[root] Log of /trunk/math/mathmore/src/GSLNLSMinimizer.cxx

Revision 25486 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Sep 22 12:43:03 2008 UTC (6 years, 4 months ago) by moneta
File length: 7316 byte(s)
Diff to previous 23619

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

Revision 23619 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed Apr 30 15:25:15 2008 UTC (6 years, 8 months ago) by moneta
File length: 6876 byte(s)
Diff to previous 22885

- port mathmore changes of dev brunch done by David

- improve tests to correctly return a status 
- some clean up of minimizer classes (use directly ROOT::Math::IMultiGenFunction and ROOT::Math::IMultiGradFunction instead of typedef's)

Revision 22885 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Mar 28 13:57:25 2008 UTC (6 years, 9 months ago) by rdm
File length: 6867 byte(s)
Diff to previous 20882

move the following directories under the new "math" meta directory:
   mathcore
   mathmore
   fftw
   foam
   fumili
   genvector
   matrix
   minuit
   minuit2
   mlp
   physics
   smatrix
   splot
   unuran
   quadp

Revision 20882 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Nov 19 11:31:26 2007 UTC (7 years, 2 months ago) by rdm
Original Path: trunk/mathmore/src/GSLNLSMinimizer.cxx
File length: 6867 byte(s)
Diff to previous 20232

Set property svn:eol-style LF on all source and Makefiles. This should avoid
problems with Win32 line endings ending up in the repository. All MS tools
support LF eols fine.

Revision 20232 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Oct 5 15:28:46 2007 UTC (7 years, 3 months ago) by moneta
Original Path: trunk/mathmore/src/GSLNLSMinimizer.cxx
File length: 6867 byte(s)
Copied from: branches/dev/mathDev/mathmore/src/GSLNLSMinimizer.cxx revision 20231
Diff to previous 20065

- port latest changes (forgot in previous commit) in mathcore 
- update doc for groups and smatrix page
- changes in MathMore : 
     - add GSL MC integration
     - add GSL Multi-dim minimization, non linear fitting and simulated annealing
     - remove cdf (are in mathcore) now 
     - update doc for groups and mathmore page

Revision 20063 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Sep 24 13:16:14 2007 UTC (7 years, 4 months ago) by moneta
Original Path: branches/dev/mathDev/mathmore/src/GSLNLSMinimizer.cxx
File length: 6930 byte(s)
Diff to previous 19998

- fix tolerance in Minos and add some optionally debug statements
- fix a problem in the VariableMetricBuilder when the gradient is zero
- fix SVN Id (first line) for the new files

Revision 19998 - (view) (download) (as text) (annotate) - [select for diffs]
Added Fri Sep 21 16:16:53 2007 UTC (7 years, 4 months ago) by moneta
Original Path: branches/dev/mathDev/mathmore/src/GSLNLSMinimizer.cxx
File length: 6930 byte(s)

add in branch new GSL minimization files + required interfaces

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