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Reference Guide
TSVDUnfold Class Reference

SVD Approach to Data Unfolding

Reference: Nucl. Instrum. Meth. A372, 469 (1996) [hep-ph/9509307]

TSVDUnfold implements the singular value decomposition based unfolding method (see reference). Currently, the unfolding of one-dimensional histograms is supported, with the same number of bins for the measured and the unfolded spectrum.

The unfolding procedure is based on singular value decomposition of the response matrix. The regularisation of the unfolding is implemented via a discrete minimum-curvature condition.

Monte Carlo inputs:

  • xini: true underlying spectrum (TH1D, n bins)
  • bini: reconstructed spectrum (TH1D, n bins)
  • Adet: response matrix (TH2D, nxn bins)

Consider the unfolding of a measured spectrum bdat with covariance matrix Bcov (if not passed explicitly, a diagonal covariance will be built given the errors of bdat). The corresponding spectrum in the Monte Carlo is given by bini, with the true underlying spectrum given by xini. The detector response is described by Adet, with Adet filled with events (not probabilities) with the true observable on the y-axis and the reconstructed observable on the x-axis.

The measured distribution can be unfolded for any combination of resolution, efficiency and acceptance effects, provided an appropriate definition of xini and Adet.

The unfolding can be performed by

TSVDUnfold *tsvdunf = new TSVDUnfold( bdat, Bcov, bini, xini, Adet );
TH1D* unfresult = tsvdunf->Unfold( kreg );

where kreg determines the regularisation of the unfolding. In general, overregularisation (too small kreg) will bias the unfolded spectrum towards the Monte Carlo input, while underregularisation (too large kreg) will lead to large fluctuations in the unfolded spectrum. The optimal regularisation can be determined following guidelines in Nucl. Instrum. Meth. A372, 469 (1996) [hep-ph/9509307] using the distribution of the |d_i|<\tt> that can be obtained by tsvdunf->GetD() and/or using pseudo-experiments.

Covariance matrices on the measured spectrum (for either the total uncertainties or individual sources of uncertainties) can be propagated to covariance matrices using the GetUnfoldCovMatrix method, which uses pseudo experiments for the propagation. In addition, GetAdetCovMatrix allows for the propagation of the statistical uncertainties on the response matrix using pseudo experiments. The covariance matrix corresponding to Bcov is also computed as described in Nucl. Instrum. Meth. A372, 469 (1996) [hep-ph/9509307] and can be obtained from tsvdunf->GetXtau() and its (regularisation independent) inverse from tsvdunf->GetXinv(). The distribution of singular values can be retrieved using tsvdunf->GetSV().

See also the tutorial for a toy example.

Definition at line 46 of file TSVDUnfold.h.

Public Member Functions

 TSVDUnfold (const TH1D *bdat, const TH1D *bini, const TH1D *xini, const TH2D *Adet)
 Alternative constructor User provides data and MC test spectra, as well as detector response matrix, diagonal covariance matrix of measured spectrum built from the uncertainties on measured spectrum. More...
 
 TSVDUnfold (const TH1D *bdat, TH2D *Bcov, const TH1D *bini, const TH1D *xini, const TH2D *Adet)
 Default constructor Initialisation of TSVDUnfold User provides data and MC test spectra, as well as detector response matrix and the covariance matrix of the measured distribution. More...
 
 TSVDUnfold (const TSVDUnfold &other)
 Copy constructor. More...
 
virtual ~TSVDUnfold ()
 Destructor. More...
 
Double_t ComputeChiSquared (const TH1D &truspec, const TH1D &unfspec)
 Helper routine to compute chi-squared between distributions using the computed inverse of the covariance matrix for the unfolded spectrum as given in paper. More...
 
TH2DGetAdetCovMatrix (Int_t ntoys, Int_t seed=1)
 Determine covariance matrix of unfolded spectrum from finite statistics in response matrix using pseudo experiments "ntoys" - number of pseudo experiments used for the propagation "seed" - seed for pseudo experiments. More...
 
TH2DGetBCov () const
 Returns the covariance matrix. More...
 
TH1DGetD () const
 Returns d vector (for choosing appropriate regularisation) More...
 
Int_t GetKReg () const
 
TH1DGetSV () const
 Returns singular values vector. More...
 
TH2DGetUnfoldCovMatrix (const TH2D *cov, Int_t ntoys, Int_t seed=1)
 Determine for given input error matrix covariance matrix of unfolded spectrum from toy simulation given the passed covariance matrix on measured spectrum "cov" - covariance matrix on the measured spectrum, to be propagated "ntoys" - number of pseudo experiments used for the propagation "seed" - seed for pseudo experiments Note that this covariance matrix will contain effects of forced normalisation if spectrum is normalised to unit area. More...
 
