MinimumError.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_MinimumError
#define ROOT_Minuit2_MinimumError
 
#include "Minuit2/MnConfig.h"
#include "Minuit2/MnMatrix.h"
#include "Minuit2/MnPrint.h"
#include "Minuit2/LaSum.h"
 
#include <memory>
 
namespace ROOT {
 
namespace Minuit2 {
 
/** MinimumError keeps the inv. 2nd derivative (inv. Hessian) used for
    calculating the Parameter step size (-V*g) and for the covariance Update
    (ErrorUpdator). The covariance matrix is equal to twice the inv. Hessian.
 */
class MinimumError {
 
public:
   enum Status {
      MnUnset,
      MnPosDef,
      MnMadePosDef,
      MnNotPosDef,
      MnHesseFailed,
      MnInvertFailed,
      MnReachedCallLimit,
   };
 
public:
   MinimumError(unsigned int n) : fPtr{new Data{{n}, 1.0, MnUnset}} {}
 
   MinimumError(const MnAlgebraicSymMatrix &mat, double dcov) : fPtr{new Data{mat, dcov, MnPosDef}} {}
 
   MinimumError(const MnAlgebraicSymMatrix &mat, Status status) : fPtr{new Data{mat, 1.0, status}} {}
 
   MnAlgebraicSymMatrix Matrix() const { return 2. * fPtr->fMatrix; }
 
   const MnAlgebraicSymMatrix &InvHessian() const { return fPtr->fMatrix; }
 
   MnAlgebraicSymMatrix Hessian() const
   {
      // calculate Heassian: inverse of error matrix
      MnAlgebraicSymMatrix tmp(fPtr->fMatrix);
      if (Invert(tmp) != 0) {
         MnPrint print("MinimumError::Hessian");
         print.Warn("Inversion fails; return diagonal matrix");
         for (unsigned int i = 0; i < fPtr->fMatrix.Nrow(); ++i)
            for (unsigned int j = 0; j <= i; j++)
               tmp(i, j) = i == j ? 1. / fPtr->fMatrix(i, i) : 0;
      }
      return tmp;
   }
 
   double Dcovar() const { return fPtr->fDCovar; }
   Status GetStatus() const { return fPtr->fStatus; }
 
   bool IsValid() const { return IsAvailable() && (IsPosDef() || IsMadePosDef()); }
   bool IsAccurate() const { return IsPosDef() && Dcovar() < 0.1; }
 
   bool IsPosDef() const { return GetStatus() == MnPosDef; }
   bool IsMadePosDef() const { return GetStatus() == MnMadePosDef; }
   bool HesseFailed() const { return GetStatus() == MnHesseFailed; }
   bool InvertFailed() const { return GetStatus() == MnInvertFailed; }
   bool HasReachedCallLimit() const { return GetStatus() == MnReachedCallLimit; }
   bool IsAvailable() const { return GetStatus() != MnUnset; }
 
private:
   struct Data {
      MnAlgebraicSymMatrix fMatrix;
      double fDCovar;
      Status fStatus;
   };
 
   std::shared_ptr<Data> fPtr;
};
 
} // namespace Minuit2
 
} // namespace ROOT
 
#endif // ROOT_Minuit2_MinimumError