[root] Log of /trunk/math/minuit/inc/TMinuitMinimizer.h

Revision 48271 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Jan 11 16:38:47 2013 UTC (2 years ago) by moneta
File length: 9883 byte(s)
Diff to previous 46495

fix in RooMinimizer the setting of limits on parameters in case of half-intervals [a, +INF] or [ -INF,b]
The parameters were in that case considered free or in same case (when calling minimize() a second time) set with lower=upper limit = 0  which was causing an assert in Minuit2

In case of TMinuit, half-intervals are not supported by transpormations, use then a large lower/upper bound value (not too large 
to avoid an error inside TMinuit)

Revision 46495 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Oct 12 14:04:24 2012 UTC (2 years, 3 months ago) by moneta
File length: 9902 byte(s)
Diff to previous 43086

Improve Minimizer class by adding some additional methods to set variable properties and query them

Factorize out common functionality of GSLMinimizer class in a new common abstract class (BasicMinimizer) which can be re-used for 
new minimizer implementations

Fix some problems discovered with GSLSimAnMinimizer

Revision 40564 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Aug 11 16:28:02 2011 UTC (3 years, 5 months ago) by moneta
File length: 8683 byte(s)
Diff to previous 39420

suppress warning also when setting  the parameters and printLevel=-1

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Modified Thu May 26 15:00:28 2011 UTC (3 years, 7 months ago) by moneta
File length: 8489 byte(s)
Diff to previous 35643

- impelment also for TMinuitMinimizer new methods for retrieving full cov matrix and hessian matrix (needed for weight correction)

- HFitImpl: When using weighted fit print the FitResult instead of using TMinuit print since the TMinuit one will not be corrected for the weights. 
 Do the same in case of chi2 fits without errors (TGraph)

Revision 35643 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Sep 23 12:48:32 2010 UTC (4 years, 4 months ago) by moneta
File length: 7632 byte(s)
Diff to previous 32479

fix a conflict between using at the same time TFitter (and TMinuit) and TMinuitMinimizer (i.e.  when doing TH1::Fit)

- by default TMinuitMinimizer uses global instance of TMinuit (gMinuit). Add a check now if this has been deleted or if it has been re-created outside

- when fitting with TH1::Fit delete the TBackCompFitter object only if it has been created before from a previos TH1::Fit. This avoids deleting an external TMinuit instance

This patch should fix https://savannah.cern.ch/bugs/index.php?72909

Revision 32479 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Mar 5 14:31:15 2010 UTC (4 years, 10 months ago) by moneta
File length: 7201 byte(s)
Diff to previous 31604

- when re-defined a parameters be sure to release it if needed
 This fixes (for Minuit and Minuit2) the problem  reported in http://root.cern.ch/phpBB2/viewtopic.php?t=9947

Revision 31604 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Dec 7 19:04:33 2009 UTC (5 years, 1 month ago) by moneta
File length: 7095 byte(s)
Diff to previous 31181

- fix a problem returning the covariance matrix when fit failed. Now all minimizer implements CovMatrixStatus() when they calculate the covariance matrix. Add in FitResult method to return covariance matrix status 
- Add a flag in interface of Minimizer::GetMinosError to do separatly positive or negative errors 
- fix usage of  default minimizer from what is defined in etc/system.rootrc

- improve comment in TH1::Fit and TGraph::Fit for usage of TFitResultPtr

Revision 31181 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Nov 16 11:00:58 2009 UTC (5 years, 2 months ago) by moneta
File length: 7086 byte(s)
Diff to previous 28946

merge from  https://root.cern.ch/svn/root/branches/dev/mathDev/math/minuit  up to revision 31170 

- TMinuit.cxx: fix the printout when using SCAN
- TMinuitMinimizer:    
     implement the SetPrecision using SET EPS in Minuit
     implement method to retrieve the parameter name
 
- TLinearMinimizer: fix some error messages

Revision 28946 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Jun 11 15:39:14 2009 UTC (5 years, 7 months ago) by moneta
File length: 6764 byte(s)
Diff to previous 28592

merge changes fromdevelopment branch for 
 mathcore,  minuit, minuit2

Mathcore: 
 -    improve Fitter class by adding methods for calculating errors
	after fitting
 - add support in configuration to specify parameters on which Minos must be run
 - fix some bugs found by Alfio in FitResult when running Minos
 - store in the resul a map for the parameter index and minos errors 

- add Hess() method to Minimizer to calculate the full covariance matrix
  (implemented using Minuit and Minuit2)

