ROOT 6.10/09 Reference Guide |
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 54 of file BasicMinimizer.h.
Public Member Functions | |
BasicMinimizer () | |
Default constructor. More... | |
virtual | ~BasicMinimizer () |
Destructor. More... | |
virtual bool | FixVariable (unsigned int ivar) |
fix an existing variable More... | |
virtual bool | GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const |
get variable settings in a variable object (like ROOT::Fit::ParamsSettings) More... | |
const ROOT::Math::IMultiGradFunction * | GradObjFunction () const |
return pointer to used gradient object function (NULL if gradient is not supported) More... | |
virtual bool | IsFixedVariable (unsigned int ivar) const |
query if an existing variable is fixed (i.e. More... | |
virtual bool | Minimize () |
method to perform the minimization More... | |
virtual double | MinValue () const |
return minimum function value 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... | |
void | PrintResult () const |
print result of minimization More... | |
virtual bool | ReleaseVariable (unsigned int ivar) |
release an existing variable More... | |
virtual bool | SetFixedVariable (unsigned int, const std::string &, double) |
set fixed variable (override if minimizer supports them ) 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 | 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 | 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 | SetVariable (unsigned int ivar, const std::string &name, double val, double step) |
set free variable More... | |
virtual bool | SetVariableLimits (unsigned int ivar, double lower, double upper) |
set the limits 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 | SetVariableStepSize (unsigned int ivar, double step) |
set the step size 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 | 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 const double * | StepSizes () const |
accessor methods More... | |
const ROOT::Math::MinimTransformFunction * | TransformFunction () const |
return transformation function (NULL if not having a transformation) 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 std::string | VariableName (unsigned int ivar) const |
get name of variables (override if minimizer support storing of variable names) More... | |
virtual const double * | X () const |
return pointer to X values at the minimum 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... | |
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 double | Correlation (unsigned int i, unsigned int j) const |
return correlation coefficient between variable i and j. 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 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 | Edm () const |
return expected distance reached from the minimum (re-implement if minimizer provides it 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... | |
virtual const double * | Errors () const |
return errors at the minimum 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 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 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 | Hesse () |
perform a full calculation of the Hessian matrix for error calculation More... | |
bool | IsValidError () const |
return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit) More... | |
unsigned int | MaxFunctionCalls () const |
max number of function calls More... | |
unsigned int | MaxIterations () const |
max iterations 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 MinimizerOptions | Options () const |
retrieve the minimizer options (implement derived class if needed) 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 | PrintLevel () const |
minimizer configuration parameters More... | |
virtual void | PrintResults () |
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0; More... | |
virtual bool | ProvidesError () const |
minimizer provides error and error matrix 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... | |
void | SetDefaultOptions () |
reset the defaut options (defined in MinimizerOptions) More... | |
void | SetErrorDef (double up) |
set scale for calculating the errors 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 | SetOptions (const MinimizerOptions &opt) |
set all options in one go 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 | SetPrintLevel (int level) |
set print level More... | |
void | SetStrategy (int strategyLevel) |
set the strategy More... | |
void | SetTolerance (double tol) |
set the tolerance More... | |
void | SetValidError (bool on) |
flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit) More... | |
virtual bool | SetVariableInitialRange (unsigned int, double, double) |
set the initial range of an existing variable More... | |
template<class VariableIterator > | |
int | SetVariables (const VariableIterator &begin, const VariableIterator &end) |
add variables . Return number of variables successfully added More... | |
int | Status () const |
status code of minimizer More... | |
int | Strategy () const |
strategy More... | |
double | Tolerance () const |
absolute tolerance 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 | |
std::map< unsigned int, std::pair< double, double > > | fBounds |
unsigned int | fDim |
double | fMinVal |
std::vector< std::string > | fNames |
const ROOT::Math::IMultiGenFunction * | fObjFunc |
std::vector< double > | fSteps |
std::vector< double > | fValues |
std::vector< ROOT::Math::EMinimVariableType > | fVarTypes |
Additional Inherited Members | |
Protected Attributes inherited from ROOT::Math::Minimizer | |
MinimizerOptions | fOptions |
int | fStatus |
bool | fValidError |
#include <Math/BasicMinimizer.h>
ROOT::Math::BasicMinimizer::BasicMinimizer | ( | ) |
Default constructor.
