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ROOT::Math::GSLSimAnMinimizer Class Reference

GSLSimAnMinimizer class for minimization using simulated annealing using the algorithm from GSL.

It implements the ROOT::Minimizer interface and a plug-in (name "GSLSimAn") exists to instantiate this class via the plug-in manager

Definition at line 71 of file GSLSimAnMinimizer.h.

Public Member Functions

 GSLSimAnMinimizer (int type=0)
 Default constructor. More...
 
virtual ~GSLSimAnMinimizer ()
 Destructor (no operations) More...
 
virtual bool Minimize ()
 method to perform the minimization More...
 
unsigned int NCalls () const
 number of function calls to reach the minimum More...
 
- Public Member Functions inherited from ROOT::Math::BasicMinimizer
 BasicMinimizer ()
 Default constructor. More...
 
virtual ~BasicMinimizer ()
 Destructor. More...
 
virtual void SetFunction (const ROOT::Math::IMultiGenFunction &func)
 set the function to minimize More...
 
virtual void SetFunction (const ROOT::Math::IMultiGradFunction &func)
 set gradient the function to minimize More...
 
virtual bool SetVariable (unsigned int ivar, const std::string &name, double val, double step)
 set free variable More...
 
virtual bool SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower)
 set lower limit variable (override if minimizer supports them ) More...
 
virtual bool SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper)
 set upper limit variable (override if minimizer supports them ) More...
 
virtual bool SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double, double)
 set upper/lower limited variable (override if minimizer supports them ) More...
 
virtual bool SetFixedVariable (unsigned int, const std::string &, double)
 set fixed variable (override if minimizer supports them ) More...
 
virtual bool SetVariableValue (unsigned int ivar, double val)
 set the value of an existing variable More...
 
virtual bool SetVariableValues (const double *x)
 set the values of all existing variables (array must be dimensioned to the size of existing parameters) More...
 
virtual bool SetVariableStepSize (unsigned int ivar, double step)
 set the step size of an already existing variable More...
 
virtual bool SetVariableLowerLimit (unsigned int ivar, double lower)
 set the lower-limit of an already existing variable More...
 
virtual bool SetVariableUpperLimit (unsigned int ivar, double upper)
 set the upper-limit of an already existing variable More...
 
virtual bool SetVariableLimits (unsigned int ivar, double lower, double upper)
 set the limits of an already existing variable More...
 
virtual bool FixVariable (unsigned int ivar)
 fix an existing variable More...
 
virtual bool ReleaseVariable (unsigned int ivar)
 release an existing variable More...
 
virtual bool IsFixedVariable (unsigned int ivar) const
 query if an existing variable is fixed (i.e. More...
 
virtual bool GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const
 get variable settings in a variable object (like ROOT::Fit::ParamsSettings) More...
 
virtual std::string VariableName (unsigned int ivar) const
 get name of variables (override if minimizer support storing of variable names) More...
 
virtual int VariableIndex (const std::string &name) const
 get index of variable given a variable given a name return -1 if variable is not found More...
 
virtual double MinValue () const
 return minimum function value More...
 
virtual const doubleX () const
 return pointer to X values at the minimum More...
 
virtual unsigned int NDim () const
 number of dimensions More...
 
virtual unsigned int NFree () const
 number of free variables (real dimension of the problem) More...
 
virtual unsigned int NPar () const
 total number of parameter defined More...
 
const ROOT::Math::IMultiGenFunctionObjFunction () const
 return pointer to used objective function More...
 
const ROOT::Math::IMultiGradFunctionGradObjFunction () const
 return pointer to used gradient object function (NULL if gradient is not supported) More...
 
const ROOT::Math::MinimTransformFunctionTransformFunction () const
 return transformation function (NULL if not having a transformation) More...
 
void PrintResult () const
 print result of minimization More...
 
virtual const doubleStepSizes () const
 accessor methods More...
 
- Public Member Functions inherited from ROOT::Math::Minimizer
 Minimizer ()
 Default constructor. More...
 
virtual ~Minimizer ()
 Destructor (no operations) More...
 
virtual void Clear ()
 reset for consecutive minimizations - implement if needed More...
 
template<class VariableIterator >
int SetVariables (const VariableIterator &begin, const VariableIterator &end)
 add variables . Return number of variables successfully added More...
 
virtual bool SetVariableInitialRange (unsigned int, double, double)
 set the initial range of an existing variable More...
 
virtual double Edm () const
 return expected distance reached from the minimum (re-implement if minimizer provides it More...
 
virtual const doubleMinGradient () const
 return pointer to gradient values at the minimum More...
 
virtual unsigned int NIterations () const
 number of iterations to reach the minimum More...
 
virtual bool ProvidesError () const
 minimizer provides error and error matrix More...
 
virtual const doubleErrors () const
 return errors at the minimum More...
 
virtual double CovMatrix (unsigned int ivar, unsigned int jvar) const
 return covariance matrices element for variables ivar,jvar if the variable is fixed the return value is zero The ordering of the variables is the same as in the parameter and errors vectors More...
 
virtual bool GetCovMatrix (double *covMat) const
 Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero. More...
 
virtual bool GetHessianMatrix (double *hMat) const
 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. More...
 
virtual int CovMatrixStatus () const
 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 More...
 
