Re: [ROOT] mnsave and TMinuit

From: Dr. John Krane (
Date: Mon Feb 02 2004 - 15:18:17 MET

Hi Rene,

>I have just a stupid question of principle.
>After 4 weeks, do you still believe in the numerical stability of the 
>results ?
Each time the fit function is called, it sweeps through 635 days of 
stock price data for 20 different companies.  I am finding fit 
parameters for a 20x20 matrix (19x19 in another case).   So that is more 
than 190 parameters, with more than a minute per sweep.  180,000 sweeps 
required by TMinuit. 

For a 3x3 company matrix, the code finishes in 20 minutes or so and yes, 
the fit and errors look good and I am very excited by the potential of 
this technique.  My 20x20 just finished over the weekend, with 226 CPU 
hours logged, and I hope to see the good results this morning.

    - John


Dr. John Krane

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