FumiliBuilder.h

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// @(#)root/minuit2:$Id$
// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005
 
/**********************************************************************
 *                                                                    *
 * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
 *                                                                    *
 **********************************************************************/
 
#ifndef ROOT_Minuit2_FumiliBuilder
#define ROOT_Minuit2_FumiliBuilder
 
#include "Minuit2/MinimumBuilder.h"
#include "Minuit2/VariableMetricEDMEstimator.h"
#include "Minuit2/FumiliErrorUpdator.h"
#include "Minuit2/FunctionMinimum.h"
 
#include <vector>
 
namespace ROOT {
 
namespace Minuit2 {
 
class MnFcn;
 
/**
 
Builds the FunctionMinimum using the Fumili method.
 
@author Andras Zsenei, Creation date: 29 Sep 2004
 
@see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function minimization,
section 5
 
@ingroup Minuit
 
\todo the role of the strategy in Fumili
 
*/
 
class FumiliBuilder : public MinimumBuilder {
 
public:
 
   enum FumiliMethodType { kLineSearch = 0, kTrustRegion = 1, kTrustRegionScaled = 2};
 
   void SetMethod(FumiliMethodType type) { fMethodType = type;}
 
   /**
 
   Class the member function calculating the Minimum and verifies the result
   depending on the strategy.
 
   @param fMnFcn the function to be minimized.
 
   @param fGradienCalculator not used in Fumili.
 
   @param fMinimumSeed the seed generator.
 
   @param fMnStrategy the strategy describing the number of function calls
   allowed for Gradient calculations.
 
   @param maxfcn maximum number of function calls after which the calculation
   will be stopped even if it has not yet converged.
 
   @param edmval expected vertical distance to the Minimum.
 
   @return Returns the function Minimum found.
 
 
   \todo Complete the documentation by understanding what is the reason to
   have two Minimum methods.
 
   */
 
   FunctionMinimum Minimum(const MnFcn &fMnFcn, const GradientCalculator &fGradienCalculator,
                                   const MinimumSeed &fMinimumSeed, const MnStrategy &fMnStrategy, unsigned int maxfcn,
                                   double edmval) const override;
 
   /**
 
   Calculates the Minimum based on the Fumili method
 
   @param fMnFcn the function to be minimized.
 
   @param fGradienCalculator not used in Fumili
 
   @param fMinimumSeed the seed generator.
 
   @param states vector containing the state result of each iteration
 
   @param maxfcn maximum number of function calls after which the calculation
   will be stopped even if it has not yet converged.
 
   @param edmval expected vertical distance to the Minimum
 
   @return Returns the function Minimum found.
 
   @see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function
   minimization, section 5
 
 
   \todo some nice Latex based formula here...
 
   */
 
   FunctionMinimum Minimum(const MnFcn &fMnFcn, const GradientCalculator &fGradienCalculator,
                           const MinimumSeed &fMinimumSeed, std::vector<MinimumState> &states, unsigned int maxfcn,
                           double edmval) const;
 
   /**
 
   Accessor to the EDM (expected vertical distance to the Minimum) estimator.
 
   @return The EDM estimator used in the builder.
 
   \todo Maybe a little explanation concerning EDM in all relevant classes.
 
   */
 
   const VariableMetricEDMEstimator &Estimator() const { return fEstimator; }
 
   /**
 
   Accessor to the Error updator of the builder.
 
   @return The FumiliErrorUpdator used by the FumiliBuilder.
 
   */
 
   const FumiliErrorUpdator &ErrorUpdator() const { return fErrorUpdator; }
 
private:
   VariableMetricEDMEstimator fEstimator;
   FumiliErrorUpdator fErrorUpdator;
   FumiliMethodType fMethodType = kTrustRegion;   // use Trust region as default method
};
 
} // namespace Minuit2
 
} // namespace ROOT
 
#endif // ROOT_Minuit2_FumiliBuilder