User class for performing function minimization.

It will use the Brent Method for function minimization in a given interval. First, a grid search is used to bracket the minimum value with the a step size = (xmax-xmin)/npx. The step size can be controlled via the SetNpx() function. A default value of npx = 100 is used. The default value con be changed using the static method SetDefaultNpx. If the function is unimodal or if its extrema are far apart, setting the fNpx to a small value speeds the algorithm up many times. Then, Brent's method is applied on the bracketed interval. If the Brent method fails to converge the bracketing is repeted on the latest best estimate of the interval. The procedure is repeted with a maximum value (default =10) which can be set for all BrentRootFinder classes with the method SetDefaultNSearch

This class is implemented from TF1::GetMinimum.

To use the class, three steps have to be taken:

Create the class.
Set a function within an interval to look for the minimum.
Call the Minimize function with the error parameters.

If another minimization is to be performed, repeat the last two steps.

Definition at line 73 of file BrentMinimizer1D.h.

Public Member Functions
	BrentMinimizer1D ()
	Default Constructor. More...

virtual	~BrentMinimizer1D ()
	Default Destructor. More...

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

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

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

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

virtual bool	Minimize (int maxIter, double absTol=1.E-8, double relTol=1.E-10)
	Find minimum position iterating until convergence specified by the absolute and relative tolerance or the maximum number of iteration is reached. More...

virtual const char *	Name () const
	Return name of minimization algorithm ("BrentMinimizer1D") More...

void	SetFunction (const ROOT::Math::IGenFunction &f, double xlow, double xup)
	Sets function to be minimized. More...

void	SetLogScan (bool on)
	Set a log grid scan (default is equidistant bins) will work only if xlow > 0. More...

void	SetNpx (int npx)
	Set the number of point used to bracket root using a grid. More...

int	Status () const
	Returns status of last estimate. More...

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

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

virtual double	XUpper () const
	Return current upper bound of the minimization interval. More...

Static Public Member Functions
static void	SetDefaultNpx (int npx)
	set number of default Npx used at construction time (when SetNpx is not called) Default value is 100 More...

static void	SetDefaultNSearch (int n)
	set number of times the bracketing search in combination with is done to find a good interval Default value is 10 More...

Private Attributes
const IGenFunction *	fFunction

bool	fLogScan

int	fNIter

int	fNpx

int	fStatus

double	fXMax

double	fXMin

double	fXMinimum

Additional Inherited Members
Private Member Functions inherited from ROOT::Math::IMinimizer1D
	IMinimizer1D ()

virtual	~IMinimizer1D ()

virtual double	FValLower () const =0
	Return function value at current lower bound of the minimization interval. More...

virtual double	FValMinimum () const =0
	Return function value at current estimate of the minimum. More...

virtual double	FValUpper () const =0
	Return function value at current upper bound of the minimization interval. More...

virtual int	Iterations () const =0
	Return number of iteration used to find minimum. More...

virtual bool	Minimize (int maxIter, double absTol, double relTol)=0
	Find minimum position iterating until convergence specified by the absolute and relative tolerance or the maximum number of iteration is reached Return true if iterations converged successfully @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...

virtual const char *	Name () const =0
	Return name of minimization algorithm. More...

virtual int	Status () const =0
	Returns the status of the previous estimate. More...

virtual double	XLower () const =0
	Return current lower bound of the minimization interval. More...

virtual double	XMinimum () const =0
	Return current estimate of the position of the minimum. More...

virtual double	XUpper () const =0
	Return current upper bound of the minimization interval. More...

#include <Math/BrentMinimizer1D.h>

Inheritance diagram for ROOT::Math::BrentMinimizer1D:

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Constructor & Destructor Documentation

◆ BrentMinimizer1D()

ROOT::Math::BrentMinimizer1D::BrentMinimizer1D ( )

Default Constructor.

Definition at line 44 of file BrentMinimizer1D.cxx.

◆ ~BrentMinimizer1D()

virtual ROOT::Math::BrentMinimizer1D::~BrentMinimizer1D ( )

inlinevirtual

Default Destructor.

Definition at line 81 of file BrentMinimizer1D.h.

Member Function Documentation

◆ FValLower()

double ROOT::Math::BrentMinimizer1D::FValLower ( ) const

virtual

Return function value at current lower bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 81 of file BrentMinimizer1D.cxx.

◆ FValMinimum()

double ROOT::Math::BrentMinimizer1D::FValMinimum ( ) const

virtual

Return function value at current estimate of the minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 78 of file BrentMinimizer1D.cxx.

◆ FValUpper()

double ROOT::Math::BrentMinimizer1D::FValUpper ( ) const

virtual

Return function value at current upper bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 84 of file BrentMinimizer1D.cxx.

◆ Iterations()

virtual int ROOT::Math::BrentMinimizer1D::Iterations ( ) const

inlinevirtual

Return number of iteration used to find minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 113 of file BrentMinimizer1D.h.

◆ Minimize()

bool ROOT::Math::BrentMinimizer1D::Minimize	(	int	maxIter,
		double	absTol = `1.E-8`,
		double	relTol = `1.E-10`
	)

virtual

Find minimum position iterating until convergence specified by the absolute and relative tolerance or the maximum number of iteration is reached.

