input : minimizer name + algorithm name randomSeed: = <0 : fixed value: 0 random with seed 0; >0 random with given seed
#include <iostream>
double RosenBrock(const double *xx )
{
const double tmp1 =
y-
x*
x;
return 100*tmp1*tmp1+tmp2*tmp2;
}
const char *algoName = "" ,
int randomSeed = -1)
{
if (!minimum) {
std::cerr << "Error: cannot create minimizer \"" << minName
<< "\". Maybe the required library was not built?" << std::endl;
return 1;
}
double step[2] = {0.01,0.01};
double variable[2] = { -1.,1.2};
if (randomSeed >= 0) {
variable[0] =
r.Uniform(-20,20);
variable[1] =
r.Uniform(-20,20);
}
const double *xs = minimum->
X();
std::cout << "Minimum: f(" << xs[0] << "," << xs[1] << "): "
std::cout << "Minimizer " << minName << " - " << algoName
<< " converged to the right minimum" << std::endl;
else {
std::cout << "Minimizer " << minName << " - " << algoName
<< " failed to converge !!!" << std::endl;
Error(
"NumericalMinimization",
"fail to converge");
}
return 0;
}
void Error(const char *location, const char *msgfmt,...)
Use this function in case an error occurred.
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t r
static ROOT::Math::Minimizer * CreateMinimizer(const std::string &minimizerType="", const std::string &algoType="")
static method to create the corresponding Minimizer given the string Supported Minimizers types are: ...
Documentation for class Functor class.
Abstract Minimizer class, defining the interface for the various minimizer (like Minuit2,...
virtual const double * X() const =0
return pointer to X values at the minimum
void SetMaxIterations(unsigned int maxiter)
set maximum iterations (one iteration can have many function calls)
virtual void SetFunction(const ROOT::Math::IMultiGenFunction &func)=0
set the function to minimize
void SetTolerance(double tol)
set the tolerance
virtual bool Minimize()=0
method to perform the minimization
void SetPrintLevel(int level)
set print level
virtual bool SetVariable(unsigned int ivar, const std::string &name, double val, double step)=0
set a new free variable
void SetMaxFunctionCalls(unsigned int maxfcn)
set maximum of function calls
virtual double MinValue() const =0
return minimum function value
Random number generator class based on the maximally quidistributed combined Tausworthe generator by ...