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...

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

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

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

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

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

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

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

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

double	XUpper () const
	Return current upper bound of the minimization interval. 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
GSLFunctionWrapper *	fFunction

bool	fIsSet

int	fIter

double	fLow

double	fMin

GSL1DMinimizerWrapper *	fMinimizer

int	fStatus

double	fUp

double	fXlow

double	fXmin

double	fXup

#include <Math/GSLMinimizer1D.h>

Inheritance diagram for ROOT::Math::GSLMinimizer1D:

[legend]

Constructor & Destructor Documentation

◆ GSLMinimizer1D() [1/2]

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.

◆ ~GSLMinimizer1D()

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

virtual

Destructor: free allocated resources.

Definition at line 78 of file GSLMinimizer1D.cxx.

◆ GSLMinimizer1D() [2/2]

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

private

Definition at line 86 of file GSLMinimizer1D.cxx.

Member Function Documentation

◆ FValLower()

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.

◆ FValMinimum()

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.

◆ FValUpper()

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.

◆ Iterate()

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.

◆ Iterations()

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.

◆ Minimize()

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.

◆ Name()

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.

◆ operator=()

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

private

Definition at line 91 of file GSLMinimizer1D.cxx.

◆ SetFunction() [1/2]

template<class UserFunc >

void ROOT::Math::GSLMinimizer1D::SetFunction	(	const UserFunc &	f,
		double	xmin,
		double	xlow,
		double	xup
	)

inline

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.

The condition : \( f(xlow) > f(xmin) < f(xup)\) must be satisfied

Definition at line 109 of file GSLMinimizer1D.h.

◆ SetFunction() [2/2]

void ROOT::Math::GSLMinimizer1D::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.

The condition : \( f(xlow) > f(xmin) < f(xup) \) must be satisfied

Method specialized on the GSL function type

Definition at line 98 of file GSLMinimizer1D.cxx.

◆ Status()

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

inlinevirtual

Return status of last minimization.

Implements ROOT::Math::IMinimizer1D.

Definition at line 181 of file GSLMinimizer1D.h.

◆ TestInterval()

int ROOT::Math::GSLMinimizer1D::TestInterval	(	double	xlow,
		double	xup,
		double	epsAbs,
		double	epsRel
	)

static

Test convergence of the interval.

The test returns success if

\[ |x_{min}-x_{truemin}| < epsAbs + epsRel *x_{truemin} \]

Definition at line 214 of file GSLMinimizer1D.cxx.

◆ XLower()

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

virtual

Return current lower bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 146 of file GSLMinimizer1D.cxx.

◆ XMinimum()

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

virtual

Return current estimate of the position of the minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 141 of file GSLMinimizer1D.cxx.

◆ XUpper()

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

virtual

Return current upper bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 151 of file GSLMinimizer1D.cxx.

Member Data Documentation

◆ fFunction

GSLFunctionWrapper* ROOT::Math::GSLMinimizer1D::fFunction

private

Definition at line 215 of file GSLMinimizer1D.h.

◆ fIsSet

bool ROOT::Math::GSLMinimizer1D::fIsSet

private

Definition at line 211 of file GSLMinimizer1D.h.

◆ fIter

int ROOT::Math::GSLMinimizer1D::fIter

private

Definition at line 209 of file GSLMinimizer1D.h.

◆ fLow

double ROOT::Math::GSLMinimizer1D::fLow

private

Definition at line 207 of file GSLMinimizer1D.h.

◆ fMin

double ROOT::Math::GSLMinimizer1D::fMin

private

Definition at line 206 of file GSLMinimizer1D.h.

◆ fMinimizer

GSL1DMinimizerWrapper* ROOT::Math::GSLMinimizer1D::fMinimizer

private

Definition at line 214 of file GSLMinimizer1D.h.

◆ fStatus

int ROOT::Math::GSLMinimizer1D::fStatus

private

Definition at line 210 of file GSLMinimizer1D.h.

◆ fUp

double ROOT::Math::GSLMinimizer1D::fUp

private

Definition at line 208 of file GSLMinimizer1D.h.

◆ fXlow

double ROOT::Math::GSLMinimizer1D::fXlow

private

Definition at line 204 of file GSLMinimizer1D.h.

◆ fXmin

double ROOT::Math::GSLMinimizer1D::fXmin

private

Definition at line 203 of file GSLMinimizer1D.h.

◆ fXup

double ROOT::Math::GSLMinimizer1D::fXup

private

Definition at line 205 of file GSLMinimizer1D.h.

The documentation for this class was generated from the following files:

math/mathmore/inc/Math/GSLMinimizer1D.h
math/mathmore/src/GSLMinimizer1D.cxx

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Constructor & Destructor Documentation

◆ GSLMinimizer1D() [1/2]

◆ ~GSLMinimizer1D()

◆ GSLMinimizer1D() [2/2]

Member Function Documentation

◆ FValLower()

◆ FValMinimum()

◆ FValUpper()

◆ Iterate()

◆ Iterations()

◆ Minimize()

◆ Name()

◆ operator=()

◆ SetFunction() [1/2]

◆ SetFunction() [2/2]

◆ Status()

◆ TestInterval()

◆ XLower()

◆ XMinimum()

◆ XUpper()

Member Data Documentation

◆ fFunction

◆ fIsSet

◆ fIter

◆ fLow

◆ fMin

◆ fMinimizer

◆ fStatus

◆ fUp

◆ fXlow

◆ fXmin

◆ fXup