Hi, YOU will have to tell Minuit that you want to use analytical expressions for the derivative, otherwise it defaults to numerical estimates. Try TMinuit::mnexcm command with the command string "SET GRAD" ! Eddy > > Hi, > Thank you a lot for your responses. > (I attached at the of the mail output of the minimization) > > Rene: > I'm not using fit method of histogram but rather I created > another class that derives from TMinuit and implements > Eval() method. Actually I calculate chi2 for a set of data > points (it is function of 3 variables). My theoretical function > is also precompiled. So it is a lot of staff. > > Eddy: > You are right - I didn't provide expressions for the derivatives. > But I checked and found that FLAG argument that I get from TMinuit is > always 4. So as I understood that means that I don't have to calculate > derivative by myself. Actually my function is such that calculation of > the derivative can be done only by calculating difference between > values > of function in 2 points so I can't get any increase in efficiency. > I tried, as you proposed to fit one variable at a time. I found that > for > some variables it goes well, but there are also variables that when I > fit over them I get message that minuit hasn't converged. > When I take a look into the dependence of my function over this > variable > I saw nice parabola. So I don't understand why minuit can't converge. > > Topher: > I get acceptable values of parameters that provide me good fit: > chi2/d.o.f. ~ 1. > I tried TMinuit::mnmnos() but it also produces strange results for > the case, when minuit hadn't converged > > Thanks again, > Michael > > By the way do you know whether minuit calculations are performed in > double > or float? > > Outputs from minuit: > I plot chi2 value (for 106 data points) at each call to FCN > Fit over one parameter: > ********** > ** 49 **MIGRAD 0 > ********** > FIRST CALL TO USER FUNCTION AT NEW START POINT, WITH IFLAG=4. > chi2 = 116.8452121 > START MIGRAD MINIMIZATION. STRATEGY 1. CONVERGENCE WHEN EDM > .LT.1.00e-004 > chi2 = 112.8304752 > chi2 = 121.4137524 > chi2 = 116.4152386 > chi2 = 117.2808747 > FCN=116.845 FROM MIGRAD STATUS=INITIATE 4 CALLS 1027 > TOTAL > EDM= unknown STRATEGY= 1 NO ERROR MATRIX > EXT PARAMETER CURRENT GUESS STEP FIRST > NO. NAME VALUE ERROR SIZE DERIVATIVE > 1 alpha_P 1.13789e+000 fixed > 2 A_q 1.18733e-001 fixed > 3 alpha_q 4.00000e-001 3.00000e-001 2.72826e-001 -1.58643e+003 > 4 beta_q 2.52095e-001 fixed > 5 A_g 5.04505e+000 fixed > 6 B_g 0.00000e+000 fixed > 7 C_g 0.00000e+000 fixed > 8 alpha_g 2.60796e-001 fixed > 9 beta_g 5.06243e+000 fixed > chi2 = 100.047337 > chi2 = 100.0459711 > chi2 = 100.0487562 > chi2 = 100.0296461 > chi2 = 100.0296242 > chi2 = 100.0285205 > chi2 = 100.0296377 > chi2 = 100.0296565 > chi2 = 100.0296242 > chi2 = 100.0285206 > chi2 = 100.0309483 > chi2 = 100.0288064 > chi2 = 100.0287682 > chi2 = 100.0288466 > chi2 = 100.0286392 > chi2 = 100.0290218 > chi2 = 100.0286732 > chi2 = 100.0296244 > chi2 = 100.0286282 > chi2 = 100.0296242 > chi2 = 100.0284769 > chi2 = 100.0296242 > chi2 = 100.0296367 > chi2 = 100.0296519 > chi2 = 100.0296617 > chi2 = 100.0296285 > chi2 = 100.0285707 > chi2 = 100.0296605 > chi2 = 100.0284915 > chi2 = 100.0284742 > chi2 = 100.0284797 > chi2 = 100.0296242 > chi2 = 100.028472 > chi2 = 100.0296463 > chi2 = 100.0285018 > chi2 = 100.0296632 > chi2 = 100.0284773 > chi2 = 100.0284709 > chi2 = 100.0284731 > chi2 = 100.0296242 > chi2 = 100.0296638 > chi2 = 100.0284717 > chi2 = 100.0296578 > chi2 = 100.0284834 > chi2 = 100.0284696 > chi2 = 100.028474 > chi2 = 100.029649 > chi2 = 100.0284964 > chi2 = 100.0284719 > MIGRAD FAILS TO FIND IMPROVEMENT > chi2 = 100.0284717 > chi2 = 100.029649 > chi2 = 100.0284964 > chi2 = 100.0284687 > chi2 = 100.0284749 > chi2 = 100.0284711 > chi2 = 100.0284724 > COVARIANCE MATRIX CALCULATED SUCCESSFULLY > FCN=100.028 FROM HESSE STATUS=OK 7 CALLS 1083 > TOTAL > EDM=2.0178e-007 STRATEGY= 1 ERROR MATRIX > ACCURA > EXT PARAMETER STEP FIRST > NO. NAME VALUE ERROR SIZE DERIVATIVE > 1 alpha_P 1.13789e+000 fixed > 2 A_q 1.18733e-001 fixed > 3 alpha_q 4.26089e-001 4.36058e-004 8.66270e-006 -2.54241e+000 > 4 beta_q 2.52095e-001 fixed > 5 A_g 5.04505e+000 fixed > 6 B_g 0.00000e+000 fixed > 7 C_g 0.00000e+000 fixed > 8 alpha_g 2.60796e-001 fixed > 9 beta_g 5.06243e+000 fixed > chi2 = 100.0284713 > chi2 = 100.0284697 > chi2 = 100.0296622 > chi2 = 100.0296641 > chi2 = 100.0284688 > chi2 = 100.0296641 > chi2 = 100.0284683 > chi2 = 100.0296641 > chi2 = 100.028468 > chi2 = 100.0296642 > chi2 = 100.0296603 > chi2 = 100.0284724 > chi2 = 100.0296633 > chi2 = 100.0284691 > chi2 = 100.0284717 > chi2 = 100.0284699 > chi2 = 100.0284689 > chi2 = 100.0284685 > chi2 = 100.0284683 > MIGRAD FAILS TO FIND IMPROVEMENT > MIGRAD TERMINATED WITHOUT CONVERGENCE. > FCN=100.028 FROM MIGRAD STATUS=FAILED 79 CALLS 1102 > TOTAL > EDM=0.0596531 STRATEGY= 1 ERROR MATRIX > UNCERTAINTY > 0 per cent > EXT PARAMETER APPROXIMATE STEP FIRST > NO. NAME VALUE ERROR SIZE DERIVATIVE > 1 alpha_P 1.13789e+000 fixed > 2 A_q 1.18733e-001 fixed > 3 alpha_q 4.26090e-001 5.70152e-005 0.00000e+000 1.38237e+003 > 4 beta_q 2.52095e-001 fixed > 5 A_g 5.04505e+000 fixed > 6 B_g 0.00000e+000 fixed > 7 C_g 0.00000e+000 fixed > 8 alpha_g 2.60796e-001 fixed > 9 beta_g 5.06243e+000 fixed > EXTERNAL ERROR MATRIX. NDIM= 25 NPAR= 1 ERR DEF=1 > 3.251e-009 > ERR MATRIX APPROXIMATE > > > >
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