Return true if iterations converged successfully @param maxIter maximum number of iterations. @param absTol desired absolute error in the minimum position (default 1.E-8) @param absTol desired relative error in the minimum position (default = 1.E-10)

Implements ROOT::Math::IMinimizer1D.

Definition at line 87 of file BrentMinimizer1D.cxx.

◆ Name()

const char * ROOT::Math::BrentMinimizer1D::Name ( ) const

virtual

Return name of minimization algorithm ("BrentMinimizer1D")

Implements ROOT::Math::IMinimizer1D.

Definition at line 135 of file BrentMinimizer1D.cxx.

◆ SetDefaultNpx()

void ROOT::Math::BrentMinimizer1D::SetDefaultNpx ( int npx )

static

set number of default Npx used at construction time (when SetNpx is not called) Default value is 100

Definition at line 54 of file BrentMinimizer1D.cxx.

◆ SetDefaultNSearch()

void ROOT::Math::BrentMinimizer1D::SetDefaultNSearch ( int n )

static

set number of times the bracketing search in combination with is done to find a good interval Default value is 10

Definition at line 56 of file BrentMinimizer1D.cxx.

◆ SetFunction()

void ROOT::Math::BrentMinimizer1D::SetFunction	(	const ROOT::Math::IGenFunction &	f,
		double	xlow,
		double	xup
	)

Sets function to be minimized.

@param f Function to be minimized. @param xlow Lower bound of the search interval. @param xup Upper bound of the search interval.

Definition at line 59 of file BrentMinimizer1D.cxx.

◆ SetLogScan()

void ROOT::Math::BrentMinimizer1D::SetLogScan ( bool on )

inline

Set a log grid scan (default is equidistant bins) will work only if xlow > 0.

Definition at line 133 of file BrentMinimizer1D.h.

◆ SetNpx()

void ROOT::Math::BrentMinimizer1D::SetNpx ( int npx )

inline

Set the number of point used to bracket root using a grid.

Definition at line 127 of file BrentMinimizer1D.h.

◆ Status()

int ROOT::Math::BrentMinimizer1D::Status ( ) const

inlinevirtual

Returns status of last estimate.

If = 0 is OK

Implements ROOT::Math::IMinimizer1D.

Definition at line 137 of file BrentMinimizer1D.h.

◆ XLower()

virtual double ROOT::Math::BrentMinimizer1D::XLower ( ) const

inlinevirtual

Return current lower bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 89 of file BrentMinimizer1D.h.

◆ XMinimum()

virtual double ROOT::Math::BrentMinimizer1D::XMinimum ( ) const

inlinevirtual

Return current estimate of the position of the minimum.

Implements ROOT::Math::IMinimizer1D.

Definition at line 86 of file BrentMinimizer1D.h.

◆ XUpper()

virtual double ROOT::Math::BrentMinimizer1D::XUpper ( ) const

inlinevirtual

Return current upper bound of the minimization interval.

Implements ROOT::Math::IMinimizer1D.

Definition at line 92 of file BrentMinimizer1D.h.

Member Data Documentation

◆ fFunction

const IGenFunction* ROOT::Math::BrentMinimizer1D::fFunction

private

Definition at line 153 of file BrentMinimizer1D.h.

◆ fLogScan

bool ROOT::Math::BrentMinimizer1D::fLogScan

private

Definition at line 154 of file BrentMinimizer1D.h.

◆ fNIter

int ROOT::Math::BrentMinimizer1D::fNIter

private

Definition at line 155 of file BrentMinimizer1D.h.

◆ fNpx

int ROOT::Math::BrentMinimizer1D::fNpx

private

Definition at line 156 of file BrentMinimizer1D.h.

◆ fStatus

int ROOT::Math::BrentMinimizer1D::fStatus

private

Definition at line 157 of file BrentMinimizer1D.h.

◆ fXMax

double ROOT::Math::BrentMinimizer1D::fXMax

private

Definition at line 159 of file BrentMinimizer1D.h.

◆ fXMin

double ROOT::Math::BrentMinimizer1D::fXMin

private

Definition at line 158 of file BrentMinimizer1D.h.

◆ fXMinimum

double ROOT::Math::BrentMinimizer1D::fXMinimum

private

Definition at line 160 of file BrentMinimizer1D.h.

Libraries for ROOT::Math::BrentMinimizer1D:

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Public Member Functions

Static Public Member Functions

Private Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ BrentMinimizer1D()

◆ ~BrentMinimizer1D()

Member Function Documentation

◆ FValLower()

◆ FValMinimum()

◆ FValUpper()

◆ Iterations()

◆ Minimize()

◆ Name()

◆ SetDefaultNpx()

◆ SetDefaultNSearch()

◆ SetFunction()

◆ SetLogScan()

◆ SetNpx()

◆ Status()

◆ XLower()

◆ XMinimum()

◆ XUpper()

Member Data Documentation

◆ fFunction

◆ fLogScan

◆ fNIter

◆ fNpx

◆ fStatus

◆ fXMax

◆ fXMin

◆ fXMinimum