86 : fDim(0), fMinimizer(nullptr), fMinuitFCN(nullptr), fMinimum(nullptr)
179 print.
Info(
"Parameter",
name,
"has zero or invalid step size - consider it as constant");
201 std::vector<double>
cov(
n * (
n + 1) / 2);
203 for (
unsigned int i = 0; i <
n; i++) {
204 for (
unsigned int j = i;
j <
n;
j++)
205 cov[i +
j * (
j + 1) / 2] = (i ==
j) ?
d2[i] : 0.;
255 double step = (val != 0) ? 0.1 * std::abs(val) : 0.1;
267 return std::string();
360 print.
Error(
"Wrong variable index");
371 print.
Error(
"Wrong variable index");
406 print.
Error(
"Wrong Fit method function for Fumili");
415 print.
Error(
"Wrong Fit method function for Fumili");
450 st.SetGradientNCycles(
customize(
"GradientNCycles",
int(
st.GradientNCycles())));
451 st.SetHessianNCycles(
customize(
"HessianNCycles",
int(
st.HessianNCycles())));
452 st.SetHessianGradientNCycles(
customize(
"HessianGradientNCycles",
int(
st.HessianGradientNCycles())));
454 st.SetGradientTolerance(
customize(
"GradientTolerance",
st.GradientTolerance()));
455 st.SetGradientStepTolerance(
customize(
"GradientStepTolerance",
st.GradientStepTolerance()));
456 st.SetHessianStepTolerance(
customize(
"HessianStepTolerance",
st.HessianStepTolerance()));
457 st.SetHessianG2Tolerance(
customize(
"HessianG2Tolerance",
st.HessianG2Tolerance()));
478 print.
Error(
"FCN function has not been set");
503 std::cout <<
"Minuit2Minimizer: Minimize with max-calls " <<
maxfcn_used <<
" convergence for edm < " <<
tol
542 std::cout <<
"Minuit2Minimizer::Minuit - Changing default options" << std::endl;
619 std::span<const ROOT::Minuit2::MinimumState>
iterationStates = min.States();
620 std::cout <<
"Number of iterations " <<
iterationStates.size() << std::endl;
624 std::cout <<
"----------> Iteration " << i << std::endl;
625 int pr = std::cout.precision(12);
626 std::cout <<
" FVAL = " <<
st.Fval() <<
" Edm = " <<
st.Edm() <<
" Nfcn = " <<
st.NFcn()
628 std::cout.precision(
pr);
629 if (
st.HasCovariance())
630 std::cout <<
" Error matrix change = " <<
st.Error().Dcovar() << std::endl;
631 if (
st.HasParameters()) {
632 std::cout <<
" Parameters : ";
634 for (
int j = 0;
j <
st.size(); ++
j)
636 std::cout << std::endl;
643 if (!min.HasPosDefCovar()) {
646 txt =
"Covar is not pos def";
649 if (min.HasMadePosDefCovar()) {
650 txt =
"Covar was made pos def";
653 if (min.HesseFailed()) {
654 txt =
"Hesse is not valid";
657 if (min.IsAboveMaxEdm()) {
658 txt =
"Edm is above max";
661 if (min.HasReachedCallLimit()) {
662 txt =
"Reached call limit";
677 txt =
"unknown failure";
680 print.
Warn(
"Minimization did NOT converge,",
txt);
694 for (
unsigned int i = 0; i <
fDim; ++i) {
708 std::cout <<
"Minuit2Minimizer : Valid minimum - status = " <<
fStatus << std::endl;
709 int pr = std::cout.precision(18);
710 std::cout <<
"FVAL = " <<
fState.
Fval() << std::endl;
711 std::cout <<
"Edm = " <<
fState.
Edm() << std::endl;
712 std::cout.precision(
pr);
713 std::cout <<
"Nfcn = " <<
fState.
NFcn() << std::endl;
716 std::cout << par.
Name() <<
"\t = " << par.
Value() <<
"\t ";
718 std::cout <<
"(fixed)" << std::endl;
720 std::cout <<
"(const)" << std::endl;
722 std::cout <<
"+/- " << par.
Error() <<
"\t(limited)" << std::endl;
724 std::cout <<
"+/- " << par.
Error() << std::endl;
727 std::cout <<
"Minuit2Minimizer : Invalid minimum - status = " <<
fStatus << std::endl;
728 std::cout <<
"FVAL = " <<
fState.
Fval() << std::endl;
729 std::cout <<
"Edm = " <<
fState.
Edm() << std::endl;
730 std::cout <<
"Nfcn = " <<
fState.
