User class for performing function minimization.

It will use the Brent Method for function minimization in a given interval. First, a grid search is used to bracket the minimum value with the a step size = (xmax-xmin)/npx. The step size can be controlled via the SetNpx() function. A default value of npx = 100 is used. The default value con be changed using the static method SetDefaultNpx. If the function is unimodal or if its extrema are far apart, setting the fNpx to a small value speeds the algorithm up many times. Then, Brent's method is applied on the bracketed interval. If the Brent method fails to converge the bracketing is repeated on the latest best estimate of the interval. The procedure is repeated with a maximum value (default =10) which can be set for all BrentRootFinder classes with the method SetDefaultNSearch

This class is implemented from TF1::GetMinimum.

To use the class, three steps have to be taken:

Create the class.
Set a function within an interval to look for the minimum.
Call the Minimize function with the error parameters.

If another minimization is to be performed, repeat the last two steps.

Definition at line 62 of file BrentMinimizer1D.h.

Public Member Functions
	BrentMinimizer1D ()
	Default Constructor.

	~BrentMinimizer1D () override
	Default Destructor.

double	FValLower () const override
	Return function value at current lower bound of the minimization interval.

double	FValMinimum () const override
	Return function value at current estimate of the minimum.

double	FValUpper () const override
	Return function value at current upper bound of the minimization interval.

int	Iterations () const override
	Return number of iteration used to find minimum.

bool	Minimize (int maxIter, double absTol=1.E-8, double relTol=1.E-10) override
	Find minimum position iterating until convergence specified by the absolute and relative tolerance or the maximum number of iteration is reached.

const char *	Name () const override
	Return name of minimization algorithm ("BrentMinimizer1D")

void	SetFunction (const ROOT::Math::IGenFunction &f, double xlow, double xup)
	Sets function to be minimized.

void	SetLogScan (bool on)
	Set a log grid scan (default is equidistant bins) will work only if xlow > 0.

void	SetNpx (int npx)
	Set the number of point used to bracket root using a grid.

int	Status () const override
	Returns status of last estimate.

double	XLower () const override
	Return current lower bound of the minimization interval.

double	XMinimum () const override
	Return current estimate of the position of the minimum.

double	XUpper () const override
	Return current upper bound of the minimization interval.

Static Public Member Functions
static void	SetDefaultNpx (int npx)
	set number of default Npx used at construction time (when SetNpx is not called) Default value is 100

static void	SetDefaultNSearch (int n)
	set number of times the bracketing search in combination with is done to find a good interval Default value is 10

Private Attributes
const IGenFunction *	fFunction
	Pointer to the function.

bool	fLogScan
	flag to control usage of a log scan

int	fNIter
	Number of iterations needed for the last estimation.

int	fNpx
	Number of points to bracket minimum with grid (def is 100)

int	fStatus
	Status of code of the last estimate.

double	fXMax
	Upper bound of the search interval.

double	fXMin
	Lower bound of the search interval.

double	fXMinimum
	Position of the estimated minimum.

Additional Inherited Members
Private Member Functions inherited from ROOT::Math::IMinimizer1D
	IMinimizer1D ()

virtual	~IMinimizer1D ()

#include <Math/BrentMinimizer1D.h>

Inheritance diagram for ROOT::Math::BrentMinimizer1D:

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Constructor & Destructor Documentation

◆ BrentMinimizer1D()

ROOT::Math::BrentMinimizer1D::BrentMinimizer1D ( )

Default Constructor.

Definition at line 33 of file BrentMinimizer1D.cxx.

◆ ~BrentMinimizer1D()

ROOT::Math::BrentMinimizer1D::~BrentMinimizer1D ( )

inlineoverride

Default Destructor.

Definition at line 70 of file BrentMinimizer1D.h.

Member Function Documentation

◆ FValLower()

double ROOT::Math::BrentMinimizer1D::FValLower ( ) const

overridevirtual

Return function value at current lower bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 70 of file BrentMinimizer1D.cxx.

◆ FValMinimum()

double ROOT::Math::BrentMinimizer1D::FValMinimum ( ) const

overridevirtual

Return function value at current estimate of the minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 67 of file BrentMinimizer1D.cxx.

◆ FValUpper()

double ROOT::Math::BrentMinimizer1D::FValUpper ( ) const

overridevirtual

Return function value at current upper bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 73 of file BrentMinimizer1D.cxx.

◆ Iterations()

int ROOT::Math::BrentMinimizer1D::Iterations ( ) const

inlineoverridevirtual

Return number of iteration used to find minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 102 of file BrentMinimizer1D.h.

◆ Minimize()

bool ROOT::Math::BrentMinimizer1D::Minimize	(	int	maxIter,
		double	absTol = `1.E-8`,
		double	relTol = `1.E-10`
	)

overridevirtual

Find minimum position iterating until convergence specified by the absolute and relative tolerance or the maximum number of iteration is reached.

Return true if iterations converged successfully @param maxIter maximum number of iterations. @param absTol desired absolute error in the minimum position (default 1.E-8) @param absTol desired relative error in the minimum position (default = 1.E-10)

Implements ROOT::Math::IMinimizer1D.