- add in MInimizer method to retrieve the status of covariance matrix (for Minuit and Minuit2)

Minuit2: 
  - set tolerance for contours to 0.01
  - apply changes in MinuitMinimizer required by base class 
  - remove some assert when defining the parameters 

Minuit: 
  - various improvements, thanks to Alfio
  - add SEEK as new method

Integrator: 
  use const reference in the template methods instead of passing the function object 
by value

Revision 28592 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed May 13 09:37:39 2009 UTC (5 years, 8 months ago) by moneta
File length: 6354 byte(s)
Diff to previous 26866

- apply various small improvement to minimizer classes, in particular: 

  - implement NCalls() for TMinuit (thanks to Alfio) and fix cases when SetFunction has not been called
  - when calling SetLimitedVariables on minimizer who do not support bounds return false instead of 
   setting unbound variables 
  - improve handling of errors for GSLMinimizer
    (see http://root.cern.ch/phpBB2/viewtopic.php?t=8492 )

Revision 26866 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Dec 12 10:50:07 2008 UTC (6 years, 1 month ago) by moneta
File length: 6368 byte(s)
Diff to previous 26415

import lates changes from math development branch 
(from rev 26842) 

The main changes are: 
- add support for drawing Scan and Contour plot from FitPanel
- improve Minimizer interface by adding methods for contours and scan.  
  implement them using Minuit  and Minuit2

Mathcore: 
- improve Fitter class
  mantain now after fitting a reference to the Minimizer and Objective funciton which can be used later for performing the contour and scans      
  - avoid a copy of FitResult class 
 - add new methods in Minimizer for re-setting the variable values 
 - fix the bin fitting using the bin function integral in combination with the gradient or with Fumili 
 - add dictionary for Fit method functions 


Minuit2: 
 remove limit on number of scan points 
 implement scan and contour in Minuit2Minimizer

Minuit
 implement scan and contour in TMinuitMinimizer

SMatrix: 

 Change implementation of SMatrix::Invert (and Inverse) to use the 
 direct Cramer method only for 2x2 (not up to 5x5)
 Add SMatrix::InvertFast using Cramer method up to 5x5 
 (this is having now same behavior as before)

hist: 
 TBackCompFitter: 
 improve class due to change in Fitter. Use now the minimizer reference and 
 there is no need to re-create it
  Add interface for scan and contour in TBackCompFitter
 Add methods to retrieve FitResult and FitConfig

mathmore
 fix a memory leak
 implement changes in Minimizer 

fitpanel
 new dialog for the advanced drawing option with two tabs one for 
 drawing contour the other for drawing scan plots
  fixed some meory leaks and other small problems

Revision 26415 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Nov 24 15:22:41 2008 UTC (6 years, 2 months ago) by moneta
File length: 5707 byte(s)
Diff to previous 25501

fix a problem in re-using Minuit when fitting. Now a reset in TMinuit is done before setting again the parameters
Add support for SCAN as an algorithm of TMinuitMinimizer  (now it works also from the FitPanel)

from David: fix a bug in the copy constructor of TProfile3D

Revision 25501 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Sep 22 20:55:57 2008 UTC (6 years, 4 months ago) by moneta
File length: 5605 byte(s)
Diff to previous 23623

- fix a problem in using gMinuit after having called TH1::Fit. Now in the class TMinuitMinimizer a static TMinuit is not deleted and the static instance is used. 
- for Minuit provide printing of results in the old way
- use MinimizerOptions class for default parameter of TVirtualFitter

Revision 23623 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed Apr 30 16:13:06 2008 UTC (6 years, 8 months ago) by moneta
File length: 5524 byte(s)
Diff to previous 22885

- sync changes of David from dev. branch

 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: 5522 byte(s)
Diff to previous 22564

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 22564 - (view) (download) (as text) (annotate) - [select for diffs]
Added Mon Mar 10 14:01:37 2008 UTC (6 years, 10 months ago) by moneta
Original Path: trunk/minuit/inc/TMinuitMinimizer.h
File length: 5522 byte(s)

- fix coding convention violations (mainly change name of RootFinder enumeration)
- fix warning observed on the Windows nightly (avid generating the dictionary for fit method functions for all platforms, it is not needed) 
- add implementation of  Minimizer interface using TMinuit and the linear fitter
- add method SetBasisFunctions in TLinearFitter class to set the linear terms  
- add some optimization of wrapped functions and improve doc

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