TH2DGetXinv () const
 Returns the computed inverse of the covariance matrix. More...
 
TH2DGetXtau () const
 Returns the computed regularized covariance matrix corresponding to total uncertainties on measured spectrum as passed in the constructor. More...
 
void SetNormalize (Bool_t normalize)
 
TH1DUnfold (Int_t kreg)
 Perform the unfolding with regularisation parameter kreg. More...
 
- Public Member Functions inherited from TObject
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Bool_t HasInconsistentHash () const
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void InvertBit (UInt_t f)
 
virtual Bool_t IsEqual (const TObject *obj) const
 Default equal comparison (objects are equal if they have the same address in memory). More...
 
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virtual Bool_t IsSortable () const
 
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void ResetBit (UInt_t f)
 
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void SetBit (UInt_t f)
 
void SetBit (UInt_t f, Bool_t set)
 Set or unset the user status bits as specified in f. More...
 
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 Set drawing option for object. More...
 
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Int_t TestBits (UInt_t f) const
 
virtual void UseCurrentStyle ()
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Private Member Functions

void FillCurvatureMatrix (TMatrixD &tCurv, TMatrixD &tC) const
 
void InitHistos ()
 

Static Private Member Functions

static TVectorD CompProd (const TVectorD &vec1, const TVectorD &vec2)
 Multiply entries of two vectors. More...
 
static Double_t GetCurvature (const TVectorD &vec, const TMatrixD &curv)
 Compute curvature of vector. More...
 
static void H2M (const TH2D *histo, TMatrixD &mat)
 Fill 2D histogram into matrix. More...
 
static void H2V (const TH1D *histo, TVectorD &vec)
 Fill 1D histogram into vector. More...
 
static void H2Verr (const TH1D *histo, TVectorD &vec)
 Fill 1D histogram errors into vector. More...
 
static void M2H (const TMatrixD &mat, TH2D &histo)
 Fill 2D histogram into matrix. More...
 
static TMatrixD MatDivVec (const TMatrixD &mat, const TVectorD &vec, Int_t zero=0)
 Divide matrix entries by vector. More...
 
static void RegularisedSymMatInvert (TMatrixDSym &mat, Double_t eps=1e-3)
 naive regularised inversion cuts off small elements More...
 
static void V2H (const TVectorD &vec, TH1D &histo)
 Fill vector into 1D histogram. More...
 
static TVectorD VecDiv (const TVectorD &vec1, const TVectorD &vec2, Int_t zero=0)
 Divide entries of two vectors. More...
 

Private Attributes

const TH2DfAdet
 
TH2DfBcov
 
const TH1DfBdat
 Computed inverse of covariance matrix. More...
 
const TH1DfBini
 
Int_t fDdim
 Truth and reconstructed dimensions. More...
 
TH1DfDHist
 Regularisation parameter. More...
 
Int_t fKReg
 Normalize unfolded spectrum to 1. More...
 
Bool_t fMatToyMode
 Internal switch for covariance matrix propagation. More...
 
Int_t fNdim
 
Bool_t fNormalize
 Derivative for curvature matrix. More...
 
TH1DfSVHist
 Distribution of d (for checking regularization) More...
 
TH1DfToyhisto
 
TH2DfToymat
 Toy MC histogram. More...
 
Bool_t fToyMode
 Toy MC detector response matrix. More...
 
const TH1DfXini
 
TH2DfXinv
 Computed regularized covariance matrix. More...
 
TH2DfXtau
 Distribution of singular values. More...
 

Additional Inherited Members

- Public Types inherited from TObject
enum  {
  kIsOnHeap = 0x01000000, kNotDeleted = 0x02000000, kZombie = 0x04000000, kInconsistent = 0x08000000,
  kBitMask = 0x00ffffff
}
 
enum  { kSingleKey = BIT(0), kOverwrite = BIT(1), kWriteDelete = BIT(2) }
 
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  kCanDelete = BIT(0), kMustCleanup = BIT(3), kIsReferenced = BIT(4), kHasUUID = BIT(5),
  kCannotPick = BIT(6), kNoContextMenu = BIT(8), kInvalidObject = BIT(13)
}
 
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 Return destructor only flag. More...
 
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 Get status of object stat flag. More...
 
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 Turn on/off tracking of objects in the TObjectTable. More...
 
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virtual void DoError (int level, const char *location, const char *fmt, va_list va) const
 Interface to ErrorHandler (protected). More...
 
void MakeZombie ()
 

#include <TSVDUnfold.h>

Inheritance diagram for TSVDUnfold:
[legend]

Constructor & Destructor Documentation

◆ TSVDUnfold() [1/3]

TSVDUnfold::TSVDUnfold ( const TH1D bdat,
const TH1D bini,
const TH1D xini,
const TH2D Adet 
)

Alternative constructor User provides data and MC test spectra, as well as detector response matrix, diagonal covariance matrix of measured spectrum built from the uncertainties on measured spectrum.