Definition at line 44 of file BasicMinimizer.cxx.
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Destructor.
Definition at line 60 of file BasicMinimizer.cxx.
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Copy constructor.
Definition at line 75 of file BasicMinimizer.h.
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Definition at line 255 of file BasicMinimizer.cxx.
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Definition at line 264 of file BasicMinimizer.cxx.
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Definition at line 273 of file BasicMinimizer.cxx.
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fix an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 183 of file BasicMinimizer.cxx.
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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.
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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.
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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.
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return minimum function value
Implements ROOT::Math::Minimizer.
Definition at line 136 of file BasicMinimizer.h.
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number of dimensions
Implements ROOT::Math::Minimizer.
Definition at line 142 of file BasicMinimizer.h.
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number of free variables (real dimension of the problem)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 357 of file BasicMinimizer.cxx.
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total number of parameter defined
Definition at line 148 of file BasicMinimizer.h.
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return pointer to used objective function
Definition at line 151 of file BasicMinimizer.h.
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Assignment operator.
Definition at line 80 of file BasicMinimizer.h.
void ROOT::Math::BasicMinimizer::PrintResult | ( | ) | const |
print result of minimization
Definition at line 337 of file BasicMinimizer.cxx.
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release an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 190 of file BasicMinimizer.cxx.
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Definition at line 323 of file BasicMinimizer.cxx.
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set fixed variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 117 of file BasicMinimizer.cxx.
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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.
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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.
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set upper/lower limited variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 108 of file BasicMinimizer.cxx.
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set lower limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 89 of file BasicMinimizer.cxx.
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Definition at line 175 of file BasicMinimizer.h.
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set upper limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 98 of file BasicMinimizer.cxx.
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set free variable
Implements ROOT::Math::Minimizer.
Definition at line 64 of file BasicMinimizer.cxx.
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set the limits of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 160 of file BasicMinimizer.cxx.
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set the lower-limit of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 148 of file BasicMinimizer.cxx.
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set the step size of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 141 of file BasicMinimizer.cxx.
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set the upper-limit of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 154 of file BasicMinimizer.cxx.
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set the value of an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 126 of file BasicMinimizer.cxx.
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set the values of all existing variables (array must be dimensioned to the size of existing parameters)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 134 of file BasicMinimizer.cxx.
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accessor methods
Definition at line 163 of file BasicMinimizer.h.
const MinimTransformFunction * ROOT::Math::BasicMinimizer::TransformFunction | ( | ) | const |
return transformation function (NULL if not having a transformation)
Definition at line 353 of file BasicMinimizer.cxx.
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get index of variable given a variable given a name return -1 if variable is not found
Reimplemented from ROOT::Math::Minimizer.
Definition at line 233 of file BasicMinimizer.cxx.
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get name of variables (override if minimizer support storing of variable names)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 228 of file BasicMinimizer.cxx.
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return pointer to X values at the minimum
Implements ROOT::Math::Minimizer.
Definition at line 139 of file BasicMinimizer.h.
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Definition at line 189 of file BasicMinimizer.h.
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Definition at line 180 of file BasicMinimizer.h.
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Definition at line 184 of file BasicMinimizer.h.
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Definition at line 187 of file BasicMinimizer.h.
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Definition at line 182 of file BasicMinimizer.h.
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Definition at line 186 of file BasicMinimizer.h.
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Definition at line 185 of file BasicMinimizer.h.
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Definition at line 188 of file BasicMinimizer.h.