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Revision Log
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
// @(#)root/mathmore:$Id$
// Author: L. Moneta Wed Dec 20 14:36:31 2006
/**********************************************************************
* *
* Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *
* *
* This library is free software; you can redistribute it and/or *
* modify it under the terms of the GNU General Public License *
* as published by the Free Software Foundation; either version 2 *
* of the License, or (at your option) any later version. *
* *
* This library is distributed in the hope that it will be useful, *
* but WITHOUT ANY WARRANTY; without even the implied warranty of *
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU *
* General Public License for more details. *
* *
* You should have received a copy of the GNU General Public License *
* along with this library (see file COPYING); if not, write *
* to the Free Software Foundation, Inc., 59 Temple Place, Suite *
* 330, Boston, MA 02111-1307 USA, or contact the author. *
* *
**********************************************************************/
// Header file for class NumGradFunction
#ifndef ROOT_Math_NumGradFunction
#define ROOT_Math_NumGradFunction
#ifndef ROOT_Math_IFunction
#include "Math/IFunction.h"
#endif
#ifndef ROOT_Math_WrappedFunction
#include "Math/WrappedFunction.h"
#endif
#ifndef ROOT_Math_Derivator
#include "Math/Derivator.h"
#endif
namespace ROOT {
namespace Math {
/**
NumGradMultiFunction class to wrap a normal function in a
gradient function using numerical gradient calculation
@ingroup MultiMin
*/
class MultiNumGradFunction : public IMultiGradFunction {
public:
/**
Constructor from a IMultiGenFunction interface
*/
MultiNumGradFunction (const IMultiGenFunction & f) :
fFunc(&f),
fDim(f.NDim() ),
fOwner(false)
{}
/**
Constructor from a generic function (pointer or reference) and number of dimension
implementiong operator () (double * x)
*/
template<class FuncType>
MultiNumGradFunction (FuncType f, int n) :
fDim( n ),
fOwner(true)
{
// create a wrapped function
fFunc = new ROOT::Math::WrappedMultiFunction<FuncType> (f, n);
}
/**
Destructor (no operations)
*/
~MultiNumGradFunction () {
if (fOwner) delete fFunc;
}
// method inheritaed from IFunction interface
unsigned int NDim() const { return fDim; }
IMultiGenFunction * Clone() const {
if (!fOwner)
return new MultiNumGradFunction(*fFunc);
else {
// we need to copy the pointer to the wrapped function
MultiNumGradFunction * f = new MultiNumGradFunction(*(fFunc->Clone()) );
f->fOwner = true;
return f;
}
}
private:
double DoEval(const double * x) const {
return (*fFunc)(x);
}
// calculate derivative using mathcore derivator
double DoDerivative (const double * x, unsigned int icoord ) const {
static double kEps = 1.E-6;
static double kPrecision = 1.E-8; // sqrt(epsilon)
double x0 = x[icoord];
double step = std::max( kEps* std::abs(x0), 8.0*kPrecision*(std::abs(x0) + kPrecision) );
return ROOT::Math::Derivator::Eval(*fFunc, x, icoord, step);
}
// adapat internal function type to IMultiGenFunction needed by derivative calculation
const IMultiGenFunction * fFunc;
unsigned int fDim;
bool fOwner;
};
} // end namespace Math
} // end namespace ROOT
#endif /* ROOT_Math_NumGradFunction */
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