Definition at line 79 of file TSVDUnfold.cxx.

◆ TSVDUnfold() [2/3]

TSVDUnfold::TSVDUnfold ( const TH1D bdat,
TH2D Bcov,
const TH1D bini,
const TH1D xini,
const TH2D Adet 
)

Default constructor Initialisation of TSVDUnfold User provides data and MC test spectra, as well as detector response matrix and the covariance matrix of the measured distribution.

Definition at line 132 of file TSVDUnfold.cxx.

◆ TSVDUnfold() [3/3]

TSVDUnfold::TSVDUnfold ( const TSVDUnfold other)

Copy constructor.

Definition at line 177 of file TSVDUnfold.cxx.

◆ ~TSVDUnfold()

TSVDUnfold::~TSVDUnfold ( )
virtual

Destructor.

Definition at line 202 of file TSVDUnfold.cxx.

Member Function Documentation

◆ CompProd()

TVectorD TSVDUnfold::CompProd ( const TVectorD vec1,
const TVectorD vec2 
)
staticprivate

Multiply entries of two vectors.

Definition at line 708 of file TSVDUnfold.cxx.

◆ ComputeChiSquared()

Double_t TSVDUnfold::ComputeChiSquared ( const TH1D truspec,
const TH1D unfspec 
)

Helper routine to compute chi-squared between distributions using the computed inverse of the covariance matrix for the unfolded spectrum as given in paper.

Definition at line 886 of file TSVDUnfold.cxx.

◆ FillCurvatureMatrix()

void TSVDUnfold::FillCurvatureMatrix ( TMatrixD tCurv,
TMatrixD tC 
) const
private

Definition at line 725 of file TSVDUnfold.cxx.

◆ GetAdetCovMatrix()

TH2D * TSVDUnfold::GetAdetCovMatrix ( Int_t  ntoys,
Int_t  seed = 1 
)

Determine covariance matrix of unfolded spectrum from finite statistics in response matrix using pseudo experiments "ntoys" - number of pseudo experiments used for the propagation "seed" - seed for pseudo experiments.

Definition at line 517 of file TSVDUnfold.cxx.

◆ GetBCov()

TH2D * TSVDUnfold::GetBCov ( ) const

Returns the covariance matrix.

Definition at line 618 of file TSVDUnfold.cxx.

◆ GetCurvature()

Double_t TSVDUnfold::GetCurvature ( const TVectorD vec,
const TMatrixD curv 
)
staticprivate

Compute curvature of vector.

Definition at line 718 of file TSVDUnfold.cxx.

◆ GetD()

TH1D * TSVDUnfold::GetD ( ) const

Returns d vector (for choosing appropriate regularisation)

Definition at line 582 of file TSVDUnfold.cxx.

◆ GetKReg()

Int_t TSVDUnfold::GetKReg ( ) const
inline

Definition at line 86 of file TSVDUnfold.h.

◆ GetSV()

TH1D * TSVDUnfold::GetSV ( ) const

Returns singular values vector.

Definition at line 593 of file TSVDUnfold.cxx.

◆ GetUnfoldCovMatrix()

TH2D * TSVDUnfold::GetUnfoldCovMatrix ( const TH2D cov,
Int_t  ntoys,
Int_t  seed = 1 
)

Determine for given input error matrix covariance matrix of unfolded spectrum from toy simulation given the passed covariance matrix on measured spectrum "cov" - covariance matrix on the measured spectrum, to be propagated "ntoys" - number of pseudo experiments used for the propagation "seed" - seed for pseudo experiments Note that this covariance matrix will contain effects of forced normalisation if spectrum is normalised to unit area.

Definition at line 411 of file TSVDUnfold.cxx.

◆ GetXinv()

TH2D * TSVDUnfold::GetXinv ( ) const

Returns the computed inverse of the covariance matrix.

Definition at line 610 of file TSVDUnfold.cxx.

◆ GetXtau()

TH2D * TSVDUnfold::GetXtau ( ) const

Returns the computed regularized covariance matrix corresponding to total uncertainties on measured spectrum as passed in the constructor.

Note that this covariance matrix will not contain the effects of forced normalization if spectrum is normalized to unit area.

Definition at line 602 of file TSVDUnfold.cxx.

◆ H2M()

void TSVDUnfold::H2M ( const TH2D histo,
TMatrixD mat 
)
staticprivate

Fill 2D histogram into matrix.

Definition at line 650 of file TSVDUnfold.cxx.

◆ H2V()

void TSVDUnfold::H2V ( const TH1D histo,
TVectorD vec 
)
staticprivate

Fill 1D histogram into vector.

