Logo ROOT  
Reference Guide
Minuit2Minimizer.h
Go to the documentation of this file.
1// @(#)root/minuit2:$Id$
2// Author: L. Moneta Wed Oct 18 11:48:00 2006
3
4/**********************************************************************
5 * *
6 * Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *
7 * *
8 * *
9 **********************************************************************/
10
11// Header file for class Minuit2Minimizer
12
13#ifndef ROOT_Minuit2_Minuit2Minimizer
14#define ROOT_Minuit2_Minuit2Minimizer
15
16#include "Math/Minimizer.h"
17
19
20#include "Math/IFunctionfwd.h"
21
22#include <vector>
23#include <string>
24
25namespace ROOT {
26
27namespace Minuit2 {
28
29class ModularFunctionMinimizer;
30class FCNBase;
31class FunctionMinimum;
32class MnTraceObject;
33
34// enumeration specifying the type of Minuit2 minimizers
36
37} // namespace Minuit2
38
39namespace Minuit2 {
40//_____________________________________________________________________________________________________
41/**
42 Minuit2Minimizer class implementing the ROOT::Math::Minimizer interface for
43 Minuit2 minimization algorithm.
44 In ROOT it can be instantiated using the plug-in manager (plug-in "Minuit2")
45 Using a string (used by the plugin manager) or via an enumeration
46 an one can set all the possible minimization algorithms (Migrad, Simplex, Combined, Scan and Fumili).
47
48 Refer to the [guide](https://root.cern.ch/root/htmldoc/guides/minuit2/Minuit2.html) for an introduction how Minuit
49 works.
50
51 @ingroup Minuit
52*/
54
55public:
56 /**
57 Default constructor
58 */
60
61 /**
62 Constructor with a char (used by PM)
63 */
64 Minuit2Minimizer(const char *type);
65
66 /**
67 Destructor (no operations)
68 */
69 ~Minuit2Minimizer() override;
70
71private:
72 // usually copying is non trivial, so we make this unaccessible
73
74 /**
75 Copy constructor
76 */
78
79 /**
80 Assignment operator
81 */
83
84public:
85 // clear resources (parameters) for consecutives minimizations
86 void Clear() override;
87
88 /// set the function to minimize
89 void SetFunction(const ROOT::Math::IMultiGenFunction &func) override;
90
91 /// set gradient the function to minimize
92 void SetFunction(const ROOT::Math::IMultiGradFunction &func) override;
93
94 /// set free variable
95 bool SetVariable(unsigned int ivar, const std::string &name, double val, double step) override;
96
97 /// set lower limit variable (override if minimizer supports them )
98 bool
99 SetLowerLimitedVariable(unsigned int ivar, const std::string &name, double val, double step, double lower) override;
100 /// set upper limit variable (override if minimizer supports them )
101 bool
102 SetUpperLimitedVariable(unsigned int ivar, const std::string &name, double val, double step, double upper) override;
103 /// set upper/lower limited variable (override if minimizer supports them )
104 bool SetLimitedVariable(unsigned int ivar, const std::string &name, double val, double step,
105 double /* lower */, double /* upper */) override;
106 /// set fixed variable (override if minimizer supports them )
107 bool SetFixedVariable(unsigned int /* ivar */, const std::string & /* name */, double /* val */) override;
108 /// set variable
109 bool SetVariableValue(unsigned int ivar, double val) override;
110 // set variable values
111 bool SetVariableValues(const double *val) override;
112 /// set the step size of an already existing variable
113 bool SetVariableStepSize(unsigned int ivar, double step) override;
114 /// set the lower-limit of an already existing variable
115 bool SetVariableLowerLimit(unsigned int ivar, double lower) override;
116 /// set the upper-limit of an already existing variable
117 bool SetVariableUpperLimit(unsigned int ivar, double upper) override;
118 /// set the limits of an already existing variable
119 bool SetVariableLimits(unsigned int ivar, double lower, double upper) override;
120 /// fix an existing variable
121 bool FixVariable(unsigned int ivar) override;
122 /// release an existing variable
123 bool ReleaseVariable(unsigned int ivar) override;
124 /// query if an existing variable is fixed (i.e. considered constant in the minimization)
125 /// note that by default all variables are not fixed
126 bool IsFixedVariable(unsigned int ivar) const override;
127 /// get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
128 bool GetVariableSettings(unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const override;
129 /// get name of variables (override if minimizer support storing of variable names)
130 std::string VariableName(unsigned int ivar) const override;
131 /// get index of variable given a variable given a name
132 /// return -1 if variable is not found
133 int VariableIndex(const std::string &name) const override;
134
135 /**
136 method to perform the minimization.
