FumiliFCNAdapter.h

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// @(#)root/minuit2:$Id$
// Author: L. Moneta    10/2006

/**********************************************************************
 *                                                                    *
 * Copyright (c) 2006 ROOT Foundation,  CERN/PH-SFT                   *
 *                                                                    *
 **********************************************************************/

#ifndef ROOT_Minuit2_FumiliFCNAdapter
#define ROOT_Minuit2_FumiliFCNAdapter

#ifndef ROOT_Minuit2_FumiliFCNBase
#include "Minuit2/FumiliFCNBase.h"
#endif

#ifndef ROOT_Math_FitMethodFunction
#include "Math/FitMethodFunction.h"
#endif

#ifndef ROOT_Minuit2_MnPrint
#include "Minuit2/MnPrint.h"
#endif

// #ifndef ROOT_Math_Util
// #include "Math/Util.h"
// #endif

#include <cmath>

namespace ROOT {

   namespace Minuit2 {

/**


template wrapped class for adapting to FumiliFCNBase signature

@author Lorenzo Moneta

@ingroup Minuit

*/

template< class Function>
class FumiliFCNAdapter : public FumiliFCNBase {

public:

//   typedef ROOT::Math::FitMethodFunction Function;
   typedef typename Function::Type_t Type_t;

   FumiliFCNAdapter(const Function & f, unsigned int ndim, double up = 1.) :
      FumiliFCNBase( ndim ),
      fFunc(f) ,
      fUp (up)
   {}

   ~FumiliFCNAdapter() {}


   double operator()(const std::vector<double>& v) const {
      return fFunc.operator()(&v[0]);
   }
   double operator()(const double *  v) const {
      return fFunc.operator()(v);
   }
   double Up() const {return fUp;}

   void SetErrorDef(double up) { fUp = up; }

   //virtual std::vector<double> Gradient(const std::vector<double>&) const;

   // forward interface
   //virtual double operator()(int npar, double* params,int iflag = 4) const;


 /**
     evaluate gradient hessian and function value needed by fumili
   */
   void EvaluateAll( const std::vector<double> & v);

private:


//data member

   const Function & fFunc;
   double fUp;
};


template<class Function>
void FumiliFCNAdapter<Function>::EvaluateAll( const std::vector<double> & v) {

   //typedef FumiliFCNAdapter::Function Function;

   //evaluate all elements
   unsigned int npar = Dimension();
   if (npar != v.size() ) std::cout << "npar = " << npar << "  " << v.size() << std::endl;
   assert(npar == v.size());
   //must distinguish case of likelihood or LS

   std::vector<double> & grad = Gradient();
   std::vector<double> & hess = Hessian();
   // reset
   assert(grad.size() == npar);
   grad.assign( npar, 0.0);
   hess.assign( hess.size(), 0.0);

   double sum = 0;
   unsigned int ndata = fFunc.NPoints();

   std::vector<double> gf(npar);

   //loop on the data points


   // assume for now least-square
   if (fFunc.Type() == Function::kLeastSquare) {

      for (unsigned int i = 0; i < ndata; ++i) {
         // calculate data element and gradient
         double fval = fFunc.DataElement(&v.front(), i, &gf[0]);

         // t.b.d should protect for bad  values of fval
         sum += fval*fval;

         for (unsigned int j = 0; j < npar; ++j) {
            grad[j] += 2. * fval * gf[j];
            for (unsigned int k = j; k < npar; ++ k) {
               int idx =  j + k*(k+1)/2;
               hess[idx] += 2.0 * gf[j] * gf[k];
            }
         }
      }
   }
   else if (fFunc.Type() == Function::kLogLikelihood) {


      for (unsigned int i = 0; i < ndata; ++i) {

         // calculate data element and gradient
         // return value is log of pdf and derivative of the log(Pdf)
         double fval = fFunc.DataElement(&v.front(), i, &gf[0]);

         sum -= fval;

         for (unsigned int j = 0; j < npar; ++j) {
            double gfj = gf[j] ;
            grad[j] -= gfj;
            for (unsigned int k = j; k < npar; ++ k) {
               int idx =  j + k*(k+1)/2;
               hess[idx] +=  gfj * gf[k] ;
            }
         }
      }
   }
   else {
      MN_ERROR_MSG("FumiliFCNAdapter: type of fit method is not supported, it must be chi2 or log-likelihood");
   }
}


   } // end namespace Minuit2

} // end namespace ROOT




#endif //ROOT_Minuit2_FCNAdapter