TLinearMinimizer class: minimizer implementation based on TMinuit.
TLinearMinimizer, simple class implementing the ROOT::Math::Minimizer interface usingTLinearFitter. This class uses TLinearFitter to find directly (by solving a system of linear equations) the minimum of a least-square function which has a linear dependence in the fit parameters. This class is not used directly, but via the ROOT::Fitter class, when calling the LinearFit method. It is instantiates using the plug-in manager (plug-in name is "Linear").
Definition at line 31 of file TLinearMinimizer.h.
Public Member Functions | |
| TLinearMinimizer (const char *type) | |
| Constructor from a char * (used by PM). | |
| TLinearMinimizer (int type=0) | |
| Default constructor. | |
| ~TLinearMinimizer () override | |
| Destructor (no operations). | |
| virtual void | Clear () |
| Reset for consecutive minimization - implement if needed. | |
| virtual bool | Contour (unsigned int ivar, unsigned int jvar, unsigned int &npoints, double *xi, double *xj) |
| Find the contour points (xi, xj) of the function for parameter ivar and jvar around the minimum. | |
| virtual double | Correlation (unsigned int i, unsigned int j) const |
| double | CovMatrix (unsigned int i, unsigned int j) const override |
| return covariance matrices elements if the variable is fixed the matrix is zero The ordering of the variables is the same as in errors | |
| int | CovMatrixStatus () const override |
| return covariance matrix status | |
| double | Edm () const override |
| return expected distance reached from the minimum | |
| double | ErrorDef () const |
| const double * | Errors () const override |
| return errors at the minimum | |
| virtual bool | FixVariable (unsigned int ivar) |
| Fix an existing variable. | |
| virtual bool | GetCovMatrix (double *covMat) const |
| Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero. | |
| virtual bool | GetHessianMatrix (double *hMat) const |
| Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second derivatives and is the inverse of the covariance matrix If the variable is fixed or const the values for that variables are zero. | |
| virtual bool | GetMinosError (unsigned int ivar, double &errLow, double &errUp, int option=0) |
| Minos error for variable i, return false if Minos failed or not supported and the lower and upper errors are returned in errLow and errUp An extra flag specifies if only the lower (option=-1) or the upper (option=+1) error calculation is run. | |
| virtual bool | GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &pars) const |
| Get variable settings in a variable object (like ROOT::Fit::ParamsSettings). | |
| virtual std::vector< double > | GlobalCC () const |
| virtual bool | Hesse () |
| Perform a full calculation of the Hessian matrix for error calculation. | |
| virtual TClass * | IsA () const |
| virtual bool | IsFixedVariable (unsigned int ivar) const |
| Query if an existing variable is fixed (i.e. | |
| bool | IsValidError () const |
| unsigned int | MaxFunctionCalls () const |
| Max number of function calls. | |
| unsigned int | MaxIterations () const |
| Max iterations. | |
| const double * | MinGradient () const override |
| return pointer to gradient values at the minimum | |
| bool | Minimize () override |
| method to perform the minimization | |
| virtual int | MinosStatus () const |
| Status code of Minos (to be re-implemented by the minimizers supporting Minos). | |
| double | MinValue () const override |
| return minimum function value | |
| unsigned int | NCalls () const override |
| number of function calls to reach the minimum | |
| unsigned int | NDim () const override |
| this is <= Function().NDim() which is the total number of variables (free+ constrained ones) | |
| unsigned int | NFree () const override |
| number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total | |
| virtual unsigned int | NIterations () const |
| Number of iterations to reach the minimum. | |
| virtual MinimizerOptions | Options () const |
| Retrieve the minimizer options (implement derived class if needed). | |
| double | Precision () const |
| Precision of minimizer in the evaluation of the objective function. | |
| int | PrintLevel () const |
| Set print level. | |
| virtual void | PrintResults () |
| Print the result according to set level (implemented for TMinuit for maintaining Minuit-style printing). | |
| bool | ProvidesError () const override |
| minimizer provides error and error matrix | |
| virtual bool | ReleaseVariable (unsigned int ivar) |
| Release an existing variable. | |
| virtual bool | Scan (unsigned int ivar, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0) |
| Scan function minimum for variable i. | |
| virtual bool | SetCovariance (std::span< const double > cov, unsigned int nrow) |
| Set initial covariance matrix. | |
| virtual bool | SetCovarianceDiag (std::span< const double > d2, unsigned int n) |
