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import changes from math development branches for subdirectory math. List of changes in detail:
mathcore:
---------
MinimizerOptions:
new class for storing Minimizer option, with static default values that can be
changed by the user
FitConfig:
- use default values from MinimizerOption class
- rename method to create parameter settings from a function
FitUtil.cxx:
improve the derivative calculations used in the effective chi2 and in Fumili and
fix a bug for evaluation of likelihood or chi2 terms.
In EvaluatePdf() work and return the log of the pdf.
FitResult:
- improve the class by adding extra information like, num. of free parameters,
minimizer status, global correlation coefficients, information about fixed
and bound parameters.
- add method for getting fit confidence intervals
- improve print method
DataRange:
add method SetRange to distinguish from AddRange. SetRange deletes the existing
ranges.
ParamsSettings: make few methods const
FCN functions (Chi2FCN, LogLikelihoodFCN, etc..)
move some common methods and data members in base class (FitMethodFunction)
RootFinder: add template Solve() for any callable function.
mathmore:
--------
minimizer classes: fill status information
GSLNLSMinimizer: return error and covariance matrix
minuit2:
-------
Minuit2Minimizer: fill status information
DavidonErrorUpdator: check that delgam or gvg are not zero ( can happen when dg = 0)
FumiliFCNAdapter: work on the log of pdf
minuit:
-------
TLinearMinimizer: add support for robust fitting
TMinuitMinimizer: fill status information and fix a bug in filling the correlation matrix.
fumili:
------
add TFumiliMinimizer:
wrapper class for TFumili using Minimizer interface
# Module.mk for mathmore module
# Copyright (c) 2000 Rene Brun and Fons Rademakers
#
# Author: Fons Rademakers, 29/2/2000
MODNAME := mathmore
MODDIR := math/$(MODNAME)
MODDIRS := $(MODDIR)/src
MODDIRI := $(MODDIR)/inc
MATHMOREDIR := $(MODDIR)
MATHMOREDIRS := $(MATHMOREDIR)/src
MATHMOREDIRI := $(MATHMOREDIR)/inc
###pre-compiled GSL DLL require Mathmore to be compiled with -DGSL_DLL
#ifeq ($(PLATFORM),win32)
#GSLFLAGS += "-DGSL_DLL"
#endif
##### libMathMore #####
MATHMOREL := $(MODDIRI)/Math/LinkDef.h
MATHMORELINC := $(MODDIRI)/Math/LinkDef_Func.h \
$(MODDIRI)/Math/LinkDef_RootFinding.h
MATHMOREDS := $(MODDIRS)/G__MathMore.cxx
MATHMOREDO := $(MATHMOREDS:.cxx=.o)
MATHMOREDH := $(MATHMOREDS:.cxx=.h)
MATHMOREDH1 := $(MODDIRI)/Math/DistFuncMathMore.h \
$(MODDIRI)/Math/SpecFuncMathMore.h \
$(MODDIRI)/Math/Polynomial.h \
$(MODDIRI)/Math/Derivator.h \
$(MODDIRI)/Math/Interpolator.h \
$(MODDIRI)/Math/InterpolationTypes.h \
$(MODDIRI)/Math/GSLRootFinder.h \
$(MODDIRI)/Math/GSLRootFinderDeriv.h \
$(MODDIRI)/Math/RootFinderAlgorithms.h \
$(MODDIRI)/Math/GSLIntegrator.h \
$(MODDIRI)/Math/GSLMCIntegrator.h \
$(MODDIRI)/Math/GSLMinimizer1D.h \
$(MODDIRI)/Math/Chebyshev.h \
$(MODDIRI)/Math/Random.h \
$(MODDIRI)/Math/GSLRndmEngines.h \
$(MODDIRI)/Math/KelvinFunctions.h \
$(MODDIRI)/Math/GSLMinimizer.h \
$(MODDIRI)/Math/GSLNLSMinimizer.h \
$(MODDIRI)/Math/GSLSimAnMinimizer.h \
$(MODDIRS)/GSLError.h
MATHMOREH := $(filter-out $(MODDIRI)/Math/LinkDef%,$(wildcard $(MODDIRI)/Math/*.h))
MATHMORES := $(filter-out $(MODDIRS)/G__%,$(wildcard $(MODDIRS)/*.cxx))
MATHMOREO := $(MATHMORES:.cxx=.o)
MATHMOREDEP := $(MATHMOREO:.o=.d) $(MATHMOREDO:.o=.d)
MATHMORELIB := $(LPATH)/libMathMore.$(SOEXT)
MATHMOREMAP := $(MATHMORELIB:.$(SOEXT)=.rootmap)
# used in the main Makefile
ALLHDRS += $(patsubst $(MODDIRI)/Math/%.h,include/Math/%.h,$(MATHMOREH))
ALLLIBS += $(MATHMORELIB)
ALLMAPS += $(MATHMOREMAP)
# include all dependency files
INCLUDEFILES += $(MATHMOREDEP)
##### local rules #####
.PHONY: all-$(MODNAME) clean-$(MODNAME) distclean-$(MODNAME)
include/Math/%.h: $(MATHMOREDIRI)/Math/%.h
@(if [ ! -d "include/Math" ]; then \
mkdir -p include/Math; \
fi)
cp $< $@
$(MATHMORELIB): $(MATHMOREO) $(MATHMOREDO) $(ORDER_) $(MAINLIBS)
@$(MAKELIB) $(PLATFORM) $(LD) "$(LDFLAGS)" \
"$(SOFLAGS)" libMathMore.$(SOEXT) $@ \
"$(MATHMOREO) $(MATHMOREDO)" \
"$(MATHMORELIBEXTRA) $(GSLLIBDIR) $(GSLLIBS)"
$(MATHMOREDS): $(MATHMOREDH1) $(MATHMOREL) $(MATHMORELINC) $(ROOTCINTTMPDEP)
@echo "Generating dictionary $@..."
$(ROOTCINTTMP) -f $@ -c $(MATHMOREDH1) $(MATHMOREL)
$(MATHMOREMAP): $(RLIBMAP) $(MAKEFILEDEP) $(MATHMOREL) $(MATHMORELINC)
$(RLIBMAP) -o $(MATHMOREMAP) -l $(MATHMORELIB) \
-d $(MATHMORELIBDEPM) -c $(MATHMOREL) $(MATHMORELINC)
all-$(MODNAME): $(MATHMORELIB) $(MATHMOREMAP)
clean-$(MODNAME):
@rm -f $(MATHMOREO) $(MATHMOREDO)
clean:: clean-$(MODNAME)
distclean-$(MODNAME): clean-$(MODNAME)
@rm -f $(MATHMOREDEP) $(MATHMOREDS) $(MATHMOREDH) \
$(MATHMORELIB) $(MATHMOREMAP)
@rm -rf include/Math
distclean:: distclean-$(MODNAME)
##### extra rules ######
$(MATHMOREO): CXXFLAGS += $(GSLFLAGS) -DGSL_VERSION_NUM=$(GSLVERSION) -DUSE_ROOT_ERROR
$(MATHMOREDO): CXXFLAGS += $(GSLFLAGS) -DGSL_VERSION_NUM=$(GSLVERSION) -DUSE_ROOT_ERROR
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