[root] View of /trunk/math/minuit2/inc/Minuit2/FCNGradAdapter.h

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Mon Sep 22 12:43:03 2008 UTC (6 years, 4 months ago) by moneta
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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

// @(#)root/minuit2:$Id$
// Author: L. Moneta    10/2006  

/**********************************************************************
 *                                                                    *
 * Copyright (c) 2006 ROOT Foundation,  CERN/PH-SFT                   *
 *                                                                    *
 **********************************************************************/

#ifndef ROOT_Minuit2_FCNGradAdapter
#define ROOT_Minuit2_FCNGradAdapter

#ifndef ROOT_Minuit2_FCNGradientBase
#include "Minuit2/FCNGradientBase.h"
#endif

//#define DEBUG
#ifdef DEBUG
#include <iostream> 
#endif

namespace ROOT {

   namespace Minuit2 {

/** 


template wrapped class for adapting to FCNBase signature a IGradFunction

@author Lorenzo Moneta

@ingroup Minuit

*/

template< class Function> 
class FCNGradAdapter : public FCNGradientBase {

public:

   FCNGradAdapter(const Function & f, double up = 1.) : 
      fFunc(f) , 
      fUp (up) , 
      fGrad(std::vector<double>(fFunc.NDim() ) ) 

   {}

   ~FCNGradAdapter() {}

  
   double operator()(const std::vector<double>& v) const { 
      return fFunc.operator()(&v[0]); 
   }
   double operator()(const double *  v) const { 
      return fFunc.operator()(v); 
   }

   double Up() const {return fUp;}
  
   std::vector<double> Gradient(const std::vector<double>& v) const { 
      fFunc.Gradient(&v[0], &fGrad[0]);

#ifdef DEBUG
      std::cout << " gradient in FCNAdapter = { " ;
      for (unsigned int i = 0; i < fGrad.size(); ++i) 
         std::cout << fGrad[i] << "\t";
      std::cout << "}" << std::endl;
#endif
      return fGrad; 
   }
   // forward interface
   //virtual double operator()(int npar, double* params,int iflag = 4) const;
   bool CheckGradient() const { return false; } 

private:
   const Function & fFunc; 
   double fUp; 
   mutable std::vector<double> fGrad; 
};

   } // end namespace Minuit2

} // end namespace ROOT



#endif //ROOT_Minuit2_FCNGradAdapter