| Set initial second derivatives. | |
| void | SetDefaultOptions () |
| Reset the default options (defined in MinimizerOptions). | |
| void | SetErrorDef (double up) |
| Set scale for calculating the errors. | |
| void | SetExtraOptions (const IOptions &extraOptions) |
| Set only the extra options. | |
| bool | SetFixedVariable (unsigned int, const std::string &, double) override |
| set fixed variable (override if minimizer supports them ) | |
| void | SetFunction (const ROOT::Math::IMultiGenFunction &func) override |
| set the fit model function | |
| virtual void | SetHessianFunction (std::function< bool(std::span< const double >, double *)>) |
| Set the function implementing Hessian computation (re-implemented by Minimizer using it). | |
| virtual bool | SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower, double upper) |
| Set a new upper/lower limited variable (override if minimizer supports them) otherwise as default set an unlimited variable (i.e. | |
| virtual bool | SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower) |
| Set a new lower limit variable (override if minimizer supports them), leave upper bound unlimited. | |
| void | SetMaxFunctionCalls (unsigned int maxfcn) |
| Set maximum of function calls. | |
| void | SetMaxIterations (unsigned int maxiter) |
| Set maximum iterations (one iteration can have many function calls). | |
| void | SetOptions (const MinimizerOptions &opt) |
| Set all options in one go. | |
| void | SetPrecision (double prec) |
| Set in the minimizer the objective function evaluation precision. | |
| void | SetPrintLevel (int level) |
| Set print level. | |
| void | SetStrategy (int strategyLevel) |
| Set the strategy. | |
| void | SetTolerance (double tol) |
| Set the tolerance. | |
| virtual bool | SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper) |
| Set a new upper limit variable (override if minimizer supports them), leave lower bound unlimited. | |
| void | SetValidError (bool on) |
| Flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit). | |
| bool | SetVariable (unsigned int, const std::string &, double, double) override |
| set free variable (dummy impl. since there is no need to set variables in the Linear Fitter) | |
| virtual bool | SetVariableInitialRange (unsigned int, double, double) |
| Set the initial range of an existing variable. | |
| virtual bool | SetVariableLimits (unsigned int ivar, double lower, double upper) |
| Set the limits of an already existing variable. | |
| virtual bool | SetVariableLowerLimit (unsigned int ivar, double lower) |
| Set the lower-limit of an already existing variable. | |
| template<class VariableIterator> | |
| int | SetVariables (const VariableIterator &begin, const VariableIterator &end) |
| Add variables. | |
| virtual bool | SetVariableStepSize (unsigned int ivar, double value) |
| Set the step size of an already existing variable. | |
| virtual bool | SetVariableUpperLimit (unsigned int ivar, double upper) |
| Set the upper-limit of an already existing variable. | |
| virtual bool | SetVariableValue (unsigned int ivar, double value) |
| Set the value of an already existing variable. | |
| virtual bool | SetVariableValues (const double *x) |
| Set the values of all existing variables (array must be dimensioned to the size of the existing parameters). | |
| int | Status () const |
| Status code of minimizer. | |
| int | Strategy () const |
| Strategy. | |
| virtual void | Streamer (TBuffer &) |
| void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) |
| double | Tolerance () const |
| Absolute tolerance. | |
| virtual int | VariableIndex (const std::string &name) const |
| Get index of variable given a variable given a name. | |
| virtual std::string | VariableName (unsigned int ivar) const |
| Get name of variables (override if minimizer support storing of variable names). | |
| const double * | X () const override |
| return pointer to X values at the minimum | |
Static Public Member Functions | |
| static TClass * | Class () |
| static const char * | Class_Name () |
| static constexpr Version_t | Class_Version () |
| static const char * | DeclFileName () |
Protected Attributes | |
| MinimizerOptions | fOptions |
| minimizer options | |
| int | fStatus = -1 |
| status of minimizer | |
| bool | fValidError = false |
| flag to control if errors have been validated (Hesse has been run in case of Minuit) | |
Private Attributes | |
| std::vector< double > | fCovar |
| unsigned int | fDim |
| std::vector< double > | fErrors |
| TLinearFitter * | fFitter |
| double | fMinVal |
| unsigned int | fNFree |
| const ROOT::Math::IMultiGradFunction * | fObjFunc |
| std::vector< double > | fParams |
| bool | fRobust |
| return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const; | |
#include <TLinearMinimizer.h>
| TLinearMinimizer::TLinearMinimizer | ( | int | type = 0 | ) |
Default constructor.