virtual double Correlation (unsigned int i, unsigned int j) const
 return correlation coefficient between variable i and j. More...
 
virtual double GlobalCC (unsigned int ivar) const
 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. More...
 
virtual bool GetMinosError (unsigned int ivar, double &errLow, double &errUp, int option=0)
 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 (option=-1) or the upper (option=+1) error calculation is run (This feature is not yet implemented) More...
 
virtual bool Hesse ()
 perform a full calculation of the Hessian matrix for error calculation More...
 
virtual bool Scan (unsigned int ivar, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0)
 scan function minimum for variable i. More...
 
virtual bool Contour (unsigned int ivar, unsigned int jvar, unsigned int &npoints, double *xi, double *xj)
 find the contour points (xi, xj) of the function for parameter ivar and jvar around the minimum The contour will be find for value of the function = Min + ErrorUp(); More...
 
virtual void PrintResults ()
 return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0; More...
 
int PrintLevel () const
 minimizer configuration parameters More...
 
unsigned int MaxFunctionCalls () const
 max number of function calls More...
 
unsigned int MaxIterations () const
 max iterations More...
 
double Tolerance () const
 absolute tolerance More...
 
double Precision () const
 precision of minimizer in the evaluation of the objective function ( a value <=0 corresponds to the let the minimizer choose its default one) More...
 
int Strategy () const
 strategy More...
 
int Status () const
 status code of minimizer More...
 
double ErrorDef () const
 return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization More...
 
bool IsValidError () const
 return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit) More...
 
virtual MinimizerOptions Options () const
 retrieve the minimizer options (implement derived class if needed) More...
 
void SetPrintLevel (int level)
 set print level More...
 
void SetMaxFunctionCalls (unsigned int maxfcn)
 set maximum of function calls More...
 
void SetMaxIterations (unsigned int maxiter)
 set maximum iterations (one iteration can have many function calls) More...
 
void SetTolerance (double tol)
 set the tolerance More...
 
void SetPrecision (double prec)
 set in the minimizer the objective function evaluation precision ( a value <=0 means the minimizer will choose its optimal value automatically, i.e. More...
 
void SetStrategy (int strategyLevel)
 set the strategy More...
 
void SetErrorDef (double up)
 set scale for calculating the errors More...
 
void SetValidError (bool on)
 flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit) More...
 
void SetOptions (const MinimizerOptions &opt)
 set all options in one go More...
 
void SetDefaultOptions ()
 reset the defaut options (defined in MinimizerOptions) More...
 

Private Member Functions

 GSLSimAnMinimizer (const GSLSimAnMinimizer &)
 Copy constructor. More...
 
GSLSimAnMinimizeroperator= (const GSLSimAnMinimizer &rhs)
 Assignment operator. More...
 

Private Attributes

ROOT::Math::GSLSimAnnealing fSolver
 

Additional Inherited Members

- Protected Member Functions inherited from ROOT::Math::BasicMinimizer
bool CheckDimension () const
 
bool CheckObjFunction () const
 
MinimTransformFunctionCreateTransformation (std::vector< double > &startValues, const ROOT::Math::IMultiGradFunction *func=0)
 
void SetFinalValues (const double *x)
 
void SetMinValue (double val)
 
- Protected Attributes inherited from ROOT::Math::Minimizer
bool fValidError
 
MinimizerOptions fOptions
 
int fStatus
 

#include <Math/GSLSimAnMinimizer.h>

+ Inheritance diagram for ROOT::Math::GSLSimAnMinimizer:
+ Collaboration diagram for ROOT::Math::GSLSimAnMinimizer:

Constructor & Destructor Documentation

ROOT::Math::GSLSimAnMinimizer::GSLSimAnMinimizer ( int  type = 0)

Default constructor.

Definition at line 32 of file GSLSimAnMinimizer.cxx.

ROOT::Math::GSLSimAnMinimizer::~GSLSimAnMinimizer ( )
virtual

Destructor (no operations)

Definition at line 41 of file GSLSimAnMinimizer.cxx.

ROOT::Math::GSLSimAnMinimizer::GSLSimAnMinimizer ( const GSLSimAnMinimizer )
inlineprivate

Copy constructor.

Definition at line 91 of file GSLSimAnMinimizer.h.

Member Function Documentation

bool ROOT::Math::GSLSimAnMinimizer::Minimize ( )
virtual

method to perform the minimization

Reimplemented from ROOT::Math::BasicMinimizer.

Definition at line 45 of file GSLSimAnMinimizer.cxx.

unsigned int ROOT::Math::GSLSimAnMinimizer::NCalls ( ) const
virtual

number of function calls to reach the minimum

Reimplemented from ROOT::Math::Minimizer.

Definition at line 116 of file GSLSimAnMinimizer.cxx.

GSLSimAnMinimizer& ROOT::Math::GSLSimAnMinimizer::operator= ( const GSLSimAnMinimizer rhs)
inlineprivate

Assignment operator.

Definition at line 96 of file GSLSimAnMinimizer.h.

Member Data Documentation

ROOT::Math::GSLSimAnnealing ROOT::Math::GSLSimAnMinimizer::fSolver
private

Definition at line 116 of file GSLSimAnMinimizer.h.

Referenced by Minimize().


The documentation for this class was generated from the following files: