Base Minimizer class, which defines the basic funcionality of various minimizer implementations (apart from Minuit and Minuit2) It provides support for storing parameter values, step size, parameter transofrmation etc.

. in case real minimizer impelmentations do not provide such functionality. This is an internal class and should not be used directly by the user

Definition at line 62 of file BasicMinimizer.h.

Public Member Functions
	BasicMinimizer ()
	Default constructor. More...

virtual	~BasicMinimizer ()
	Destructor. More...

virtual void	SetFunction (const ROOT::Math::IMultiGenFunction &func)
	set the function to minimize More...

virtual void	SetFunction (const ROOT::Math::IMultiGradFunction &func)
	set gradient the function to minimize More...

virtual bool	SetVariable (unsigned int ivar, const std::string &name, double val, double step)
	set free variable More...

virtual bool	SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower)
	set lower limit variable (override if minimizer supports them ) More...

virtual bool	SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper)
	set upper limit variable (override if minimizer supports them ) More...

virtual bool	SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double, double)
	set upper/lower limited variable (override if minimizer supports them ) More...

virtual bool	SetFixedVariable (unsigned int, const std::string &, double)
	set fixed variable (override if minimizer supports them ) More...

virtual bool	SetVariableValue (unsigned int ivar, double val)
	set the value of an existing variable More...

virtual bool	SetVariableValues (const double *x)
	set the values of all existing variables (array must be dimensioned to the size of existing parameters) More...

virtual bool	SetVariableStepSize (unsigned int ivar, double step)
	set the step size of an already existing variable More...

virtual bool	SetVariableLowerLimit (unsigned int ivar, double lower)
	set the lower-limit of an already existing variable More...

virtual bool	SetVariableUpperLimit (unsigned int ivar, double upper)
	set the upper-limit of an already existing variable More...

virtual bool	SetVariableLimits (unsigned int ivar, double lower, double upper)
	set the limits of an already existing variable More...

virtual bool	FixVariable (unsigned int ivar)
	fix an existing variable More...

virtual bool	ReleaseVariable (unsigned int ivar)
	release an existing variable More...

virtual bool	IsFixedVariable (unsigned int ivar) const
	query if an existing variable is fixed (i.e. More...

virtual bool	GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const
	get variable settings in a variable object (like ROOT::Fit::ParamsSettings) More...

virtual std::string	VariableName (unsigned int ivar) const
	get name of variables (override if minimizer support storing of variable names) More...

virtual int	VariableIndex (const std::string &name) const
	get index of variable given a variable given a name return -1 if variable is not found More...

virtual bool	Minimize ()
	method to perform the minimization More...

virtual double	MinValue () const
	return minimum function value More...

virtual const double *	X () const
	return pointer to X values at the minimum More...

virtual unsigned int	NDim () const
	number of dimensions More...

virtual unsigned int	NFree () const
	number of free variables (real dimension of the problem) More...

virtual unsigned int	NPar () const
	total number of parameter defined More...

const ROOT::Math::IMultiGenFunction *	ObjFunction () const
	return pointer to used objective function More...

const ROOT::Math::IMultiGradFunction *	GradObjFunction () const
	return pointer to used gradient object function (NULL if gradient is not supported) More...

const ROOT::Math::MinimTransformFunction *	TransformFunction () const
	return transformation function (NULL if not having a transformation) More...

void	PrintResult () const
	print result of minimization More...

virtual const double *	StepSizes () const
	accessor methods More...

Public Member Functions inherited from ROOT::Math::Minimizer
	Minimizer ()
	Default constructor. More...

virtual	~Minimizer ()
	Destructor (no operations) More...

virtual void	Clear ()
	reset for consecutive minimizations - implement if needed More...

template<class VariableIterator >
int	SetVariables (const VariableIterator &begin, const VariableIterator &end)
	add variables . Return number of variables successfully added More...

virtual bool	SetVariableInitialRange (unsigned int, double, double)
	set the initial range of an existing variable More...

virtual double	Edm () const
	return expected distance reached from the minimum (re-implement if minimizer provides it More...

virtual const double *	MinGradient () const
	return pointer to gradient values at the minimum More...