NFcn() << std::endl;
745 for (
unsigned int i = 0; i <
fDim; ++i) {
777 for (
unsigned int i = 0; i <
fDim; ++i) {
779 for (
unsigned int j = 0;
j <
fDim; ++
j) {
784 for (
unsigned int j = 0;
j <
fDim; ++
j) {
786 int k = i *
fDim +
j;
807 for (
unsigned int i = 0; i <
fDim; ++i) {
809 for (
unsigned int j = 0;
j <
fDim; ++
j) {
814 for (
unsigned int j = 0;
j <
fDim; ++
j) {
816 int k = i *
fDim +
j;
894 print.
Error(
"Failed - no function minimum existing");
899 print.
Error(
"Failed - invalid function minimum");
913 print.
Info([&](std::ostream &os) {
914 os <<
"Found a new minimum: run again the Minimization starting from the new point";
917 os <<
'\n' << par.Name() <<
"\t = " << par.Value();
926 print.
Info(
"Run now again Minos from the new found Minimum");
968 tol = std::max(
tol, 0.01);
974 maxfcn_used = 2 * (nvar + 1) * (200 + 100 * nvar + 5 * nvar * nvar);
979 std::cout <<
"************************************************************************************************"
981 std::cout <<
"Minuit2Minimizer::GetMinosError - Run MINOS LOWER error for parameter #" << i <<
" : "
988 std::cout <<
"************************************************************************************************"
990 std::cout <<
"Minuit2Minimizer::GetMinosError - Run MINOS UPPER error for parameter #" << i <<
" : "
1013 std::cout <<
"Minos: Invalid lower error for parameter " <<
par_name << std::endl;
1015 std::cout <<
"Minos: Parameter : " <<
par_name <<
" is at Lower limit; error is " << me.
Lower()
1018 std::cout <<
"Minos: Maximum number of function calls exceeded when running for lower error for parameter "
1021 std::cout <<
"Minos: New Minimum found while running Minos for lower error for parameter " <<
par_name
1025 std::cout <<
"Minos: Lower error for parameter " <<
par_name <<
" : " << me.
Lower() << std::endl;
1029 std::cout <<
"Minos: Invalid upper error for parameter " <<
par_name << std::endl;
1031 std::cout <<
"Minos: Parameter " <<
par_name <<
" is at Upper limit; error is " << me.
Upper() << std::endl;
1033 std::cout <<
"Minos: Maximum number of function calls exceeded when running for upper error for parameter "
1036 std::cout <<
"Minos: New Minimum found while running Minos for upper error for parameter " <<
par_name
1040 std::cout <<
"Minos: Upper error for parameter " <<
par_name <<
" : " << me.
Upper() << std::endl;
1115 print.
Error(
"Function must be set before using Scan");
1120 print.
Error(
"Invalid number; minimizer variables must be set before using Scan");
1144 print.
Error(
"Invalid result from MnParameterScan");
1150 for (
unsigned int i = 0; i <
nstep; ++i) {
1158 print.
Info(
"A new minimum has been found");
1173 print.
Error(
"No function minimum existing; must minimize function before");
1178 print.
Error(
"Invalid function minimum");
1189 print.
Info(
"Computing contours at level -",
ErrorDef());
1210 print.
Error(
"Invalid result from MnContours");
1213 for (
unsigned int i = 0; i <
npoints; ++i) {
1217 print.
Info([&](std::ostream &os) {
1219 for (
unsigned int i = 0; i <
npoints; i++) {
1220 if (i %5 == 0) os << std::endl;
1221 os <<
"( " <<
x[i] <<
", " <<
y[i] <<
") ";
1223 os << std::endl << std::endl;
1239 print.
Error(
"FCN function has not been set");
1282 std::cout <<
"Minuit2Minimizer::Hesse - State returned from Hesse " << std::endl;
1283 std::cout <<
fState << std::endl;
size_t size(const MatrixT &matrix)
retrieve the size of a square matrix
ROOT::Detail::TRangeCast< T, true > TRangeDynCast
TRangeDynCast is an adapter class that allows the typed iteration through a TCollection.
Int_t gErrorIgnoreLevel
errors with level below this value will be ignored. Default is kUnset.
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t Float_t Float_t Int_t Int_t UInt_t UInt_t Rectangle_t result
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void value
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t Float_t Float_t Int_t Int_t UInt_t UInt_t Rectangle_t Int_t Int_t Window_t TString Int_t GCValues_t GetPrimarySelectionOwner GetDisplay GetScreen GetColormap GetNativeEvent const char const char dpyName wid window const char font_name cursor keysym reg const char only_if_exist regb h Point_t winding char text const char depth char const char Int_t count const char ColorStruct_t color const char Pixmap_t Pixmap_t PictureAttributes_t attr const char char ret_data h unsigned char height h Atom_t Int_t ULong_t ULong_t unsigned char prop_list Atom_t Atom_t Atom_t Time_t type
Class, describing value, limits and step size of the parameters Provides functionality also to set/re...
