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FumiliErrorUpdator.h
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1// @(#)root/minuit2:$Id$
2// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei 2003-2005
3
4/**********************************************************************
5 * *
6 * Copyright (c) 2005 LCG ROOT Math team, CERN/PH-SFT *
7 * *
8 **********************************************************************/
9
10#ifndef ROOT_Minuit2_FumiliErrorUpdator
11#define ROOT_Minuit2_FumiliErrorUpdator
12
14
15namespace ROOT {
16
17 namespace Minuit2 {
18
19
20class MinimumState;
21class MinimumParameters;
22class GradientCalculator;
23class FumiliFCNBase;
24class FunctionGradient;
25
26/**
27
28In the case of the Fumili algorithm the Error matrix (or the Hessian
29matrix containing the (approximate) second derivatives) is calculated
30using a linearization of the model function negleting second
31derivatives. (In some sense the Name Updator is a little bit misleading
32as the Error matrix is not calculated by iteratively updating, like
33in Davidon's or other similar variable metric methods, but by
34recalculating each time).
35
36
37@author Andras Zsenei and Lorenzo Moneta, Creation date: 28 Sep 2004
38
39@see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function minimization, section 5
40
41@see DavidonErrorUpdator
42
43@ingroup Minuit
44
45*/
46
48
49public:
50
52
54
55
56
57 /**
58
59 Member function that calculates the Error matrix (or the Hessian
60 matrix containing the (approximate) second derivatives) using a
61 linearization of the model function negleting second derivatives.
62
63 @param fMinimumState used to calculate the change in the covariance
64 matrix between the two iterations
65
66 @param fMinimumParameters the parameters at the present iteration
67
68 @param fGradientCalculator the Gradient calculator used to retrieved the Parameter transformation
69
70 @param fFumiliFCNBase the function calculating the figure of merit.
71
72
73 \todo Some nice latex mathematical formuli...
74
75 */
76
77 virtual MinimumError Update(const MinimumState& fMinimumState,
78 const MinimumParameters& fMinimumParameters,
79 const GradientCalculator& fGradientCalculator,
80 double lambda) const;
81
82
83
84 /**
85
86 Member function which is only present due to the design already in place
87 of the software. As all classes calculating the Error matrix are supposed
88 inherit from the MinimumErrorUpdator they must inherit this method. In some
89 methods calculating the aforementioned matrix some of these parameters are
90 not needed and other parameters are necessary... Hopefully, a more elegant
91 solution will be found in the future.
92
93 \todo How to get rid of this dummy method which is only due to the inheritance
94
95 */
96
98 const FunctionGradient&) const;
99
100
101
102private:
103
104
105};
106
107 } // namespace Minuit2
108
109} // namespace ROOT
110
111#endif // ROOT_Minuit2_FumiliErrorUpdator
In the case of the Fumili algorithm the Error matrix (or the Hessian matrix containing the (approxima...
virtual MinimumError Update(const MinimumState &fMinimumState, const MinimumParameters &fMinimumParameters, const GradientCalculator &fGradientCalculator, double lambda) const
Member function that calculates the Error matrix (or the Hessian matrix containing the (approximate) ...
interface class for gradient calculators
MinimumError keeps the inv.
Definition: MinimumError.h:26
MinimumState keeps the information (position, Gradient, 2nd deriv, etc) after one minimization step (...
Definition: MinimumState.h:29
Namespace for new ROOT classes and functions.
Definition: StringConv.hxx:21