virtual unsigned int	NCalls () const
	number of function calls to reach the minimum More...

virtual unsigned int	NIterations () const
	number of iterations to reach the minimum More...

virtual bool	ProvidesError () const
	minimizer provides error and error matrix More...

virtual const double *	Errors () const
	return errors at the minimum More...

virtual double	CovMatrix (unsigned int ivar, unsigned int jvar) const
	return covariance matrices element for variables ivar,jvar if the variable is fixed the return value is zero The ordering of the variables is the same as in the parameter and errors vectors More...

virtual bool	GetCovMatrix (double *covMat) const
	Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero. More...

virtual bool	GetHessianMatrix (double *hMat) const
	Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second derivatives and is the inverse of the covariance matrix If the variable is fixed or const the values for that variables are zero. More...

virtual int	CovMatrixStatus () const
	return status of covariance matrix using Minuit convention {0 not calculated 1 approximated 2 made pos def , 3 accurate} Minimizer who implements covariance matrix calculation will re-implement the method More...

virtual double	Correlation (unsigned int i, unsigned int j) const
	return correlation coefficient between variable i and j. More...

virtual double	GlobalCC (unsigned int ivar) const
	return global correlation coefficient for variable i This is a number between zero and one which gives the correlation between the i-th parameter and that linear combination of all other parameters which is most strongly correlated with i. More...

virtual bool	GetMinosError (unsigned int ivar, double &errLow, double &errUp, int option=0)
	minos error for variable i, return false if Minos failed or not supported and the lower and upper errors are returned in errLow and errUp An extra flag specifies if only the lower (option=-1) or the upper (option=+1) error calculation is run (This feature is not yet implemented) More...

virtual bool	Hesse ()
	perform a full calculation of the Hessian matrix for error calculation More...

virtual bool	Scan (unsigned int ivar, unsigned int &nstep, double x, double y, double xmin=0, double xmax=0)
	scan function minimum for variable i. More...

virtual bool	Contour (unsigned int ivar, unsigned int jvar, unsigned int &npoints, double xi, double xj)
	find the contour points (xi, xj) of the function for parameter ivar and jvar around the minimum The contour will be find for value of the function = Min + ErrorUp(); More...

virtual void	PrintResults ()
	return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0; More...

int	PrintLevel () const
	minimizer configuration parameters More...

unsigned int	MaxFunctionCalls () const
	max number of function calls More...

unsigned int	MaxIterations () const
	max iterations More...

double	Tolerance () const
	absolute tolerance More...

double	Precision () const
	precision of minimizer in the evaluation of the objective function ( a value <=0 corresponds to the let the minimizer choose its default one) More...

int	Strategy () const
	strategy More...

int	Status () const
	status code of minimizer More...

double	ErrorDef () const
	return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization More...

bool	IsValidError () const
	return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit) More...

virtual MinimizerOptions	Options () const
	retrieve the minimizer options (implement derived class if needed) More...

void	SetPrintLevel (int level)
	set print level More...

void	SetMaxFunctionCalls (unsigned int maxfcn)
	set maximum of function calls More...

void	SetMaxIterations (unsigned int maxiter)
	set maximum iterations (one iteration can have many function calls) More...

void	SetTolerance (double tol)
	set the tolerance More...

void	SetPrecision (double prec)
	set in the minimizer the objective function evaluation precision ( a value <=0 means the minimizer will choose its optimal value automatically, i.e. More...

void	SetStrategy (int strategyLevel)
	set the strategy More...

void	SetErrorDef (double up)
	set scale for calculating the errors More...

void	SetValidError (bool on)
	flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit) More...

void	SetOptions (const MinimizerOptions &opt)
	set all options in one go More...

void	SetDefaultOptions ()
	reset the defaut options (defined in MinimizerOptions) More...

Protected Member Functions
bool	CheckDimension () const

bool	CheckObjFunction () const

MinimTransformFunction *	CreateTransformation (std::vector< double > &startValues, const ROOT::Math::IMultiGradFunction *func=0)

void	SetFinalValues (const double *x)

void	SetMinValue (double val)

Private Member Functions
	BasicMinimizer (const BasicMinimizer &)
	Copy constructor. More...