Definition at line 69 of file TLinearMinimizer.cxx.
| TLinearMinimizer::TLinearMinimizer | ( | const char * | type | ) |
Constructor from a char * (used by PM).
Definition at line 81 of file TLinearMinimizer.cxx.
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override |
Destructor (no operations).
Definition at line 99 of file TLinearMinimizer.cxx.
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static |
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static |
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inlinestaticconstexpr |
Definition at line 126 of file TLinearMinimizer.h.
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inlinevirtualinherited |
Reset for consecutive minimization - implement if needed.
Reimplemented in ROOT::Math::GeneticMinimizer, and ROOT::Minuit2::Minuit2Minimizer.
Definition at line 141 of file Minimizer.h.
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virtualinherited |
Find the contour points (xi, xj) of the function for parameter ivar and jvar around the minimum.
The contour will be find for value of the function = Min + ErrorUp();
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 219 of file Minimizer.cxx.
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inlinevirtualinherited |
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 281 of file Minimizer.h.
return covariance matrices elements if the variable is fixed the matrix is zero The ordering of the variables is the same as in errors
Reimplemented from ROOT::Math::Minimizer.
Definition at line 95 of file TLinearMinimizer.h.
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inlineoverridevirtual |
return covariance matrix status
Reimplemented from ROOT::Math::Minimizer.
Definition at line 100 of file TLinearMinimizer.h.
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inlinestatic |
Definition at line 126 of file TLinearMinimizer.h.
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inlineoverridevirtual |
return expected distance reached from the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 66 of file TLinearMinimizer.h.
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inlineinherited |
Definition at line 334 of file Minimizer.h.
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inlineoverridevirtual |
return errors at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 89 of file TLinearMinimizer.h.
Fix an existing variable.
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 95 of file Minimizer.cxx.
Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero.
The array will be filled as cov[i *ndim + j] The ordering of the variables is the same as in errors and parameter value. This is different from the direct interface of Minuit2 or TMinuit where the values were obtained only to variable parameters
Reimplemented in ROOT::Math::RMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 144 of file Minimizer.cxx.
Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second derivatives and is the inverse of the covariance matrix If the variable is fixed or const the values for that variables are zero.
The array will be filled as h[i *ndim + j]
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 157 of file Minimizer.cxx.
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virtualinherited |
Minos error for variable i, return false if Minos failed or not supported and the lower and upper errors are returned in errLow and errUp An extra flag specifies if only the lower (option=-1) or the upper (option=+1) error calculation is run.
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 180 of file Minimizer.cxx.
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virtualinherited |
Get variable settings in a variable object (like ROOT::Fit::ParamsSettings).
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 117 of file Minimizer.cxx.
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virtualinherited |
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 170 of file Minimizer.cxx.
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virtualinherited |
Perform a full calculation of the Hessian matrix for error calculation.
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 193 of file Minimizer.cxx.
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inlinevirtual |
Definition at line 126 of file TLinearMinimizer.h.
Query if an existing variable is fixed (i.e.
considered constant in the minimization).
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 110 of file Minimizer.cxx.
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inlineinherited |
Definition at line 337 of file Minimizer.h.
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inlineinherited |
Max number of function calls.
Definition at line 311 of file Minimizer.h.
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inlineinherited |
Max iterations.
Definition at line 314 of file Minimizer.h.
