class ROOT::Math::GSLMinimizer: public ROOT::Math::Minimizer


   GSLMinimizer class.
   Implementation of the ROOT::Math::Minimizer interface using the GSL multi-dimensional
   minimization algorithms.

   See <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Multidimensional-Minimization.html">GSL doc</A>
   from more info on the GSL minimization algorithms.

   The class implements the ROOT::Math::Minimizer interface and can be instantiated using the
   ROOT plugin manager (plugin name is "GSLMultiMin"). The varius minimization algorithms
   (conjugatefr, conjugatepr, bfgs, etc..) can be passed as enumerations and also as a string.
   The default algorithm is conjugatefr (Fletcher-Reeves conjugate gradient algorithm).

   @ingroup MultiMin

Function Members (Methods)

public:
virtual~GSLMinimizer()
virtual voidROOT::Math::Minimizer::Clear()
virtual doubleROOT::Math::Minimizer::Correlation(unsigned int i, unsigned int j) const
virtual doubleCovMatrix(unsigned int, unsigned int) const
virtual doubleEdm() const
virtual const double*Errors() const
doubleROOT::Math::Minimizer::ErrorUp() const
virtual boolGetMinosError(unsigned int, double&, double&)
ROOT::Math::GSLMinimizerGSLMinimizer(ROOT::Math::EGSLMinimizerType type = ROOT::Math::kConjugateFR)
ROOT::Math::GSLMinimizerGSLMinimizer(const char* type)
boolROOT::Math::Minimizer::IsValidError() const
unsigned intROOT::Math::Minimizer::MaxFunctionCalls()
unsigned intROOT::Math::Minimizer::MaxIterations()
virtual const double*MinGradient() const
virtual boolMinimize()
virtual doubleMinValue() const
virtual unsigned intNCalls() const
virtual unsigned intNDim() const
virtual unsigned intNFree() const
intROOT::Math::Minimizer::PrintLevel() const
virtual boolProvidesError() const
voidROOT::Math::Minimizer::SetErrorUp(double up)
virtual boolROOT::Math::Minimizer::SetFixedVariable(unsigned int ivar, const string& name, double val)
virtual voidSetFunction(const ROOT::Math::IMultiGenFunction& func)
virtual voidSetFunction(const ROOT::Math::IMultiGradFunction& func)
virtual boolROOT::Math::Minimizer::SetLimitedVariable(unsigned int ivar, const string& name, double val, double step, double, double)
virtual boolROOT::Math::Minimizer::SetLowerLimitedVariable(unsigned int ivar, const string& name, double val, double step, double lower)
voidROOT::Math::Minimizer::SetMaxFunctionCalls(unsigned int maxfcn)
voidROOT::Math::Minimizer::SetMaxIterations(unsigned int maxiter)
voidROOT::Math::Minimizer::SetPrintLevel(int level)
voidROOT::Math::Minimizer::SetStrategy(int strategyLevel)
voidROOT::Math::Minimizer::SetTolerance(double tol)
virtual boolROOT::Math::Minimizer::SetUpperLimitedVariable(unsigned int ivar, const string& name, double val, double step, double upper)
voidROOT::Math::Minimizer::SetValidError(bool on)
virtual boolSetVariable(unsigned int ivar, const string& name, double val, double step)
intROOT::Math::Minimizer::Strategy() const
doubleROOT::Math::Minimizer::Tolerance() const
virtual const double*X() const
private:
ROOT::Math::GSLMinimizerGSLMinimizer(const ROOT::Math::GSLMinimizer&)
ROOT::Math::GSLMinimizer&operator=(const ROOT::Math::GSLMinimizer& rhs)

Data Members

protected:
intROOT::Math::Minimizer::fDebugprint level
unsigned intROOT::Math::Minimizer::fMaxCallsmax number of funciton calls
unsigned intROOT::Math::Minimizer::fMaxItermax number or iterations used to find the minimum
intROOT::Math::Minimizer::fStrategyminimizer strategy
doubleROOT::Math::Minimizer::fToltolerance (absolute)
doubleROOT::Math::Minimizer::fUperror scale
boolROOT::Math::Minimizer::fValidErrorflag to control if errors have been validated (Hesse has been run in case of Minuit)
private:
unsigned intfDim
ROOT::Math::GSLMultiMinimizer*fGSLMultiMin
doublefLSToleranceLine Search Tolerance
doublefMinVal
vector<std::string>fNames
const ROOT::Math::IMultiGradFunction*fObjFunc
vector<double>fSteps
vector<double>fValues

Class Charts

Inheritance Inherited Members Includes Libraries
Class Charts

Function documentation

GSLMinimizer(ROOT::Math::EGSLMinimizerType type = ROOT::Math::kConjugateFR )
      Default constructor
GSLMinimizer(const char * type )
      Constructor with a string giving name of algorithm
virtual ~GSLMinimizer()
      Destructor
GSLMinimizer(const GSLMinimizer &)
 usually copying is non trivial, so we make this unaccessible

      Copy constructor
{}
void SetFunction(const ROOT::Math::IMultiGenFunction & func)
 set the function to minimize
void SetFunction(const ROOT::Math::IMultiGradFunction & func)
 set gradient the function to minimize
bool SetVariable(unsigned int ivar, const string& name, double val, double step)
 set free variable
bool Minimize()
 method to perform the minimization
double MinValue()
 return minimum function value
{ return fMinVal; }
double Edm()
 return expected distance reached from the minimum
const double * X()
 return  pointer to X values at the minimum
{ return &fValues.front(); }
const double * MinGradient()
 return pointer to gradient values at the minimum
unsigned int NCalls()
 number of function calls to reach the minimum
{ return 0; }
unsigned int NDim()
 this is <= Function().NDim() which is the total
 number of variables (free+ constrained ones)
{ return fDim; }
unsigned int NFree()
 number of free variables (real dimension of the problem)
 this is <= Function().NDim() which is the total
{ return fDim; }
bool ProvidesError()
 minimizer provides error and error matrix
{ return true; }
const double * Errors()
 return errors at the minimum
double CovMatrix(unsigned int , unsigned int ) const
 return covariance matrices elements
       if the variable is fixed the matrix is zero
       The ordering of the variables is the same as in errors
{ return 0; }
bool GetMinosError(unsigned int , double& , double& )
 minos error for variable i, return false if Minos failed
{ return false; }

Author: L. Moneta Wed Oct 18 11:48:00 2006
Last change: root/mathmore:$Id: GSLMinimizer.h 24477 2008-06-23 12:58:47Z moneta $
Last generated: 2008-06-25 08:29
Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *
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