FitMethodFunction class Interface for objective functions (like chi2 and likelihood used in the fit) ...
Documentation for the abstract class IBaseFunctionMultiDim.
virtual bool HasGradient() const
virtual unsigned int NDim() const =0
Retrieve the dimension of the function.
Interface (abstract class) for multi-dimensional functions providing a gradient calculation.
Generic interface for defining configuration options of a numerical algorithm.
const IOptions * ExtraOptions() const
return extra options (NULL pointer if they are not present)
static ROOT::Math::IOptions * FindDefault(const char *name)
Find an extra options and return a nullptr if it is not existing.
double Tolerance() const
Absolute tolerance.
unsigned int MaxFunctionCalls() const
Max number of function calls.
double Precision() const
Precision of minimizer in the evaluation of the objective function.
int fStatus
status of minimizer
int Strategy() const
Strategy.
MinimizerOptions fOptions
minimizer options
bool IsValidError() const
int PrintLevel() const
Set print level.
Combined minimizer: combination of Migrad and Simplex.
template wrapped class for adapting to FCNBase signature
Interface (abstract class) defining the function to be minimized, which has to be implemented by the ...
virtual void SetErrorDef(double)
add interface to set dynamically a new error definition Re-implement this function if needed.
template wrapped class for adapting to FCNBase signature a IGradFunction
template wrapped class for adapting to FumiliFCNBase signature
Instantiates the seed generator and Minimum builder for the Fumili minimization method.
class holding the full result of the minimization; both internal and external (MnUserParameterState) ...
const MinimumError & Error() const
bool HasAccurateCovar() const
const MnUserParameterState & UserState() const
const MinimumState & State() const
bool HasMadePosDefCovar() const
bool HasValidCovariance() const
bool HasCovariance() const
void SetErrorDef(double up)
MinimumState keeps the information (position, Gradient, 2nd deriv, etc) after one minimization step (...
Class holding the result of Minos (lower and upper values) for a specific parameter.
bool AtUpperLimit() const
bool AtLowerMaxFcn() const
bool AtUpperMaxFcn() const
bool AtLowerLimit() const
bool ExamineMinimum(const ROOT::Minuit2::FunctionMinimum &min)
examine the minimum result
Minuit2Minimizer(ROOT::Minuit2::EMinimizerType type=ROOT::Minuit2::kMigrad)
Default constructor.
void SetStorageLevel(int level)
set storage level = 1 : store all iteration states (default) = 0 : store only first and last state to...
std::vector< double > fValues
bool SetCovariance(std::span< const double > cov, unsigned int nrow) override
set initial covariance matrix
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 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 ...
virtual bool SetCovarianceDiag(std::span< const double > d2, unsigned int n) override
set initial second derivatives
bool IsFixedVariable(unsigned int ivar) const override
query if an existing variable is fixed (i.e.
bool SetVariableUpperLimit(unsigned int ivar, double upper) override
set the upper-limit of an already existing variable
double GlobalCC(unsigned int i) const override
get global correlation coefficient for the variable i.
bool SetVariableValues(const double *val) override
Set the values of all existing variables (array must be dimensioned to the size of the existing param...
bool SetVariable(unsigned int ivar, const std::string &name, double val, double step) override
set free variable
const double * Errors() const override
return errors at the minimum
void SetFunction(const ROOT::Math::IMultiGenFunction &func) override
set the function to minimize
bool SetVariableStepSize(unsigned int ivar, double step) override
set the step size of an already 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...
bool ReleaseVariable(unsigned int ivar) override
release an existing variable
bool GetVariableSettings(unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const override
get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
bool Hesse() override
perform a full calculation of the Hessian matrix for error calculation If a valid minimum exists the ...
std::vector< double > fErrors
ROOT::Minuit2::ModularFunctionMinimizer * fMinimizer
bool GetMinosError(unsigned int i, double &errLow, double &errUp, int=0) override
get the minos error for parameter i, return false if Minos failed A minimizaiton must be performed be...
std::string VariableName(unsigned int ivar) const override
get name of variables (override if minimizer support storing of variable names)
int RunMinosError(unsigned int i, double &errLow, double &errUp, int runopt)
bool SetVariableLimits(unsigned int ivar, double lower, double upper) override
set the limits of an already existing variable
double Correlation(unsigned int i, unsigned int j) const override
return correlation coefficient between variable i and j.
