User class for performing function minimization.

It will use the Brent Method for function minimization in a given interval. First, a grid search is used to bracket the minimum value with the a step size = (xmax-xmin)/npx. The step size can be controlled via the SetNpx() function. A default value of npx = 100 is used. The default value con be changed using the static method SetDefaultNpx. If the function is unimodal or if its extrema are far apart, setting the fNpx to a small value speeds the algorithm up many times. Then, Brent's method is applied on the bracketed interval. If the Brent method fails to converge the bracketing is repeted on the latest best estimate of the interval. The procedure is repeted with a maximum value (default =10) which can be set for all BrentRootFinder classes with the method SetDefaultNSearch

This class is implemented from TF1::GetMinimum.

To use the class, three steps have to be taken:

Create the class.
Set a function within an interval to look for the minimum.
Call the Minimize function with the error parameters.

If another minimization is to be performed, repeat the last two steps.

Definition at line 77 of file BrentMinimizer1D.h.

Public Member Functions
	BrentMinimizer1D ()
	Default Constructor. More...

virtual	~BrentMinimizer1D ()
	Default Destructor. More...

virtual double	XMinimum () const
	Return current estimate of the position of the minimum. More...

virtual double	XLower () const
	Return current lower bound of the minimization interval. More...

virtual double	XUpper () const
	Return current upper bound of the minimization interval. More...

virtual double	FValMinimum () const
	Return function value at current estimate of the minimum. More...

virtual double	FValLower () const
	Return function value at current lower bound of the minimization interval. More...

virtual double	FValUpper () const
	Return function value at current upper bound of the minimization interval. More...

virtual bool	Minimize (int maxIter, double absTol=1.E-8, double relTol=1.E-10)
	Find minimum position iterating until convergence specified by the absolute and relative tolerance or the maximum number of iteration is reached. More...

virtual int	Iterations () const
	Return number of iteration used to find minimum. More...

virtual const char *	Name () const
	Return name of minimization algorithm ("BrentMinimizer1D") More...

void	SetFunction (const ROOT::Math::IGenFunction &f, double xlow, double xup)
	Sets function to be minimized. More...

void	SetNpx (int npx)
	Set the number of point used to bracket root using a grid. More...

void	SetLogScan (bool on)
	Set a log grid scan (default is equidistant bins) will work only if xlow > 0. More...

int	Status () const
	Returns status of last estimate. More...

Static Public Member Functions
static void	SetDefaultNpx (int npx)
	set number of default Npx used at construction time (when SetNpx is not called) Default value is 100 More...

static void	SetDefaultNSearch (int n)
	set number of times the bracketing search in combination with is done to find a good interval Default value is 10 More...

Private Attributes
const IGenFunction *	fFunction

bool	fLogScan

int	fNIter

int	fNpx

int	fStatus

double	fXMin

double	fXMax

double	fXMinimum

Additional Inherited Members
Private Member Functions inherited from ROOT::Math::IMinimizer1D
	IMinimizer1D ()

virtual	~IMinimizer1D ()

#include <Math/BrentMinimizer1D.h>

Inheritance diagram for ROOT::Math::BrentMinimizer1D:

Collaboration diagram for ROOT::Math::BrentMinimizer1D:

Constructor & Destructor Documentation

ROOT::Math::BrentMinimizer1D::BrentMinimizer1D ( )

Default Constructor.

Definition at line 45 of file BrentMinimizer1D.cxx.

virtual ROOT::Math::BrentMinimizer1D::~BrentMinimizer1D ( )

inlinevirtual

Default Destructor.

Definition at line 85 of file BrentMinimizer1D.h.

Member Function Documentation

double ROOT::Math::BrentMinimizer1D::FValLower ( ) const

virtual

Return function value at current lower bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 82 of file BrentMinimizer1D.cxx.

double ROOT::Math::BrentMinimizer1D::FValMinimum ( ) const

virtual

Return function value at current estimate of the minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 79 of file BrentMinimizer1D.cxx.

Referenced by TEfficiency::BetaShortestInterval(), TF1::GetMaximum(), TF1::GetMinimum(), and RooStats::BayesianCalculator::GetPosteriorFunction().

double ROOT::Math::BrentMinimizer1D::FValUpper ( ) const

virtual

Return function value at current upper bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 85 of file BrentMinimizer1D.cxx.

virtual int ROOT::Math::BrentMinimizer1D::Iterations ( ) const

inlinevirtual

Return number of iteration used to find minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 117 of file BrentMinimizer1D.h.

bool ROOT::Math::BrentMinimizer1D::Minimize	(	int	maxIter,
		double	absTol = `1.E-8`,
		double	relTol = `1.E-10`
	)

virtual

Find minimum position iterating until convergence specified by the absolute and relative tolerance or the maximum number of iteration is reached.

Return true if iterations converged successfully @param maxIter maximum number of iterations. @param absTol desired absolute error in the minimum position (default 1.E-8) @param absTol desired relative error in the minimum position (default = 1.E-10)

Implements ROOT::Math::IMinimizer1D.

Definition at line 88 of file BrentMinimizer1D.cxx.

Referenced by TEfficiency::BetaShortestInterval(), TF1::GetMaximum(), TF1::GetMaximumX(), TF1::GetMinimum(), TF1::GetMinimumX(), and RooStats::BayesianCalculator::GetPosteriorFunction().