Definition at line 626 of file TSVDUnfold.cxx.

◆ H2Verr()

void TSVDUnfold::H2Verr ( const TH1D histo,
TVectorD vec 
)
staticprivate

Fill 1D histogram errors into vector.

Definition at line 634 of file TSVDUnfold.cxx.

◆ InitHistos()

void TSVDUnfold::InitHistos ( )
private

Definition at line 813 of file TSVDUnfold.cxx.

◆ M2H()

void TSVDUnfold::M2H ( const TMatrixD mat,
TH2D histo 
)
staticprivate

Fill 2D histogram into matrix.

Definition at line 662 of file TSVDUnfold.cxx.

◆ MatDivVec()

TMatrixD TSVDUnfold::MatDivVec ( const TMatrixD mat,
const TVectorD vec,
Int_t  zero = 0 
)
staticprivate

Divide matrix entries by vector.

Definition at line 690 of file TSVDUnfold.cxx.

◆ RegularisedSymMatInvert()

void TSVDUnfold::RegularisedSymMatInvert ( TMatrixDSym mat,
Double_t  eps = 1e-3 
)
staticprivate

naive regularised inversion cuts off small elements

Definition at line 833 of file TSVDUnfold.cxx.

◆ SetNormalize()

void TSVDUnfold::SetNormalize ( Bool_t  normalize)
inline

Definition at line 66 of file TSVDUnfold.h.

◆ Unfold()

TH1D * TSVDUnfold::Unfold ( Int_t  kreg)

Perform the unfolding with regularisation parameter kreg.

Definition at line 243 of file TSVDUnfold.cxx.

◆ V2H()

void TSVDUnfold::V2H ( const TVectorD vec,
TH1D histo 
)
staticprivate

Fill vector into 1D histogram.

Definition at line 642 of file TSVDUnfold.cxx.

◆ VecDiv()

TVectorD TSVDUnfold::VecDiv ( const TVectorD vec1,
const TVectorD vec2,
Int_t  zero = 0 
)
staticprivate

Divide entries of two vectors.

Definition at line 674 of file TSVDUnfold.cxx.

Member Data Documentation

◆ fAdet

const TH2D* TSVDUnfold::fAdet
private

Definition at line 141 of file TSVDUnfold.h.

◆ fBcov

TH2D* TSVDUnfold::fBcov
private

Definition at line 138 of file TSVDUnfold.h.

◆ fBdat

const TH1D* TSVDUnfold::fBdat
private

Computed inverse of covariance matrix.

Definition at line 137 of file TSVDUnfold.h.

◆ fBini

const TH1D* TSVDUnfold::fBini
private

Definition at line 139 of file TSVDUnfold.h.

◆ fDdim

Int_t TSVDUnfold::fDdim
private

Truth and reconstructed dimensions.

Definition at line 128 of file TSVDUnfold.h.

◆ fDHist

TH1D* TSVDUnfold::fDHist
private

Regularisation parameter.

Definition at line 131 of file TSVDUnfold.h.

◆ fKReg

Int_t TSVDUnfold::fKReg
private

Normalize unfolded spectrum to 1.

Definition at line 130 of file TSVDUnfold.h.

◆ fMatToyMode

Bool_t TSVDUnfold::fMatToyMode
private

Internal switch for covariance matrix propagation.

Definition at line 147 of file TSVDUnfold.h.

◆ fNdim

Int_t TSVDUnfold::fNdim
private

Definition at line 127 of file TSVDUnfold.h.

◆ fNormalize

Bool_t TSVDUnfold::fNormalize
private

Derivative for curvature matrix.

Definition at line 129 of file TSVDUnfold.h.

◆ fSVHist

TH1D* TSVDUnfold::fSVHist
private

Distribution of d (for checking regularization)

Definition at line 132 of file TSVDUnfold.h.

◆ fToyhisto

TH1D* TSVDUnfold::fToyhisto
private

Definition at line 144 of file TSVDUnfold.h.

◆ fToymat

TH2D* TSVDUnfold::fToymat
private

Toy MC histogram.

Definition at line 145 of file TSVDUnfold.h.

◆ fToyMode

Bool_t TSVDUnfold::fToyMode
private

Toy MC detector response matrix.

Definition at line 146 of file TSVDUnfold.h.

◆ fXini

const TH1D* TSVDUnfold::fXini
private

Definition at line 140 of file TSVDUnfold.h.

◆ fXinv

TH2D* TSVDUnfold::fXinv
private

Computed regularized covariance matrix.

Definition at line 134 of file TSVDUnfold.h.

◆ fXtau

TH2D* TSVDUnfold::fXtau
private

Distribution of singular values.

Definition at line 133 of file TSVDUnfold.h.

Libraries for TSVDUnfold:
[legend]

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