class ROOT::Math::GSLMinimizer1D: public ROOT::Math::IMinimizer1D



Minimizer for arbitrary one dimensional functions.

Implemented using GSL, for detailed description see:
<A HREF="http://www.gnu.org/software/gsl/manual/html_node/One-dimensional-Minimization.html">GSL online doc</A>

The algorithms uspported are only bracketing algorithm which do not use derivatives information.
The algorithms which can be choosen at construction time are  GOLDENSECTION, whic is the simplest method
but the slowest and BRENT (the default one) which combines the golden section with a parabolic interpolation.


This class does not support copying
@ingroup Min1D

Function Members (Methods)

public:

virtual	~GSLMinimizer1D()
virtual double	FValLower() const
virtual double	FValMinimum() const
virtual double	FValUpper() const
ROOT::Math::GSLMinimizer1D	GSLMinimizer1D(ROOT::Math::Minim1D::Type type = Minim1D::kBRENT)
int	Iterate()
virtual int	Iterations() const
virtual bool	Minimize(int maxIter, double absTol, double relTol)
virtual const char*	Name() const
void	SetFunction(ROOT::Math::GSLFuncPointer f, void* params, double xmin, double xlow, double xup)
virtual int	Status() const
static int	TestInterval(double xlow, double xup, double epsAbs, double epsRel)
virtual double	XLower() const
virtual double	XMinimum() const
virtual double	XUpper() const

private:

ROOT::Math::GSLMinimizer1D	GSLMinimizer1D(const ROOT::Math::GSLMinimizer1D&)
ROOT::Math::GSLMinimizer1D&	operator=(const ROOT::Math::GSLMinimizer1D&)

Data Members

private:

ROOT::Math::GSLFunctionWrapper*	fFunction
bool	fIsSet
int	fIter
double	fLow
double	fMin
ROOT::Math::GSL1DMinimizerWrapper*	fMinimizer
int	fStatus	status of last minimization (==0 ok =1 failed)
double	fUp
double	fXlow
double	fXmin
double	fXup

Class Charts

Inheritance Inherited Members Includes Libraries

Function documentation

explicit GSLMinimizer1D(Minim1D::Type type=Minim1D::kBRENT)

         Construct the minimizer passing the minimizer type using the Minim1D::Algorithm enumeration

virtual ~GSLMinimizer1D()

         Destructor: free allocated resources

GSLMinimizer1D(const GSLMinimizer1D &)

 usually copying is non trivial, so we make this unaccessible

void SetFunction( const UserFunc & f, double xmin, double xlow, double xup)

          Set, or reset, minimizer to use the function f and the initial search interval [xlow, xup], with a guess for the location of the minimum xmin.
          The condition : \f$ f(xlow) > f(xmin) < f(xup)\f$  must be satisfied

int Iterate()

          Perform a minimizer iteration and
          if an unexepcted problem occurr then an error code will be returned

double XMinimum() const

          Return current estimate of the position of the minimum

double XLower() const

         Return current lower bound of the minimization interval

double XUpper() const

         Return current upper bound of the minimization interval

double FValMinimum() const

          Return function value at current estimate of the minimum

double FValLower() const

         Return function value at current lower bound of the minimization interval

double FValUpper() const

         Return function value at current upper bound of the minimization interval

bool Minimize(int maxIter, double absTol, double relTol)

         Find minimum position iterating until convergence specified by the absolute and relative tolerance or
         the maximum number of iteration is reached
         Return true is result is successfull
         \@param maxIter maximum number of iteration
         \@param absTol desired absolute error in the minimum position
         \@param absTol desired relative error in the minimum position

int Iterations() const

         Return number of iteration used to find minimum

int Status() const

         Return status of last minimization

{ return fStatus; }

const char * Name() const

         Return name of minimization algorithm

int TestInterval(double xlow, double xup, double epsAbs, double epsRel)

         Test convergence of the interval.
         The test returns success if
         \f[
         |x_{min}-x_{truemin}| < epsAbs + epsRel *x_{truemin}
         \f]