DemoFumili.cxx

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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                *
 *                                                                    *
 **********************************************************************/

#include "GaussDataGen.h"
#include "GaussianModelFunction.h"
#include "Minuit2/MnFumiliMinimize.h"
#include "Minuit2/FumiliStandardChi2FCN.h"
#include "Minuit2/FunctionMinimum.h"
#include "Minuit2/MnUserParameterState.h"
#include "Minuit2/MnPrint.h"
#include "Minuit2/MnMigrad.h"

#include <iostream>

using namespace ROOT::Minuit2;

int main() {

  // generate the data (100 data points)
  GaussDataGen gdg(100);

  std::vector<double> pos = gdg.Positions();
  std::vector<double> meas = gdg.Measurements();
  std::vector<double> var = gdg.Variances();



  // Estimate initial starting values for parameters
  double x = 0.;
  double x2 = 0.;
  double norm = 0.;
  double dx = pos[1]-pos[0];
  double area = 0.;
  for(unsigned int i = 0; i < meas.size(); i++) {
    norm += meas[i];
    x += (meas[i]*pos[i]);
    x2 += (meas[i]*pos[i]*pos[i]);
    area += dx*meas[i];
  }
  double mean = x/norm;
  double rms2 = x2/norm - mean*mean;
  double rms = rms2 > 0. ? sqrt(rms2) : 1.;


  // create parameters
  MnUserParameters upar;
  upar.Add("mean", mean, 0.1);
  upar.Add("sigma", rms, 0.1);
  upar.Add("area", area, 0.1);



  // create FCN function for Fumili using model function
  GaussianModelFunction modelFunction;
  FumiliStandardChi2FCN fFCN(modelFunction, meas, pos, var);

  {

    std::cout << "Minimize using FUMILI : \n" << std::endl;
    MnFumiliMinimize fumili(fFCN, upar);


    // Minimize
    FunctionMinimum min = fumili();

    // output
    std::cout<<"minimum: "<<min<<std::endl;
  }

  {

    std::cout << "Minimize using MIGRAD : \n" << std::endl;
    MnMigrad migrad(fFCN, upar);

    // Minimize
    FunctionMinimum min = migrad();

    // output
    std::cout<<"minimum: "<<min<<std::endl;
  }


  return 0;
}