TMinuitMinimizer class: ROOT::Math::Minimizer implementation based on TMinuit.
Definition at line 51 of file TMinuitMinimizer.h.
Public Member Functions | |
| TMinuitMinimizer (const char *type, unsigned int ndim=0) | |
| Constructor from a char * (used by PM). | |
| TMinuitMinimizer (ROOT::Minuit::EMinimizerType type=ROOT::Minuit::kMigrad, unsigned int ndim=0) | |
| Default constructor. | |
| ~TMinuitMinimizer () override | |
| Destructor (no operations). | |
| virtual void | Clear () |
| Reset for consecutive minimization - implement if needed. | |
| bool | Contour (unsigned int i, unsigned int j, unsigned int &npoints, double *xi, double *xj) override |
| find the contour points (xi,xj) of the function for parameter i and j around the minimum The contour will be find for value of the function = Min + ErrorUp(); | |
| 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 status of covariance matrix | |
| double | Edm () const override |
| return expected distance reached from the minimum | |
| double | ErrorDef () const |
| const double * | Errors () const override |
| return errors at the minimum | |
| bool | FixVariable (unsigned int) override |
| fix an existing variable | |
| bool | GetCovMatrix (double *cov) const override |
| Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero. | |
| bool | GetHessianMatrix (double *h) const override |
| 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. | |
| bool | GetMinosError (unsigned int i, double &errLow, double &errUp, int=0) override |
| minos error for variable i, return false if Minos failed | |
| bool | GetVariableSettings (unsigned int, ROOT::Fit::ParameterSettings &) const override |
| get variable settings in a variable object (like ROOT::Fit::ParamsSettings) | |
| std::vector< double > | GlobalCC () const override |
| global correlation coefficient for variable i | |
| bool | Hesse () override |
| perform a full calculation of the Hessian matrix for error calculation | |
| virtual TClass * | IsA () const |
| bool | IsFixedVariable (unsigned int) const override |
| 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 | |
| int | MinosStatus () const override |
| minos status code of last Minos run minos status = -1 : Minos is not run = 0 : last MINOS run was successful > 0 : some problems encountered when running 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. | |
| void | PrintResults () override |
| 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 | |
| bool | ReleaseVariable (unsigned int) override |
| release an existing variable | |
| bool | Scan (unsigned int i, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0) override |
| scan a parameter i around the minimum. | |
| 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. | |
| bool | SetDebug (bool on=true) |
| set debug mode. Return true if setting was successful | |
| 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 function to minimize | |
| virtual void | SetHessianFunction (std::function< bool(std::span< const double >, double *)>) |
| Set the function implementing Hessian computation (re-implemented by Minimizer using it). | |
| bool | SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double, double) override |
| set upper/lower limited variable (override if minimizer supports them ) | |
| bool | SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower) override |
| set lower limit variable (override if minimizer supports them ) | |
| 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. | |
| bool | SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper) override |
| set upper limit variable (override if minimizer supports them ) | |
| 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 ivar, const std::string &name, double val, double step) override |
| set free variable | |
| virtual bool | SetVariableInitialRange (unsigned int, double, double) |
| Set the initial range of an existing variable. | |
| bool | SetVariableLimits (unsigned int ivar, double lower, double upper) override |
| set the limits of an existing variable | |
| bool | SetVariableLowerLimit (unsigned int, double) override |
| set the lower-limit of an existing variable | |
| template<class VariableIterator> | |
| int | SetVariables (const VariableIterator &begin, const VariableIterator &end) |
| Add variables. | |
| bool | SetVariableStepSize (unsigned int, double) override |
| set the step size of an existing variable | |
| bool | SetVariableUpperLimit (unsigned int, double) override |
| set the upper-limit of an existing variable | |
| bool | SetVariableValue (unsigned int, double) override |
| set the value of an 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) |
| void | SuppressMinuitWarnings (bool nowarn=true) |
| suppress the minuit warnings (if called with false will enable them) By default they are suppressed only when the printlevel is <= 0 | |
| double | Tolerance () const |
| Absolute tolerance. | |
| int | VariableIndex (const std::string &name) const override |
| get index of variable given a variable given a name return always -1 . | |
| std::string | VariableName (unsigned int ivar) const override |
| return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const; | |
| 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 () |
| static bool | UseStaticMinuit (bool on=true) |
| static function to switch on/off usage of static global TMinuit instance (gMinuit) By default it is used (i.e. | |
Protected Member Functions | |
| bool | CheckMinuitInstance () const |
| check TMinuit instance | |
| bool | CheckVarIndex (unsigned int ivar) const |
| check parameter | |
| void | DoClear () |
| reset | |
| void | DoReleaseFixParameter (int ivar) |
| release a parameter that is fixed when it is redefined | |
| void | InitTMinuit (int ndim) |
| initialize the TMinuit instance | |
| void | RetrieveErrorMatrix () |
| retrieve error matrix from TMinuit | |
| void | RetrieveParams () |
| retrieve minimum parameters and errors from TMinuit | |
Static Protected Member Functions | |
| static void | Fcn (int &, double *, double &f, double *, int) |
| implementation of FCN for Minuit | |
| static void | FcnGrad (int &, double *g, double &f, double *, int) |
| implementation of FCN for Minuit when user provided gradient is used | |
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 |
| bool | fMinosRun |
| int | fMinosStatus = -1 |
| TMinuit * | fMinuit |
| std::vector< double > | fParams |
| ROOT::Minuit::EMinimizerType | fType |
| bool | fUsed |
Static Private Attributes | |
| static TMinuit * | fgMinuit = nullptr |
| static bool | fgUsed = false |
| static bool | fgUseStaticMinuit = true |
#include <TMinuitMinimizer.h>
| TMinuitMinimizer::TMinuitMinimizer | ( | ROOT::Minuit::EMinimizerType | type = ROOT::Minuit::kMigrad, |
| unsigned int | ndim = 0 ) |
Default constructor.
