Abstract Minimizer class, defining the interface for the various minimizer (like Minuit2, Minuit, GSL, etc..) Plug-in's exist in ROOT to be able to instantiate the derived classes like ROOT::Math::GSLMinimizer or ROOT::Math::Minuit2Minimizer via the plug-in manager. Provides interface for setting the function to be minimized. The function must implemente the multi-dimensional generic interface ROOT::Math::IBaseFunctionMultiDim. If the function provides gradient calculation (implements the ROOT::Math::IGradientFunctionMultiDim interface) this will be used by the Minimizer. It Defines also interface for setting the initial values for the function variables (which are the parameters in of the model function in case of solving for fitting) and especifying their limits. It defines the interface to set and retrieve basic minimization parameters (for specific Minimizer parameters one must use the derived classes). Then it defines the interface to retrieve the result of minimization ( minimum X values, function value, gradient, error on the mimnimum, etc...) @ingroup MultiMin
virtual | ~Minimizer() |
virtual void | Clear() |
virtual bool | Contour(unsigned int, unsigned int, unsigned int&, double*, double*) |
virtual double | Correlation(unsigned int i, unsigned int j) const |
virtual double | CovMatrix(unsigned int i, unsigned int j) const |
virtual int | CovMatrixStatus() const |
virtual double | Edm() const |
double | ErrorDef() const |
virtual const double* | Errors() const |
virtual bool | GetCovMatrix(double*) const |
virtual bool | GetHessianMatrix(double*) const |
virtual bool | GetMinosError(unsigned int, double& errLow, double& errUp, int = 0) |
virtual double | GlobalCC(unsigned int) const |
virtual bool | Hesse() |
bool | IsValidError() const |
unsigned int | MaxFunctionCalls() const |
unsigned int | MaxIterations() const |
virtual const double* | MinGradient() const |
virtual bool | Minimize() |
virtual double | MinValue() const |
virtual unsigned int | NCalls() const |
virtual unsigned int | NDim() const |
virtual unsigned int | NFree() const |
virtual ROOT::Math::MinimizerOptions | Options() const |
double | Precision() const |
int | PrintLevel() const |
virtual void | PrintResults() |
virtual bool | ProvidesError() const |
virtual bool | Scan(unsigned int, unsigned int&, double*, double*, double = 0, double = 0) |
void | SetDefaultOptions() |
void | SetErrorDef(double up) |
virtual bool | SetFixedVariable(unsigned int, const string&, double) |
virtual void | SetFunction(const ROOT::Math::IMultiGenFunction& func) |
virtual void | SetFunction(const ROOT::Math::IMultiGradFunction& func) |
virtual bool | SetLimitedVariable(unsigned int, const string&, double, double, double, double) |
virtual bool | SetLowerLimitedVariable(unsigned int ivar, const string& name, double val, double step, double lower) |
void | SetMaxFunctionCalls(unsigned int maxfcn) |
void | SetMaxIterations(unsigned int maxiter) |
void | SetOptions(const ROOT::Math::MinimizerOptions& opt) |
void | SetPrecision(double prec) |
void | SetPrintLevel(int level) |
void | SetStrategy(int strategyLevel) |
void | SetTolerance(double tol) |
virtual bool | SetUpperLimitedVariable(unsigned int ivar, const string& name, double val, double step, double upper) |
void | SetValidError(bool on) |
virtual bool | SetVariable(unsigned int ivar, const string& name, double val, double step) |
virtual bool | SetVariableValue(unsigned int, double) |
virtual bool | SetVariableValues(const double* x) |
int | Status() const |
int | Strategy() const |
double | Tolerance() const |
virtual int | VariableIndex(const string&) const |
virtual string | VariableName(unsigned int) const |
virtual const double* | X() const |
set a function to minimize using gradient
set lower limit variable (override if minimizer supports them )
set upper limit variable (override if minimizer supports them )
set fixed variable (override if minimizer supports them )
set the value of an existing variable
{ return false; }
set the values of all existing variables (array must be dimensioned to the size of the existing parameters)
this is <= Function().NDim() which is the total number of variables (free+ constrained ones)
number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total
return covariance matrices elements if the variable is fixed the matrix is zero The ordering of the variables is the same as in errors
Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero. The array will be filled as cov[i *ndim + j] The ordering of the variables is the same as in errors and parameter value. This is different from the direct interface of Minuit2 or TMinuit where the values were obtained only to variable parameters
{ return false; }
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. The array will be filled as h[i *ndim + j]
{ return false; }
return status of covariance matrix using Minuit convention {0 not calculated 1 approximated 2 made pos def , 3 accurate} Minimizer who implements covariance matrix calculation will re-implement the method
{ return 0; }
return correlation coefficient between variable i and j. If the variable is fixed or const the return value is zero
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. Minimizer must overload method if implemented
{ return -1; }
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 (runopt=-1) or the upper (runopt=+1) error calculation is run (This feature isnot yet implemented)
perform a full calculation of the Hessian matrix for error calculation
{ return false; }
find the contour points (xi,xj) of the function for parameter i and j around the minimum The contour will be find for value of the function = Min + ErrorUp();
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0; print the result according to set level (implemented for TMinuit for mantaining Minuit-style printing)
{}
get name of variables (override if minimizer support storing of variable names) return an empty string if variable is not found
{ return std::string();}
get index of variable given a variable given a name return -1 if variable is not found
{ return -1; }
precision of minimizer in the evaluation of the objective function ( a value <=0 corresponds to the let the minimizer choose its default one)
{ return fPrec; }
return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization
{ return fUp; }
flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit)
{ fValidError = on; }