BasicMinimizer &	operator= (const BasicMinimizer &rhs)
	Assignment operator. More...

Private Attributes
unsigned int	fDim

const ROOT::Math::IMultiGenFunction *	fObjFunc

double	fMinVal

std::vector< double >	fValues

std::vector< double >	fSteps

std::vector< std::string >	fNames

std::vector < ROOT::Math::EMinimVariableType >	fVarTypes

std::map< unsigned int, std::pair< double, double > >	fBounds

Additional Inherited Members
Protected Attributes inherited from ROOT::Math::Minimizer
bool	fValidError

MinimizerOptions	fOptions

int	fStatus

#include <Math/BasicMinimizer.h>

Inheritance diagram for ROOT::Math::BasicMinimizer:

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Constructor & Destructor Documentation

ROOT::Math::BasicMinimizer::BasicMinimizer ( )

Default constructor.

Definition at line 44 of file BasicMinimizer.cxx.

ROOT::Math::BasicMinimizer::~BasicMinimizer ( )

virtual

Destructor.

Definition at line 60 of file BasicMinimizer.cxx.

ROOT::Math::BasicMinimizer::BasicMinimizer ( const BasicMinimizer & )

inlineprivate

Copy constructor.

Definition at line 83 of file BasicMinimizer.h.

Member Function Documentation

bool ROOT::Math::BasicMinimizer::CheckDimension ( ) const

protected

Definition at line 255 of file BasicMinimizer.cxx.

bool ROOT::Math::BasicMinimizer::CheckObjFunction ( ) const

protected

Definition at line 264 of file BasicMinimizer.cxx.

MinimTransformFunction * ROOT::Math::BasicMinimizer::CreateTransformation	(	std::vector< double > &	startValues,
		const ROOT::Math::IMultiGradFunction *	func = `0`
	)

protected

Definition at line 273 of file BasicMinimizer.cxx.

Referenced by ROOT::Math::GSLSimAnMinimizer::Minimize(), ROOT::Math::GSLMinimizer::Minimize(), and ROOT::Math::GSLNLSMinimizer::Minimize().

bool ROOT::Math::BasicMinimizer::FixVariable ( unsigned int ivar )

virtual

fix an existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 183 of file BasicMinimizer.cxx.

Referenced by SetVariableLimits().

bool ROOT::Math::BasicMinimizer::GetVariableSettings	(	unsigned int	ivar,
		ROOT::Fit::ParameterSettings &	varObj
	)		const

virtual

get variable settings in a variable object (like ROOT::Fit::ParamsSettings)

Reimplemented from ROOT::Math::Minimizer.

Definition at line 212 of file BasicMinimizer.cxx.

const ROOT::Math::IMultiGradFunction * ROOT::Math::BasicMinimizer::GradObjFunction ( ) const

return pointer to used gradient object function (NULL if gradient is not supported)

Definition at line 349 of file BasicMinimizer.cxx.

Referenced by ROOT::Math::RMinimizer::Minimize(), and ROOT::Math::GSLMinimizer::Minimize().

bool ROOT::Math::BasicMinimizer::IsFixedVariable ( unsigned int ivar ) const

virtual

query if an existing variable is fixed (i.e.

considered constant in the minimization) note that by default all variables are not fixed

Reimplemented from ROOT::Math::Minimizer.

Definition at line 207 of file BasicMinimizer.cxx.

bool ROOT::Math::BasicMinimizer::Minimize ( )

virtual

method to perform the minimization

Implements ROOT::Math::Minimizer.

Reimplemented in ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, ROOT::Math::GSLSimAnMinimizer, and ROOT::Math::RMinimizer.

Definition at line 317 of file BasicMinimizer.cxx.

virtual double ROOT::Math::BasicMinimizer::MinValue ( ) const

inlinevirtual

return minimum function value

Implements ROOT::Math::Minimizer.

Definition at line 144 of file BasicMinimizer.h.

Referenced by ROOT::Math::RMinimizer::Minimize(), ROOT::Math::GSLSimAnMinimizer::Minimize(), ROOT::Math::GSLMinimizer::Minimize(), and ROOT::Math::GSLNLSMinimizer::Minimize().

virtual unsigned int ROOT::Math::BasicMinimizer::NDim ( ) const

inlinevirtual

number of dimensions

Implements ROOT::Math::Minimizer.