Definition at line 76 of file BrentMinimizer1D.cxx.

◆ Name()

const char * ROOT::Math::BrentMinimizer1D::Name ( ) const

overridevirtual

Return name of minimization algorithm ("BrentMinimizer1D")

Implements ROOT::Math::IMinimizer1D.

Definition at line 124 of file BrentMinimizer1D.cxx.

◆ SetDefaultNpx()

void ROOT::Math::BrentMinimizer1D::SetDefaultNpx ( int npx )

static

set number of default Npx used at construction time (when SetNpx is not called) Default value is 100

Definition at line 43 of file BrentMinimizer1D.cxx.

◆ SetDefaultNSearch()

void ROOT::Math::BrentMinimizer1D::SetDefaultNSearch ( int n )

static

set number of times the bracketing search in combination with is done to find a good interval Default value is 10

Definition at line 45 of file BrentMinimizer1D.cxx.

◆ SetFunction()

void ROOT::Math::BrentMinimizer1D::SetFunction	(	const ROOT::Math::IGenFunction &	f,
		double	xlow,
		double	xup
	)

Sets function to be minimized.

@param f Function to be minimized. @param xlow Lower bound of the search interval. @param xup Upper bound of the search interval.

Definition at line 48 of file BrentMinimizer1D.cxx.

◆ SetLogScan()

void ROOT::Math::BrentMinimizer1D::SetLogScan ( bool on )

inline

Set a log grid scan (default is equidistant bins) will work only if xlow > 0.

Definition at line 122 of file BrentMinimizer1D.h.

◆ SetNpx()

void ROOT::Math::BrentMinimizer1D::SetNpx ( int npx )

inline

Set the number of point used to bracket root using a grid.

Definition at line 116 of file BrentMinimizer1D.h.

◆ Status()

int ROOT::Math::BrentMinimizer1D::Status ( ) const

inlineoverridevirtual

Returns status of last estimate.

If = 0 is OK

Implements ROOT::Math::IMinimizer1D.

Definition at line 126 of file BrentMinimizer1D.h.

◆ XLower()

double ROOT::Math::BrentMinimizer1D::XLower ( ) const

inlineoverridevirtual

Return current lower bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 78 of file BrentMinimizer1D.h.

◆ XMinimum()

double ROOT::Math::BrentMinimizer1D::XMinimum ( ) const

inlineoverridevirtual

Return current estimate of the position of the minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 75 of file BrentMinimizer1D.h.

◆ XUpper()

double ROOT::Math::BrentMinimizer1D::XUpper ( ) const

inlineoverridevirtual

Return current upper bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 81 of file BrentMinimizer1D.h.

Member Data Documentation

◆ fFunction

const IGenFunction* ROOT::Math::BrentMinimizer1D::fFunction

private

Pointer to the function.

Definition at line 142 of file BrentMinimizer1D.h.

◆ fLogScan

bool ROOT::Math::BrentMinimizer1D::fLogScan

private

flag to control usage of a log scan

Definition at line 143 of file BrentMinimizer1D.h.

◆ fNIter

int ROOT::Math::BrentMinimizer1D::fNIter

private

Number of iterations needed for the last estimation.

Definition at line 144 of file BrentMinimizer1D.h.

◆ fNpx

int ROOT::Math::BrentMinimizer1D::fNpx

private

Number of points to bracket minimum with grid (def is 100)

Definition at line 145 of file BrentMinimizer1D.h.

◆ fStatus

int ROOT::Math::BrentMinimizer1D::fStatus

private

Status of code of the last estimate.

Definition at line 146 of file BrentMinimizer1D.h.

◆ fXMax

double ROOT::Math::BrentMinimizer1D::fXMax

private

Upper bound of the search interval.

Definition at line 148 of file BrentMinimizer1D.h.

◆ fXMin

double ROOT::Math::BrentMinimizer1D::fXMin

private

Lower bound of the search interval.

Definition at line 147 of file BrentMinimizer1D.h.

◆ fXMinimum

double ROOT::Math::BrentMinimizer1D::fXMinimum

private

Position of the estimated minimum.

Definition at line 149 of file BrentMinimizer1D.h.

Libraries for ROOT::Math::BrentMinimizer1D:

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The documentation for this class was generated from the following files:

math/mathcore/inc/Math/BrentMinimizer1D.h
math/mathcore/src/BrentMinimizer1D.cxx

Public Member Functions

Static Public Member Functions

Private Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ BrentMinimizer1D()

◆ ~BrentMinimizer1D()

Member Function Documentation

◆ FValLower()

◆ FValMinimum()

◆ FValUpper()

◆ Iterations()

◆ Minimize()

◆ Name()

◆ SetDefaultNpx()

◆ SetDefaultNSearch()

◆ SetFunction()

◆ SetLogScan()

◆ SetNpx()

◆ Status()

◆ XLower()

◆ XMinimum()

◆ XUpper()

Member Data Documentation

◆ fFunction

◆ fLogScan

◆ fNIter

◆ fNpx

◆ fStatus

◆ fXMax

◆ fXMin

◆ fXMinimum