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inlineoverridevirtual |
return pointer to gradient values at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 72 of file TLinearMinimizer.h.
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overridevirtual |
method to perform the minimization
Implements ROOT::Math::Minimizer.
Definition at line 196 of file TLinearMinimizer.cxx.
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inlinevirtualinherited |
Status code of Minos (to be re-implemented by the minimizers supporting Minos).
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 330 of file Minimizer.h.
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inlineoverridevirtual |
return minimum function value
Implements ROOT::Math::Minimizer.
Definition at line 63 of file TLinearMinimizer.h.
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inlineoverridevirtual |
number of function calls to reach the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 75 of file TLinearMinimizer.h.
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inlineoverridevirtual |
this is <= Function().NDim() which is the total number of variables (free+ constrained ones)
Implements ROOT::Math::Minimizer.
Definition at line 79 of file TLinearMinimizer.h.
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inlineoverridevirtual |
number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total
Reimplemented from ROOT::Math::Minimizer.
Definition at line 83 of file TLinearMinimizer.h.
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inlinevirtualinherited |
Number of iterations to reach the minimum.
Definition at line 248 of file Minimizer.h.
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inlinevirtualinherited |
Retrieve the minimizer options (implement derived class if needed).
Reimplemented in ROOT::Math::GeneticMinimizer.
Definition at line 340 of file Minimizer.h.
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inlineinherited |
Precision of minimizer in the evaluation of the objective function.
(a value <=0 corresponds to the let the minimizer choose its default one)
Definition at line 321 of file Minimizer.h.
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inlineinherited |
Set print level.
Definition at line 308 of file Minimizer.h.
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inlinevirtualinherited |
Print the result according to set level (implemented for TMinuit for maintaining Minuit-style printing).
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 299 of file Minimizer.h.
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inlineoverridevirtual |
minimizer provides error and error matrix
Reimplemented from ROOT::Math::Minimizer.
Definition at line 86 of file TLinearMinimizer.h.
Release an existing variable.
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 102 of file Minimizer.cxx.
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virtualinherited |
Scan function minimum for variable i.
Variable and function must be set before using Scan.
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 203 of file Minimizer.cxx.
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virtualinherited |
Set initial covariance matrix.
Set initial values for covariance/error matrix.
The covariance matrix must be provided in compressed form (row-major ordered upper traingular part)
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 26 of file Minimizer.cxx.
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virtualinherited |
Set initial second derivatives.
set initial second derivatives
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 15 of file Minimizer.cxx.
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inlineinherited |
Reset the default options (defined in MinimizerOptions).
Definition at line 378 of file Minimizer.h.
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inlineinherited |
Set scale for calculating the errors.
Definition at line 364 of file Minimizer.h.
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inlineinherited |
Set only the extra options.
Definition at line 375 of file Minimizer.h.
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overridevirtual |
set fixed variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 189 of file TLinearMinimizer.cxx.
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overridevirtual |
set the fit model function
Implements ROOT::Math::Minimizer.
Definition at line 105 of file TLinearMinimizer.cxx.
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inlinevirtualinherited |
Set the function implementing Hessian computation (re-implemented by Minimizer using it).
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 147 of file Minimizer.h.
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virtualinherited |
Set a new upper/lower limited variable (override if minimizer supports them) otherwise as default set an unlimited variable (i.e.
the lower and upper bounds will be ignored).
| ivar | the index of this variable in the array |
| name | the variable name |
| val | the value |
| step | the step size |
| lower | the lower bound |
| upper | this upper bound |
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Math::GeneticMinimizer, ROOT::Minuit2::Minuit2Minimizer, TFumiliMinimizer, and TMinuitMinimizer.
Definition at line 42 of file Minimizer.cxx.
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inlinevirtualinherited |
Set a new lower limit variable (override if minimizer supports them), leave upper bound unlimited.
| ivar | the index of this variable in the array |
| name | the variable name |
| val | the value |
| step | the step size |
| lower | the lower bound |
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 186 of file Minimizer.h.
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inlineinherited |
Set maximum of function calls.
Definition at line 348 of file Minimizer.h.
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inlineinherited |
Set maximum iterations (one iteration can have many function calls).
