VariableMetricBuilder.h

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// @(#)root/minuit2:$Id$
// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005

/**********************************************************************
 *                                                                    *
 * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
 *                                                                    *
 **********************************************************************/

#ifndef ROOT_Minuit2_VariableMetricBuilder
#define ROOT_Minuit2_VariableMetricBuilder

#include "Minuit2/MnConfig.h"
#include "Minuit2/MinimumBuilder.h"
#include "Minuit2/VariableMetricEDMEstimator.h"
#include "Minuit2/DavidonErrorUpdator.h"
#include "Minuit2/BFGSErrorUpdator.h"

#include <vector>
#include <memory>

namespace ROOT {

   namespace Minuit2 {

/**
   Build (find) function minimum using the Variable Metric method (MIGRAD)
   Two possible error updators can be choosen
    - Davidon : this is the standard formula used in Migrad
    - BFGS this is the new formula based on BFGS algorithm 
      (see Broyden–Fletcher–Goldfarb–Shanno algorithm  
      https://en.wikipedia.org/wiki/Broyden–Fletcher–Goldfarb–Shanno_algorithm )
 */
class VariableMetricBuilder : public MinimumBuilder {

public:

   enum ErrorUpdatorType { kDavidon, kBFGS }; 

   VariableMetricBuilder(ErrorUpdatorType type = kDavidon) :
      fEstimator(VariableMetricEDMEstimator())
   {
      if (type == kBFGS) fErrorUpdator = std::unique_ptr<MinimumErrorUpdator>(new BFGSErrorUpdator());
      else fErrorUpdator = std::unique_ptr<MinimumErrorUpdator>(new DavidonErrorUpdator());
   }

   ~VariableMetricBuilder() {}

   virtual FunctionMinimum Minimum(const MnFcn&, const GradientCalculator&, const MinimumSeed&, const MnStrategy&, unsigned int, double) const;

   FunctionMinimum Minimum(const MnFcn&, const GradientCalculator&, const MinimumSeed&, std::vector<MinimumState> &, unsigned int, double) const;

   const VariableMetricEDMEstimator& Estimator() const {return fEstimator;}
   const MinimumErrorUpdator& ErrorUpdator() const {return *fErrorUpdator;}

   void AddResult(std::vector<MinimumState>& result, const MinimumState & state) const;

private:

   VariableMetricEDMEstimator fEstimator;
   std::shared_ptr<MinimumErrorUpdator>  fErrorUpdator;
};

  }  // namespace Minuit2

}  // namespace ROOT

#endif  // ROOT_Minuit2_VariableMetricBuilder