Definition at line 150 of file BasicMinimizer.h.

Referenced by ROOT::Math::GSLNLSMinimizer::CovMatrix(), ROOT::Math::RMinimizer::GetCovMatrix(), ROOT::Math::RMinimizer::Minimize(), ROOT::Math::GSLSimAnMinimizer::Minimize(), ROOT::Math::GSLMinimizer::Minimize(), ROOT::Math::GSLNLSMinimizer::Minimize(), SetFinalValues(), and ROOT::Math::GSLNLSMinimizer::SetFunction().

unsigned int ROOT::Math::BasicMinimizer::NFree ( ) const

virtual

number of free variables (real dimension of the problem)

Reimplemented from ROOT::Math::Minimizer.

Definition at line 357 of file BasicMinimizer.cxx.

Referenced by ROOT::Math::GSLMinimizer::Minimize().

virtual unsigned int ROOT::Math::BasicMinimizer::NPar ( ) const

inlinevirtual

total number of parameter defined

Definition at line 156 of file BasicMinimizer.h.

Referenced by ROOT::Math::GSLSimAnMinimizer::Minimize(), ROOT::Math::GSLMinimizer::Minimize(), and ROOT::Math::GSLNLSMinimizer::Minimize().

const ROOT::Math::IMultiGenFunction* ROOT::Math::BasicMinimizer::ObjFunction ( ) const

inline

return pointer to used objective function

Definition at line 159 of file BasicMinimizer.h.

Referenced by ROOT::Math::RMinimizer::Minimize(), ROOT::Math::GSLSimAnMinimizer::Minimize(), ROOT::Math::GSLSimAnMinimizer::NCalls(), ROOT::Math::GSLMinimizer::NCalls(), and ROOT::Math::GSLNLSMinimizer::SetFunction().

BasicMinimizer& ROOT::Math::BasicMinimizer::operator= ( const BasicMinimizer & rhs )

inlineprivate

Assignment operator.

Definition at line 88 of file BasicMinimizer.h.

void ROOT::Math::BasicMinimizer::PrintResult ( ) const

print result of minimization

Definition at line 337 of file BasicMinimizer.cxx.

bool ROOT::Math::BasicMinimizer::ReleaseVariable ( unsigned int ivar )

virtual

release an existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 190 of file BasicMinimizer.cxx.

void ROOT::Math::BasicMinimizer::SetFinalValues ( const double * x )

protected

Definition at line 323 of file BasicMinimizer.cxx.

Referenced by ROOT::Math::RMinimizer::Minimize(), ROOT::Math::GSLSimAnMinimizer::Minimize(), ROOT::Math::GSLMinimizer::Minimize(), and ROOT::Math::GSLNLSMinimizer::Minimize().

bool ROOT::Math::BasicMinimizer::SetFixedVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val
	)

virtual

set fixed variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 117 of file BasicMinimizer.cxx.

void ROOT::Math::BasicMinimizer::SetFunction ( const ROOT::Math::IMultiGenFunction & func )

virtual

set the function to minimize

Implements ROOT::Math::Minimizer.

Reimplemented in ROOT::Math::GSLNLSMinimizer, and ROOT::Math::GSLMinimizer.

Definition at line 241 of file BasicMinimizer.cxx.

Referenced by ROOT::Math::GSLMinimizer::SetFunction(), and ROOT::Math::GSLNLSMinimizer::SetFunction().

void ROOT::Math::BasicMinimizer::SetFunction ( const ROOT::Math::IMultiGradFunction & func )

virtual

set gradient the function to minimize

Reimplemented from ROOT::Math::Minimizer.

Reimplemented in ROOT::Math::GSLNLSMinimizer, and ROOT::Math::GSLMinimizer.

Definition at line 247 of file BasicMinimizer.cxx.

bool ROOT::Math::BasicMinimizer::SetLimitedVariable	(	unsigned int	ivar,
		const std::string &	name,
		double	val,
		double	step,
		double	lower,
		double	upper
	)