 

Private Attributes

std::vector< doublefCovar
 
unsigned int fDim
 
std::vector< doublefErrors
 
TLinearFitterfFitter
 
double fMinVal
 
unsigned int fNFree
 
const ROOT::Math::IMultiGradFunctionfObjFunc
 
std::vector< doublefParams
 
bool fRobust
 return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;
 

Additional Inherited Members

- Protected Attributes inherited from ROOT::Math::Minimizer
MinimizerOptions fOptions
 minimizer options
 
int fStatus
 status of minimizer
 
bool fValidError
 flag to control if errors have been validated (Hesse has been run in case of Minuit)
 

#include <TLinearMinimizer.h>

Inheritance diagram for TLinearMinimizer:
[legend]

Constructor & Destructor Documentation

◆ TLinearMinimizer() [1/3]

TLinearMinimizer::TLinearMinimizer ( int  type = 0)

Default constructor.

Definition at line 71 of file TLinearMinimizer.cxx.

◆ TLinearMinimizer() [2/3]

TLinearMinimizer::TLinearMinimizer ( const char *  type)

Constructor from a char * (used by PM)

Definition at line 83 of file TLinearMinimizer.cxx.

◆ ~TLinearMinimizer()

TLinearMinimizer::~TLinearMinimizer ( )
override

Destructor (no operations)

Definition at line 101 of file TLinearMinimizer.cxx.

◆ TLinearMinimizer() [3/3]

TLinearMinimizer::TLinearMinimizer ( const TLinearMinimizer )
private

Copy constructor.

Definition at line 107 of file TLinearMinimizer.cxx.

Member Function Documentation

◆ Class()

static TClass * TLinearMinimizer::Class ( )
static
Returns
TClass describing this class

◆ Class_Name()

static const char * TLinearMinimizer::Class_Name ( )
static
Returns
Name of this class

◆ Class_Version()

static constexpr Version_t TLinearMinimizer::Class_Version ( )
inlinestaticconstexpr
Returns
Version of this class

Definition at line 144 of file TLinearMinimizer.h.

◆ CovMatrix()

double TLinearMinimizer::CovMatrix ( unsigned int  i,
unsigned int  j 
) const
inlineoverridevirtual

return covariance matrices elements if the variable is fixed the matrix is zero The ordering of the variables is the same as in errors

Reimplemented from ROOT::Math::Minimizer.

Definition at line 113 of file TLinearMinimizer.h.

◆ CovMatrixStatus()

int TLinearMinimizer::CovMatrixStatus ( ) const
inlineoverridevirtual

return covariance matrix status

Reimplemented from ROOT::Math::Minimizer.

Definition at line 118 of file TLinearMinimizer.h.

◆ DeclFileName()

static const char * TLinearMinimizer::DeclFileName ( )
inlinestatic
Returns
Name of the file containing the class declaration

Definition at line 144 of file TLinearMinimizer.h.

◆ Edm()

double TLinearMinimizer::Edm ( ) const
inlineoverridevirtual

return expected distance reached from the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 84 of file TLinearMinimizer.h.

◆ Errors()

const double * TLinearMinimizer::Errors ( ) const
inlineoverridevirtual

return errors at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 107 of file TLinearMinimizer.h.

◆ IsA()

virtual TClass * TLinearMinimizer::IsA ( ) const
inlinevirtual
Returns
TClass describing current object

Definition at line 144 of file TLinearMinimizer.h.

◆ MinGradient()

const double * TLinearMinimizer::MinGradient ( ) const
inlineoverridevirtual

return pointer to gradient values at the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 90 of file TLinearMinimizer.h.

◆ Minimize()

bool TLinearMinimizer::Minimize ( )
overridevirtual

method to perform the minimization

Implements ROOT::Math::Minimizer.

Definition at line 214 of file TLinearMinimizer.cxx.

◆ MinValue()

double TLinearMinimizer::MinValue ( ) const
inlineoverridevirtual

return minimum function value

Implements ROOT::Math::Minimizer.

Definition at line 81 of file TLinearMinimizer.h.