Definition at line 351 of file Minimizer.h.
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inlineinherited |
Set all options in one go.
Definition at line 370 of file Minimizer.h.
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inlineinherited |
Set in the minimizer the objective function evaluation precision.
(a value <=0 means the minimizer will choose its optimal value automatically, i.e. default case)
Definition at line 358 of file Minimizer.h.
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inlineinherited |
Set print level.
Definition at line 345 of file Minimizer.h.
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inlineinherited |
Set the strategy.
Definition at line 361 of file Minimizer.h.
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inlineinherited |
Set the tolerance.
Definition at line 354 of file Minimizer.h.
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inlinevirtualinherited |
Set a new upper limit variable (override if minimizer supports them), leave lower bound unlimited.
| ivar | the index of this variable in the array |
| name | the variable name |
| val | the value |
| step | the step size |
| upper | the upper bound |
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 196 of file Minimizer.h.
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inlineinherited |
Flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit).
Definition at line 367 of file Minimizer.h.
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inlineoverridevirtual |
set free variable (dummy impl. since there is no need to set variables in the Linear Fitter)
Implements ROOT::Math::Minimizer.
Definition at line 54 of file TLinearMinimizer.h.
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inlinevirtualinherited |
Set the initial range of an existing variable.
Definition at line 225 of file Minimizer.h.
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inlinevirtualinherited |
Set the limits of an already existing variable.
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 216 of file Minimizer.h.
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virtualinherited |
Set the lower-limit of an already existing variable.
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 78 of file Minimizer.cxx.
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inlineinherited |
Add variables.
Definition at line 151 of file Minimizer.h.
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virtualinherited |
Set the step size of an already existing variable.
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 70 of file Minimizer.cxx.
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virtualinherited |
Set the upper-limit of an already existing variable.
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 86 of file Minimizer.cxx.
Set the value of an already existing variable.
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, TFumiliMinimizer, and TMinuitMinimizer.
Definition at line 61 of file Minimizer.cxx.
Set the values of all existing variables (array must be dimensioned to the size of the existing parameters).
Reimplemented in ROOT::Math::BasicMinimizer, and ROOT::Minuit2::Minuit2Minimizer.
Definition at line 204 of file Minimizer.h.
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inlineinherited |
Status code of minimizer.
Definition at line 327 of file Minimizer.h.
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inlineinherited |
Strategy.
Definition at line 324 of file Minimizer.h.
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virtual |
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inline |
Definition at line 126 of file TLinearMinimizer.h.
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inlineinherited |
Absolute tolerance.
Definition at line 317 of file Minimizer.h.
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virtualinherited |
Get index of variable given a variable given a name.
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 240 of file Minimizer.cxx.
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virtualinherited |
Get name of variables (override if minimizer support storing of variable names).
Reimplemented in ROOT::Math::BasicMinimizer, ROOT::Minuit2::Minuit2Minimizer, and TMinuitMinimizer.
Definition at line 232 of file Minimizer.cxx.
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inlineoverridevirtual |
return pointer to X values at the minimum
Implements ROOT::Math::Minimizer.
Definition at line 69 of file TLinearMinimizer.h.
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private |
Definition at line 121 of file TLinearMinimizer.h.
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private |
Definition at line 116 of file TLinearMinimizer.h.
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private |
Definition at line 120 of file TLinearMinimizer.h.
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private |
Definition at line 124 of file TLinearMinimizer.h.
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private |
Definition at line 118 of file TLinearMinimizer.h.
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private |
Definition at line 117 of file TLinearMinimizer.h.
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private |
Definition at line 123 of file TLinearMinimizer.h.
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protectedinherited |
minimizer options
Definition at line 387 of file Minimizer.h.
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private |
Definition at line 119 of file TLinearMinimizer.h.
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private |
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;
Definition at line 115 of file TLinearMinimizer.h.
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protectedinherited |
status of minimizer
Definition at line 388 of file Minimizer.h.
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protectedinherited |
flag to control if errors have been validated (Hesse has been run in case of Minuit)
Definition at line 386 of file Minimizer.h.