Definition at line 56 of file TMinuitMinimizer.cxx.
| TMinuitMinimizer::TMinuitMinimizer | ( | const char * | type, |
| unsigned int | ndim = 0 ) |
Constructor from a char * (used by PM).
Definition at line 72 of file TMinuitMinimizer.cxx.
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override |
Destructor (no operations).
Definition at line 100 of file TMinuitMinimizer.cxx.
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protected |
check TMinuit instance
Definition at line 289 of file TMinuitMinimizer.cxx.
check parameter
Definition at line 298 of file TMinuitMinimizer.cxx.
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static |
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inlinestaticconstexpr |
Definition at line 272 of file TMinuitMinimizer.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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overridevirtual |
find the contour points (xi,xj) of the function for parameter i and j around the minimum The contour will be find for value of the function = Min + ErrorUp();
Reimplemented from ROOT::Math::Minimizer.
Definition at line 893 of file TMinuitMinimizer.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 146 of file TMinuitMinimizer.h.
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overridevirtual |
return status of covariance matrix
Reimplemented from ROOT::Math::Minimizer.
Definition at line 720 of file TMinuitMinimizer.cxx.
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inlinestatic |
Definition at line 272 of file TMinuitMinimizer.h.
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reset
Definition at line 835 of file TMinuitMinimizer.cxx.
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release a parameter that is fixed when it is redefined
Definition at line 850 of file TMinuitMinimizer.cxx.
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return expected distance reached from the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 653 of file TMinuitMinimizer.cxx.
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inlineinherited |
Definition at line 334 of file Minimizer.h.
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return errors at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 140 of file TMinuitMinimizer.h.
implementation of FCN for Minuit
Definition at line 223 of file TMinuitMinimizer.cxx.
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staticprotected |
implementation of FCN for Minuit when user provided gradient is used
Definition at line 229 of file TMinuitMinimizer.cxx.
fix an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 387 of file TMinuitMinimizer.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 from ROOT::Math::Minimizer.
Definition at line 669 of file TMinuitMinimizer.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 from ROOT::Math::Minimizer.
Definition at line 681 of file TMinuitMinimizer.cxx.
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overridevirtual |
minos error for variable i, return false if Minos failed
Reimplemented from ROOT::Math::Minimizer.
Definition at line 755 of file TMinuitMinimizer.cxx.
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overridevirtual |
get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 410 of file TMinuitMinimizer.cxx.
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global correlation coefficient for variable i
Reimplemented from ROOT::Math::Minimizer.
Definition at line 733 of file TMinuitMinimizer.cxx.
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perform a full calculation of the Hessian matrix for error calculation
Reimplemented from ROOT::Math::Minimizer.
Definition at line 1013 of file TMinuitMinimizer.cxx.
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protected |
initialize the TMinuit instance
Definition at line 116 of file TMinuitMinimizer.cxx.
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inlinevirtual |
Definition at line 272 of file TMinuitMinimizer.h.
query if an existing variable is fixed (i.e.
considered constant in the minimization) note that by default all variables are not fixed
Reimplemented from ROOT::Math::Minimizer.
Definition at line 403 of file TMinuitMinimizer.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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return pointer to gradient values at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 123 of file TMinuitMinimizer.h.
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method to perform the minimization
Implements ROOT::Math::Minimizer.
Definition at line 439 of file TMinuitMinimizer.cxx.
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minos status code of last Minos run minos status = -1 : Minos is not run = 0 : last MINOS run was successful > 0 : some problems encountered when running MINOS
Reimplemented from ROOT::Math::Minimizer.
Definition at line 182 of file TMinuitMinimizer.h.