137 Return false in case the minimization did not converge. In this case a
138 status code different than zero is set
139 (retrieved by the derived method Minimizer::Status() )"
140
141 status = 1 : Covariance was made pos defined
142 status = 2 : Hesse is invalid
143 status = 3 : Edm is above max
144 status = 4 : Reached call limit
145 status = 5 : Any other failure
146 */
147 bool Minimize() override;
148
149 /// return minimum function value
150 double MinValue() const override { return fState.Fval(); }
151
152 /// return expected distance reached from the minimum
153 double Edm() const override { return fState.Edm(); }
154
155 /// return pointer to X values at the minimum
156 const double *X() const override { return &fValues.front(); }
157
158 /// return pointer to gradient values at the minimum
159 const double *MinGradient() const override { return 0; } // not available in Minuit2
160
161 /// number of function calls to reach the minimum
162 unsigned int NCalls() const override { return fState.NFcn(); }
163
164 /// this is <= Function().NDim() which is the total
165 /// number of variables (free+ constrained ones)
166 unsigned int NDim() const override { return fDim; }
167
168 /// number of free variables (real dimension of the problem)
169 /// this is <= Function().NDim() which is the total
170 unsigned int NFree() const override { return fState.VariableParameters(); }
171
172 /// minimizer provides error and error matrix
173 bool ProvidesError() const override { return true; }
174
175 /// return errors at the minimum
176 const double *Errors() const override;
177
178 /**
179 return covariance matrix elements
180 if the variable is fixed or const the value is zero
181 The ordering of the variables is the same as in errors and parameter value.
182 This is different from the direct interface of Minuit2 or TMinuit where the
183 values were obtained only to variable parameters
184 */
185 double CovMatrix(unsigned int i, unsigned int j) const override;
186
187 /**
188 Fill the passed array with the covariance matrix elements
189 if the variable is fixed or const the value is zero.
190 The array will be filled as cov[i *ndim + j]
191 The ordering of the variables is the same as in errors and parameter value.
192 This is different from the direct interface of Minuit2 or TMinuit where the
193 values were obtained only to variable parameters
194 */
195 bool GetCovMatrix(double *cov) const override;
196
197 /**
198 Fill the passed array with the Hessian matrix elements
199 The Hessian matrix is the matrix of the second derivatives
200 and is the inverse of the covariance matrix
201 If the variable is fixed or const the values for that variables are zero.
202 The array will be filled as h[i *ndim + j]
203 */
204 bool GetHessianMatrix(double *h) const override;
205
206 /**
207 return the status of the covariance matrix
208 status = -1 : not available (inversion failed or Hesse failed)
209 status = 0 : available but not positive defined
210 status = 1 : covariance only approximate
211 status = 2 : full matrix but forced pos def
212 status = 3 : full accurate matrix
213
214 */
215 int CovMatrixStatus() const override;
216 /**
217 return correlation coefficient between variable i and j.
218 If the variable is fixed or const the return value is zero
219 */
220 double Correlation(unsigned int i, unsigned int j) const override;
221
222 /**
223 get global correlation coefficient for the variable i. This is a number between zero and one which gives
224 the correlation between the i-th variable and that linear combination of all other variables which
225 is most strongly correlated with i.
226 If the variable is fixed or const the return value is zero
227 */
228 double GlobalCC(unsigned int i) const override;
229
230 /**
231 get the minos error for parameter i, return false if Minos failed
232 A minimizaiton must be performed befre, return false if no minimization has been done
233 In case of Minos failed the status error is updated as following
234 status += 10 * minosStatus.
235 The Minos status of last Minos run can also be retrieved by calling MinosStatus()
236 */
237 bool GetMinosError(unsigned int i, double &errLow, double &errUp, int = 0) override;
238
239 /**
240 MINOS status code of last Minos run
241 `status & 1 > 0` : invalid lower error
242 `status & 2 > 0` : invalid upper error
243 `status & 4 > 0` : invalid because maximum number of function calls exceeded
244 `status & 8 > 0` : a new minimum has been found
245 `status & 16 > 0` : error is truncated because parameter is at lower/upper limit
246 */
247 int MinosStatus() const override { return fMinosStatus; }
248
249 /**
250 scan a parameter i around the minimum. A minimization must have been done before,
251 return false if it is not the case
252 */
253 bool Scan(unsigned int i, unsigned int &nstep, double *x, double *y, double xmin = 0, double xmax = 0) override;
254
255 /**
256 find the contour points (xi,xj) of the function for parameter i and j around the minimum
257 The contour will be find for value of the function = Min + ErrorUp();
258 */
259 bool Contour(unsigned int i, unsigned int j, unsigned int &npoints, double *xi, double *xj) override;
260
261 /**
262 perform a full calculation of the Hessian matrix for error calculation
263 If a valid minimum exists the calculation is done on the minimum point otherwise is performed
264 in the current set values of parameters
265 Status code of minimizer is updated according to the following convention (in case Hesse failed)
266 status += 100*hesseStatus where hesse status is:
267 status = 1 : hesse failed
268 status = 2 : matrix inversion failed
269 status = 3 : matrix is not pos defined
270 */
271 bool Hesse() override;
272
273 /// return reference to the objective function
274 /// virtual const ROOT::Math::IGenFunction & Function() const;
275
276 /// print result of minimization
277 void PrintResults() override;
278
279 /// set an object to trace operation for each iteration
280 /// The object must be a (or inherit from) ROOT::Minuit2::MnTraceObject and implement operator() (int, const
281 /// MinimumState & state)
282 void SetTraceObject(MnTraceObject &obj);
283
284 /// set storage level = 1 : store all iteration states (default)
285 /// = 0 : store only first and last state to save memory
286 void SetStorageLevel(int level);
287
288 /// return the minimizer state (containing values, step size , etc..)