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 SetTraceObject(MnTraceObject &obj)
set an object to trace operation for each iteration The object must be a (or inherit from) ROOT::Minu...
virtual const ROOT::Minuit2::ModularFunctionMinimizer * GetMinimizer() const
double CovMatrix(unsigned int i, unsigned int j) const override
return covariance matrix elements if the variable is fixed or const the value is zero The ordering of...
void SetMinimizerType(ROOT::Minuit2::EMinimizerType type)
bool SetVariableValue(unsigned int ivar, double val) override
set 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.
int VariableIndex(const std::string &name) const override
get index of variable given a variable given a name return -1 if variable is not found
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 )
ROOT::Minuit2::MnUserParameterState fState
bool SetVariableLowerLimit(unsigned int ivar, double lower) override
set the lower-limit of an already existing variable
bool FixVariable(unsigned int ivar) override
fix an existing variable
virtual void SetMinimizer(ROOT::Minuit2::ModularFunctionMinimizer *m)
void SetHessianFunction(std::function< bool(std::span< const double >, double *)> hfunc) override
set the function implementing Hessian computation
bool Minimize() override
method to perform the minimization.
ROOT::Minuit2::FunctionMinimum * fMinimum
bool SetFixedVariable(unsigned int, const std::string &, double) override
set fixed variable (override if minimizer supports them )
bool GetHessianMatrix(double *h) const override
Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second...
ROOT::Minuit2::FCNBase * fMinuitFCN
void PrintResults() override
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;
void Clear() override
Reset for consecutive minimization - implement if needed.
~Minuit2Minimizer() override
Destructor (no operations)
int CovMatrixStatus() const override
return the status of the covariance matrix status = -1 : not available (inversion failed or Hesse fai...
class for the individual Minuit Parameter with Name and number; contains the input numbers for the mi...
double LowerLimit() const
double UpperLimit() const
const char * Name() const
bool HasLowerLimit() const
bool HasUpperLimit() const
API class for Contours Error analysis (2-dim errors); minimization has to be done before and Minimum ...
const MnUserParameterState & State() const
API class for calculating the numerical covariance matrix (== 2x Inverse Hessian == 2x Inverse 2nd de...
API class for Minos Error analysis (asymmetric errors); minimization has to be done before and Minimu...
MnCross Loval(unsigned int, unsigned int maxcalls=0, double toler=0.1) const
MnCross Upval(unsigned int, unsigned int maxcalls=0, double toler=0.1) const
Scans the values of FCN as a function of one Parameter and retains the best function and Parameter va...
const MnUserParameters & Parameters() const
void Debug(const Ts &... args)
void Error(const Ts &... args)
void Info(const Ts &... args)
static int SetGlobalLevel(int level)
void Warn(const Ts &... args)
API class for defining four levels of strategies: low (0), medium (1), high (2), very high (>=3); act...
class which holds the external user and/or internal Minuit representation of the parameters and error...
void SetLimits(unsigned int, double, double)
const MnUserParameters & Parameters() const
void RemoveLimits(unsigned int)
unsigned int NFcn() const
unsigned int Index(const std::string &) const
const std::string & GetName(unsigned int) const
double Int2ext(unsigned int, double) const
const MnGlobalCorrelationCoeff & GlobalCC() const
void Release(unsigned int)
unsigned int VariableParameters() const
const MinuitParameter & Parameter(unsigned int i) const
void SetValue(unsigned int, double)
void Add(const std::string &name, double val, double err)
const char * Name(unsigned int) const
MnUserCovariance Hessian() const
void AddCovariance(const MnUserCovariance &)
const std::vector< ROOT::Minuit2::MinuitParameter > & MinuitParameters() const
facade: forward interface of MnUserParameters and MnUserTransformation
void SetPrecision(double eps)
unsigned int IntOfExt(unsigned int) const
const MnUserTransformation & Trafo() const
void SetUpperLimit(unsigned int, double)
const MnUserCovariance & IntCovariance() const
const MnUserCovariance & Covariance() const
int CovarianceStatus() const
void SetError(unsigned int, double)
void SetLowerLimit(unsigned int, double)
bool HasCovariance() const
virtual const MinimumBuilder & Builder() const =0
Class implementing the required methods for a minimization using SCAN API is provided in the upper RO...
Class implementing the required methods for a minimization using Simplex.
Instantiates the SeedGenerator and MinimumBuilder for Variable Metric Minimization method.
const_iterator begin() const
const_iterator end() const
Mother of all ROOT objects.
virtual TObject * FindObject(const char *name) const
Must be redefined in derived classes.
void RestoreGlobalPrintLevel(int)
int TurnOffPrintInfoLevel()
Namespace for new ROOT classes and functions.