Minimizer for arbitrary one dimensional functions.

Implemented using GSL, for detailed description see: GSL online doc

The algorithms uspported are only bracketing algorithm which do not use derivatives information. The algorithms which can be chosen at construction time are GOLDENSECTION, whic is the simplest method but the slowest and BRENT (the default one) which combines the golden section with a parabolic interpolation.

This class does not support copying

Definition at line 81 of file GSLMinimizer1D.h.

Public Member Functions
	GSLMinimizer1D (Minim1D::Type type=Minim1D::kBRENT)
	Construct the minimizer passing the minimizer type using the Minim1D::Algorithm enumeration. More...

virtual	~GSLMinimizer1D ()
	Destructor: free allocated resources. More...

template<class UserFunc >
void	SetFunction (const UserFunc &f, double xmin, double xlow, double xup)
	Set, or reset, minimizer to use the function f and the initial search interval [xlow, xup], with a guess for the location of the minimum xmin. More...

void	SetFunction (GSLFuncPointer f, void *params, double xmin, double xlow, double xup)
	Set, or reset, minimizer to use the function f and the initial search interval [xlow, xup], with a guess for the location of the minimum xmin. More...

int	Iterate ()
	Perform a minimizer iteration and if an unexepcted problem occurr then an error code will be returned. More...

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

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

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

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

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

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

bool	Minimize (int maxIter, double absTol, double relTol)
	Find minimum position iterating until convergence specified by the absolute and relative tolerance or the maximum number of iteration is reached Return true is result is successfull @param maxIter maximum number of iteration @param absTol desired absolute error in the minimum position @param absTol desired relative error in the minimum position. More...

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

int	Status () const
	Return status of last minimization. More...

const char *	Name () const
	Return name of minimization algorithm. More...

Public Member Functions inherited from ROOT::Math::IMinimizer1D
	IMinimizer1D ()

virtual	~IMinimizer1D ()

Static Public Member Functions
static int	TestInterval (double xlow, double xup, double epsAbs, double epsRel)
	Test convergence of the interval. More...

Private Member Functions
	GSLMinimizer1D (const GSLMinimizer1D &)

GSLMinimizer1D &	operator= (const GSLMinimizer1D &)

Private Attributes
double	fXmin

double	fXlow

double	fXup

double	fMin

double	fLow

double	fUp

int	fIter

int	fStatus

bool	fIsSet

GSL1DMinimizerWrapper *	fMinimizer

GSLFunctionWrapper *	fFunction

#include <Math/GSLMinimizer1D.h>

Inheritance diagram for ROOT::Math::GSLMinimizer1D:

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Constructor & Destructor Documentation

ROOT::Math::GSLMinimizer1D::GSLMinimizer1D ( Minim1D::Type type = Minim1D::kBRENT )

explicit

Construct the minimizer passing the minimizer type using the Minim1D::Algorithm enumeration.

Definition at line 51 of file GSLMinimizer1D.cxx.

ROOT::Math::GSLMinimizer1D::~GSLMinimizer1D ( )

virtual

Destructor: free allocated resources.

Definition at line 78 of file GSLMinimizer1D.cxx.

ROOT::Math::GSLMinimizer1D::GSLMinimizer1D ( const GSLMinimizer1D & )

private

Definition at line 86 of file GSLMinimizer1D.cxx.

Member Function Documentation

double ROOT::Math::GSLMinimizer1D::FValLower ( ) const

virtual

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

Implements ROOT::Math::IMinimizer1D.

Definition at line 161 of file GSLMinimizer1D.cxx.

double ROOT::Math::GSLMinimizer1D::FValMinimum ( ) const

virtual

Return function value at current estimate of the minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 156 of file GSLMinimizer1D.cxx.

Referenced by testMinimization1D().

double ROOT::Math::GSLMinimizer1D::FValUpper ( ) const

virtual

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

Implements ROOT::Math::IMinimizer1D.

Definition at line 166 of file GSLMinimizer1D.cxx.

int ROOT::Math::GSLMinimizer1D::Iterate ( )

Perform a minimizer iteration and if an unexepcted problem occurr then an error code will be returned.

Definition at line 122 of file GSLMinimizer1D.cxx.

Referenced by Minimize().

int ROOT::Math::GSLMinimizer1D::Iterations ( ) const

inlinevirtual

Return number of iteration used to find minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 174 of file GSLMinimizer1D.h.

bool ROOT::Math::GSLMinimizer1D::Minimize	(	int	maxIter,
		double	absTol,
		double	relTol
	)

virtual

Find minimum position iterating until convergence specified by the absolute and relative tolerance or the maximum number of iteration is reached Return true is result is successfull @param maxIter maximum number of iteration @param absTol desired absolute error in the minimum position @param absTol desired relative error in the minimum position.

Implements ROOT::Math::IMinimizer1D.

Definition at line 176 of file GSLMinimizer1D.cxx.

Referenced by testMinimization1D().

const char * ROOT::Math::GSLMinimizer1D::Name ( ) const

virtual

Return name of minimization algorithm.

Implements ROOT::Math::IMinimizer1D.

Definition at line 171 of file GSLMinimizer1D.cxx.

Referenced by testMinimization1D().

GSLMinimizer1D & ROOT::Math::GSLMinimizer1D::operator= ( const GSLMinimizer1D & rhs )

private

Definition at line 91 of file GSLMinimizer1D.cxx.