Re: Minuit2

From: Lorenzo Moneta <Lorenzo.Moneta_at_cern.ch>
Date: Wed, 3 Sep 2008 09:53:10 +0200


Hello,
On Sep 3, 2008, at 1:27 AM, Patrick Dupre wrote:

> Hello,
>
> I sent already 2 messages about Minuit, but I did not get any
> feedback !!
>
> Now I am experiencing several problems.
> 1) Minuit2 has a lot less option than TFitter has, Why I cannot
> manage the max number of iterations, etc.. how can ROOT:TFitter can
> ne based on minuit2 and offer more options ? Am I wrong ? arglist
> offers those options !

same options available in TFitter are also available. As pointed out you can use the base class TVirtualFitter. The class TFitterMinuit implements this interface in the case of Minuit2.
>
> 2) Minuit does not congerve at all in some circunstancies. I
> notice for example having to fit a big number : 5e12.
> the fitter change the value of the parameter, calculate the chi2,
> finds that it is lower, but finally keep the original value:
> example:
> Density: 4.90049e+12
> chi2 1.01073e-05
> Density: 4.89951e+12
> chi2 1.03073e-05
> Density: 4.9049e+12
> chi2 9.23127e-06
> Density: 4.8951e+12
> chi2 1.12318e-05
> Density: 4.949e+12
> chi2 2.65485e-06
> Density: 4.851e+12
> chi2 2.26607e-05
> Density: 4.9e+12
> chi2 1.02068e-05
> Density: 4.9e+12
> chi2 1.02073e-05

I don't understand here your output. It could be that the algorithm fails to find the minimum because you start too far away from the minimum position or because the funcion is ill defined. A value of chi2 so small is also suspicious to me.

>
>
> 3) When I user Strategy, 2, it crash after a couple of iterations !
> ../inc/Minuit2/LASymMatrix.h:226: double&
> ROOT::Minuit2::LASymMatrix::operator()(unsigned int, unsigned int):
> Assertion `row<fNRow && col < fNRow' failed.
>

If you can send me a simple running script reproducing this I can investigate it. Also a fulltrace obtained with gdb to see who called that function would be useful.
In general, strategy 2 does not improve the convergence. It uses a full second derivative calculations, so if the function is having some problems with the derivatives,
the convergence can be even worse.

   Regards

  Lorenzo Received on Wed Sep 03 2008 - 09:52:20 CEST

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