ROOT::Minuit2::FumiliFCNBase Class Reference

Extension of the FCNBase for the Fumili method.

Fumili applies only to minimization problems used for fitting. The method is based on a linearization of the model function negleting second derivatives. User needs to provide the model function. The figure-of-merit describing the difference between the model function and the actual measurements has to be implemented by the user in a subclass of FumiliFCNBase. For an example see the FumiliChi2FCN and FumiliStandardChi2FCN classes.

Author

Andras Zsenei and Lorenzo Moneta, Creation date: 23 Aug 2004

See also

MINUIT Tutorial on function minimization, section 5

FumiliChi2FCN

FumiliStandardChi2FCN

Definition at line 47 of file FumiliFCNBase.h.

Public Member Functions
	FumiliFCNBase ()
	Default Constructor. More...
	FumiliFCNBase (unsigned int npar)
	Constructor which initializes the class with the function provided by the user for modeling the data. More...
virtual	~FumiliFCNBase ()
virtual unsigned int	Dimension ()
	return number of function variable (parameters) , i.e. More...
virtual void	EvaluateAll (const std::vector< double > &par)=0
	Evaluate function Value, Gradient and Hessian using Fumili approximation, for values of parameters p The resul is cached inside and is return from the FumiliFCNBase::Value , FumiliFCNBase::Gradient and FumiliFCNBase::Hessian methods. More...
virtual const std::vector< double > &	Gradient () const
	Return cached Value of function Gradient estimated previously using the FumiliFCNBase::EvaluateAll method. More...
virtual double	Hessian (unsigned int row, unsigned int col) const
	Return Value of the i-th j-th element of the Hessian matrix estimated previously using the FumiliFCNBase::EvaluateAll method. More...
virtual double	Value () const
	Return cached Value of objective function estimated previously using the FumiliFCNBase::EvaluateAll method. More...
Public Member Functions inherited from ROOT::Minuit2::FCNBase
virtual	~FCNBase ()
virtual double	ErrorDef () const
	Error definition of the function. More...
virtual double	operator() (const std::vector< double > &x) const =0
	The meaning of the vector of parameters is of course defined by the user, who uses the values of those parameters to calculate their function Value. More...
virtual void	SetErrorDef (double)
	add interface to set dynamically a new error definition Re-implement this function if needed. More...
virtual double	Up () const =0
	Error definition of the function. More...
Public Member Functions inherited from ROOT::Minuit2::GenericFunction
virtual	~GenericFunction ()

Protected Member Functions
std::vector< double > &	Gradient ()
std::vector< double > &	Hessian ()
virtual void	InitAndReset (unsigned int npar)
	initialize and reset values of gradien and Hessian More...
void	SetFCNValue (double value)

Private Attributes
std::vector< double >	fGradient
std::vector< double >	fHessian
unsigned int	fNumberOfParameters
double	fValue

#include <Minuit2/FumiliFCNBase.h>

Inheritance diagram for ROOT::Minuit2::FumiliFCNBase:

Constructor & Destructor Documentation

FumiliFCNBase() [1/2]

ROOT::Minuit2::FumiliFCNBase::FumiliFCNBase ( )

inline

Default Constructor.

Need in this case to create when implementing EvaluateAll the Gradient and Hessian vectors with the right size

Definition at line 55 of file FumiliFCNBase.h.

FumiliFCNBase() [2/2]

ROOT::Minuit2::FumiliFCNBase::FumiliFCNBase ( unsigned int  npar )

inline

Constructor which initializes the class with the function provided by the user for modeling the data.

Parameters

npar	the number of parameters

Definition at line 70 of file FumiliFCNBase.h.

~FumiliFCNBase()

virtual ROOT::Minuit2::FumiliFCNBase::~FumiliFCNBase ( )

inlinevirtual

Definition at line 83 of file FumiliFCNBase.h.

Member Function Documentation

Dimension()

virtual unsigned int ROOT::Minuit2::FumiliFCNBase::Dimension ( )

inlinevirtual

return number of function variable (parameters) , i.e.

function dimension

Definition at line 132 of file FumiliFCNBase.h.

EvaluateAll()

virtual void ROOT::Minuit2::FumiliFCNBase::EvaluateAll ( const std::vector< double > &  par )

pure virtual

Evaluate function Value, Gradient and Hessian using Fumili approximation, for values of parameters p The resul is cached inside and is return from the FumiliFCNBase::Value , FumiliFCNBase::Gradient and FumiliFCNBase::Hessian methods.

Parameters

par	vector of parameters

Implemented in ROOT::Minuit2::FumiliStandardChi2FCN, ROOT::Minuit2::FumiliStandardMaximumLikelihoodFCN, and ROOT::Minuit2::FumiliFCNAdapter< Function >.

Gradient() [1/2]

virtual const std::vector<double>& ROOT::Minuit2::FumiliFCNBase::Gradient ( ) const

inlinevirtual

Return cached Value of function Gradient estimated previously using the FumiliFCNBase::EvaluateAll method.

Definition at line 112 of file FumiliFCNBase.h.

Gradient() [2/2]

std::vector<double>& ROOT::Minuit2::FumiliFCNBase::Gradient ( )

inlineprotected

Definition at line 149 of file FumiliFCNBase.h.

Hessian() [1/2]

virtual double ROOT::Minuit2::FumiliFCNBase::Hessian ( unsigned int  row, unsigned int  col  ) const

inlinevirtual

Return Value of the i-th j-th element of the Hessian matrix estimated previously using the FumiliFCNBase::EvaluateAll method.

Parameters

row	row Index of the matrix
col	col Index of the matrix

Definition at line 120 of file FumiliFCNBase.h.

Hessian() [2/2]

std::vector<double>& ROOT::Minuit2::FumiliFCNBase::Hessian ( )

inlineprotected

Definition at line 151 of file FumiliFCNBase.h.

InitAndReset()

virtual void ROOT::Minuit2::FumiliFCNBase::InitAndReset ( unsigned int  npar )

inlineprotectedvirtual

initialize and reset values of gradien and Hessian

Definition at line 140 of file FumiliFCNBase.h.

SetFCNValue()

void ROOT::Minuit2::FumiliFCNBase::SetFCNValue ( double  value )

inlineprotected

Definition at line 147 of file FumiliFCNBase.h.

Value()

virtual double ROOT::Minuit2::FumiliFCNBase::Value ( ) const

inlinevirtual

Return cached Value of objective function estimated previously using the FumiliFCNBase::EvaluateAll method.

Definition at line 106 of file FumiliFCNBase.h.

Member Data Documentation

fGradient

std::vector<double> ROOT::Minuit2::FumiliFCNBase::fGradient

private

Definition at line 160 of file FumiliFCNBase.h.

fHessian

std::vector<double> ROOT::Minuit2::FumiliFCNBase::fHessian

private

Definition at line 161 of file FumiliFCNBase.h.

fNumberOfParameters

unsigned int ROOT::Minuit2::FumiliFCNBase::fNumberOfParameters

private

Definition at line 158 of file FumiliFCNBase.h.

fValue

double ROOT::Minuit2::FumiliFCNBase::fValue

private

Definition at line 159 of file FumiliFCNBase.h.

Libraries for ROOT::Minuit2::FumiliFCNBase:

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