◆ NCalls()

unsigned int TLinearMinimizer::NCalls ( ) const
inlineoverridevirtual

number of function calls to reach the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 93 of file TLinearMinimizer.h.

◆ NDim()

unsigned int TLinearMinimizer::NDim ( ) const
inlineoverridevirtual

this is <= Function().NDim() which is the total number of variables (free+ constrained ones)

Implements ROOT::Math::Minimizer.

Definition at line 97 of file TLinearMinimizer.h.

◆ NFree()

unsigned int TLinearMinimizer::NFree ( ) const
inlineoverridevirtual

number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total

Reimplemented from ROOT::Math::Minimizer.

Definition at line 101 of file TLinearMinimizer.h.

◆ operator=()

TLinearMinimizer & TLinearMinimizer::operator= ( const TLinearMinimizer rhs)
private

Assignment operator.

Definition at line 113 of file TLinearMinimizer.cxx.

◆ ProvidesError()

bool TLinearMinimizer::ProvidesError ( ) const
inlineoverridevirtual

minimizer provides error and error matrix

Reimplemented from ROOT::Math::Minimizer.

Definition at line 104 of file TLinearMinimizer.h.

◆ SetFixedVariable()

bool TLinearMinimizer::SetFixedVariable ( unsigned int  ivar,
const std::string &  ,
double  val 
)
overridevirtual

set fixed variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 207 of file TLinearMinimizer.cxx.

◆ SetFunction() [1/2]

void TLinearMinimizer::SetFunction ( const ROOT::Math::IMultiGenFunction func)
overridevirtual

set the fit model function

Implements ROOT::Math::Minimizer.

Definition at line 121 of file TLinearMinimizer.cxx.

◆ SetFunction() [2/2]

void TLinearMinimizer::SetFunction ( const ROOT::Math::IMultiGradFunction func)
overridevirtual

set the function to minimize

Reimplemented from ROOT::Math::Minimizer.

Definition at line 128 of file TLinearMinimizer.cxx.

◆ SetVariable()

bool TLinearMinimizer::SetVariable ( unsigned int  ,
const std::string &  ,
double  ,
double   
)
inlineoverridevirtual

set free variable (dummy impl. since there is no need to set variables in the Linear Fitter)

Implements ROOT::Math::Minimizer.

Definition at line 72 of file TLinearMinimizer.h.

◆ Streamer()

virtual void TLinearMinimizer::Streamer ( TBuffer )
virtual

◆ StreamerNVirtual()

void TLinearMinimizer::StreamerNVirtual ( TBuffer ClassDef_StreamerNVirtual_b)
inline

Definition at line 144 of file TLinearMinimizer.h.

◆ X()

const double * TLinearMinimizer::X ( ) const
inlineoverridevirtual

return pointer to X values at the minimum

Implements ROOT::Math::Minimizer.

Definition at line 87 of file TLinearMinimizer.h.

Member Data Documentation

◆ fCovar

std::vector<double> TLinearMinimizer::fCovar
private

Definition at line 139 of file TLinearMinimizer.h.

◆ fDim

unsigned int TLinearMinimizer::fDim
private

Definition at line 134 of file TLinearMinimizer.h.

◆ fErrors

std::vector<double> TLinearMinimizer::fErrors
private

Definition at line 138 of file TLinearMinimizer.h.

◆ fFitter

TLinearFitter* TLinearMinimizer::fFitter
private

Definition at line 142 of file TLinearMinimizer.h.

◆ fMinVal

double TLinearMinimizer::fMinVal
private

Definition at line 136 of file TLinearMinimizer.h.

◆ fNFree

unsigned int TLinearMinimizer::fNFree
private

Definition at line 135 of file TLinearMinimizer.h.

◆ fObjFunc

const ROOT::Math::IMultiGradFunction* TLinearMinimizer::fObjFunc
private

Definition at line 141 of file TLinearMinimizer.h.

◆ fParams

std::vector<double> TLinearMinimizer::fParams
private

Definition at line 137 of file TLinearMinimizer.h.

◆ fRobust

bool TLinearMinimizer::fRobust
private

return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;

Definition at line 133 of file TLinearMinimizer.h.

Libraries for TLinearMinimizer:

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