290
291protected:
292 // protected function for accessing the internal Minuit2 object. Needed for derived classes
293
295
297
299
300 virtual const ROOT::Minuit2::FCNBase *GetFCN() const { return fMinuitFCN; }
301
302 /// examine the minimum result
304
305 // internal function to compute Minos errors
306 int RunMinosError(unsigned int i, double &errLow, double &errUp, int runopt);
307
308private:
309 unsigned int fDim; // dimension of the function to be minimized
311 int fMinosStatus = -1; // Minos status code
312
314 // std::vector<ROOT::Minuit2::MinosError> fMinosErrors;
318 mutable std::vector<double> fValues;
319 mutable std::vector<double> fErrors;
320};
321
322} // namespace Minuit2
323
324} // end namespace ROOT
325
326#endif /* ROOT_Minuit2_Minuit2Minimizer */
#define h(i)
Definition: RSha256.hxx:106
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
char name[80]
Definition: TGX11.cxx:110
float xmin
Definition: THbookFile.cxx:95
float xmax
Definition: THbookFile.cxx:95
Class, describing value, limits and step size of the parameters Provides functionality also to set/re...
Documentation for the abstract class IBaseFunctionMultiDim.
Definition: IFunction.h:62
Interface (abstract class) for multi-dimensional functions providing a gradient calculation.
Definition: IFunction.h:343
Abstract Minimizer class, defining the interface for the various minimizer (like Minuit2,...
Definition: Minimizer.h:75
Interface (abstract class) defining the function to be minimized, which has to be implemented by the ...
Definition: FCNBase.h:45
class holding the full result of the minimization; both internal and external (MnUserParameterState) ...
Minuit2Minimizer class implementing the ROOT::Math::Minimizer interface for Minuit2 minimization algo...
bool ExamineMinimum(const ROOT::Minuit2::FunctionMinimum &min)
examine the minimum result
Minuit2Minimizer(ROOT::Minuit2::EMinimizerType type=ROOT::Minuit2::kMigrad)
Default constructor.
const ROOT::Minuit2::MnUserParameterState & State()
return the minimizer state (containing values, step size , etc..)
void SetStorageLevel(int level)
set storage level = 1 : store all iteration states (default) = 0 : store only first and last state to...
Minuit2Minimizer & operator=(const Minuit2Minimizer &rhs)
Assignment operator.
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 ...
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
unsigned int NCalls() const override
number of function calls to reach the minimum
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
virtual const ROOT::Minuit2::FCNBase * GetFCN() const
const double * X() const override
return pointer to X values at the minimum
const double * Errors() const override
return errors at the minimum
void SetFunction(const ROOT::Math::IMultiGenFunction &func) override
set the function to minimize
double MinValue() const override
return minimum function value
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 ...
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
bool ProvidesError() const override
minimizer provides error and error matrix
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
unsigned int NFree() const override
number of free variables (real dimension of the problem) this is <= Function().NDim() which is the to...
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
int MinosStatus() const override
MINOS status code of last Minos run status & 1 > 0 : invalid lower error status & 2 > 0 : invalid upp...
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
unsigned int NDim() const override
this is <= Function().NDim() which is the total number of variables (free+ constrained ones)
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)
double Edm() const override
return expected distance reached from the minimum
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
const double * MinGradient() const override
return pointer to gradient values at the minimum
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 which holds the external user and/or internal Minuit representation of the parameters and error...
Base common class providing the API for all the minimizer Various Minimize methods are provided varyi...
Double_t y[n]
Definition: legend1.C:17
Double_t x[n]
Definition: legend1.C:17
This file contains a specialised ROOT message handler to test for diagnostic in unit tests.
TMarker m
Definition: textangle.C:8