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return minimum function value
Implements ROOT::Math::Minimizer.
Definition at line 643 of file TMinuitMinimizer.cxx.
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overridevirtual |
number of function calls to reach the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 637 of file TMinuitMinimizer.cxx.
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this is <= Function().NDim() which is the total number of variables (free+ constrained ones)
Implements ROOT::Math::Minimizer.
Definition at line 130 of file TMinuitMinimizer.h.
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overridevirtual |
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 662 of file TMinuitMinimizer.cxx.
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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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overridevirtual |
Print the result according to set level (implemented for TMinuit for maintaining Minuit-style printing).
Reimplemented from ROOT::Math::Minimizer.
Definition at line 871 of file TMinuitMinimizer.cxx.
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inlineoverridevirtual |
minimizer provides error and error matrix
Reimplemented from ROOT::Math::Minimizer.
Definition at line 137 of file TMinuitMinimizer.h.
release an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 395 of file TMinuitMinimizer.cxx.
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retrieve error matrix from TMinuit
Definition at line 600 of file TMinuitMinimizer.cxx.
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retrieve minimum parameters and errors from TMinuit
Definition at line 586 of file TMinuitMinimizer.cxx.
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scan a parameter i around the minimum.
A minimization must have been done before, return false if it is not the case
Reimplemented from ROOT::Math::Minimizer.
Definition at line 941 of file TMinuitMinimizer.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.
set debug mode. Return true if setting was successful
Definition at line 1058 of file TMinuitMinimizer.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 308 of file TMinuitMinimizer.cxx.
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overridevirtual |
set the function to minimize
Implements ROOT::Math::Minimizer.
Definition at line 191 of file TMinuitMinimizer.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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overridevirtual |
set upper/lower limited variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 258 of file TMinuitMinimizer.cxx.
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overridevirtual |
set lower limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 274 of file TMinuitMinimizer.cxx.
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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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Set the tolerance.
Definition at line 354 of file Minimizer.h.
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overridevirtual |
set upper limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 281 of file TMinuitMinimizer.cxx.
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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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overridevirtual |
set free variable
Implements ROOT::Math::Minimizer.
Definition at line 242 of file TMinuitMinimizer.cxx.
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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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overridevirtual |
set the limits of an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 370 of file TMinuitMinimizer.cxx.
set the lower-limit of an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 357 of file TMinuitMinimizer.cxx.
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inlineinherited |
Add variables.
Definition at line 151 of file Minimizer.h.
set the step size of an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 341 of file TMinuitMinimizer.cxx.
set the upper-limit of an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 363 of file TMinuitMinimizer.cxx.
set the value of an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 327 of file TMinuitMinimizer.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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inline |
Definition at line 272 of file TMinuitMinimizer.h.
| void TMinuitMinimizer::SuppressMinuitWarnings | ( | bool | nowarn = true | ) |
suppress the minuit warnings (if called with false will enable them) By default they are suppressed only when the printlevel is <= 0
Definition at line 882 of file TMinuitMinimizer.cxx.
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inlineinherited |
Absolute tolerance.
Definition at line 317 of file Minimizer.h.
static function to switch on/off usage of static global TMinuit instance (gMinuit) By default it is used (i.e.
is on). Method returns the previous state
Definition at line 109 of file TMinuitMinimizer.cxx.
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overridevirtual |
get index of variable given a variable given a name return always -1 .
(It is Not implemented)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 433 of file TMinuitMinimizer.cxx.
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overridevirtual |
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;
get name of variables (override if minimizer support storing of variable names)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 426 of file TMinuitMinimizer.cxx.
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inlineoverridevirtual |
return pointer to X values at the minimum
Implements ROOT::Math::Minimizer.
Definition at line 120 of file TMinuitMinimizer.h.
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private |
Definition at line 262 of file TMinuitMinimizer.h.
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private |
Definition at line 258 of file TMinuitMinimizer.h.
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Definition at line 261 of file TMinuitMinimizer.h.
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staticprivate |
Definition at line 267 of file TMinuitMinimizer.h.
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staticprivate |
Definition at line 269 of file TMinuitMinimizer.h.
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staticprivate |
Definition at line 270 of file TMinuitMinimizer.h.
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Definition at line 257 of file TMinuitMinimizer.h.
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Definition at line 259 of file TMinuitMinimizer.h.
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private |
Definition at line 265 of file TMinuitMinimizer.h.
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protectedinherited |
minimizer options
Definition at line 387 of file Minimizer.h.
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private |
Definition at line 260 of file TMinuitMinimizer.h.
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protectedinherited |
status of minimizer
Definition at line 388 of file Minimizer.h.
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private |
Definition at line 264 of file TMinuitMinimizer.h.
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Definition at line 256 of file TMinuitMinimizer.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.