29#include "Math/Minimizer1D.h"
65 std::cout<<
"gdel= "<<gdel<<std::endl;
66 std::cout<<
"step= "<<step<<std::endl;
69 double overal = 1000.;
70 double undral = -100.;
79 for(
unsigned int i = 0; i < step.
size(); i++) {
80 if(step(i) == 0 )
continue;
81 double ratio =
fabs(st.
Vec()(i)/step(i));
82 if( slamin == 0) slamin = ratio;
83 if(ratio < slamin) slamin = ratio;
85 if(
fabs(slamin) < prec.
Eps()) slamin = prec.
Eps();
86 slamin *= prec.
Eps2();
88 double f0 = st.
Fval();
89 double f1 = fcn(st.
Vec()+step);
91 double fvmin = st.
Fval();
98 double toler8 = toler;
99 double slamax = slambg;
115 std::cout<<
"flast, f0= "<<flast<<
", "<<f0<<std::endl;
116 std::cout<<
"flast-f0= "<<flast-f0<<std::endl;
117 std::cout<<
"slam= "<<slam<<std::endl;
126 double denom = 2.*(flast-f0-gdel*slam)/(slam*slam);
127 if (debug) std::cout<<
"denom= "<<denom<<std::endl;
134 if (debug) std::cout<<
"new slam= "<<slam<<std::endl;
137#ifdef TRY_OPPOSIT_DIR
139 bool slamIsNeg =
false;
144 if (debug) std::cout<<
"slam is negative- set to " << slamax << std::endl;
145#ifdef TRY_OPPOSITE_DIR
148 if (debug) std::cout<<
"slam is negative- compare values between "<< slamNeg <<
" and " << slamax << std::endl;
155 if (debug) std::cout <<
"slam larger than mac value - set to " << slamax << std::endl;
159 if (debug) std::cout <<
"slam too small - set to " << toler8 << std::endl;
164 if (debug) std::cout <<
"slam smaller than " << slamin <<
" return " << std::endl;
170 if(
fabs(slam - 1.) < toler8 && p1.
Y() < p0.
Y()) {
176 if(
fabs(slam - 1.) < toler8) slam = 1. + toler8;
183 f2 = fcn(st.
Vec() + slam*step);
187#ifdef TRY_OPPOSITE_DIR
190 double f2alt = fcn(st.
Vec() + slamNeg*step);
208 overal = slam - toler8;
213 }
while(
iterate && niter < maxiter);
214 if(niter >= maxiter) {
220 std::cout<<
"after initial 2-point iter: "<<std::endl;
221 std::cout<<
"x0, x1, x2= "<<p0.
X()<<
", "<<p1.
X()<<
", "<<slam<<std::endl;
222 std::cout<<
"f0, f1, f2= "<<p0.
Y()<<
", "<<p1.
Y()<<
", "<<f2<<std::endl;
229 slamax = std::max(slamax, alpha*
fabs(xvmin));
232 std::cout <<
"\nLS Iteration " << niter << std::endl;
233 std::cout<<
"x0, x1, x2= "<<p0.
X()<<
", "<<p1.X()<<
", "<<p2.
X() <<std::endl;
234 std::cout<<
"f0, f1, f2= "<<p0.
Y()<<
", "<<p1.Y()<<
", "<<p2.
Y() <<std::endl;
235 std::cout <<
"slamax = " << slamax << std::endl;
236 std::cout<<
"p2-p0,p1: "<<p2.
Y() - p0.
Y()<<
", "<<p2.
Y() - p1.Y()<<std::endl;
237 std::cout<<
"a, b, c= "<<pb.
A()<<
" "<<pb.
B()<<
" "<<pb.
C()<<std::endl;
239 if(pb.
A() < prec.
Eps2()) {
240 double slopem = 2.*pb.
A()*xvmin + pb.
B();
241 if(slopem < 0.) slam = xvmin + slamax;
242 else slam = xvmin - slamax;
243 if (debug) std::cout <<
"xvmin = " << xvmin <<
" slopem " << slopem <<
" slam " << slam << std::endl;
247 if(slam > xvmin + slamax) slam = xvmin + slamax;
248 if(slam < xvmin - slamax) slam = xvmin - slamax;
251 if(slam > overal) slam = overal;
253 if(slam < undral) slam = undral;
257 std::cout<<
" slam= "<<slam<<
" undral " << undral <<
" overal " << overal << std::endl;
263 if (debug) std::cout <<
" iterate on f3- slam " << niter <<
" slam = " << slam <<
" xvmin " << xvmin << std::endl;
266 double toler9 = std::max(toler8,
fabs(toler8*slam));
268 if(
fabs(p0.
X() - slam) < toler9 ||
269 fabs(p1.X() - slam) < toler9 ||
270 fabs(p2.
X() - slam) < toler9) {
280 f3 = fcn(st.
Vec() + slam*step);
282 std::cout<<
"f3= "<<f3<<std::endl;
283 std::cout<<
"f3-p(2-0).Y()= "<<f3-p2.
Y()<<
" "<<f3-p1.Y()<<
" "<<f3-p0.
Y()<<std::endl;
286 if(f3 > p0.
Y() && f3 > p1.Y() && f3 > p2.
Y()) {
288 std::cout<<
"f3 worse than all three previous"<<std::endl;
290 if(slam > xvmin) overal = std::min(overal, slam-toler8);
291 if(slam < xvmin) undral = std::max(undral, slam+toler8);
292 slam = 0.5*(slam + xvmin);
294 std::cout<<
"new slam= "<<slam<<std::endl;
299 }
while(
iterate && niter < maxiter);
300 if(niter >= maxiter) {
307 if(p0.
Y() > p1.Y() && p0.
Y() > p2.
Y()) p0 = p3;
308 else if(p1.Y() > p0.
Y() && p1.Y() > p2.
Y()) p1 = p3;
310 if (debug) std::cout <<
" f3 " << f3 <<
" fvmin " << fvmin <<
" xvmin " << xvmin << std::endl;
315 if(slam > xvmin) overal = std::min(overal, slam-toler8);
316 if(slam < xvmin) undral = std::max(undral, slam+toler8);
320 }
while(niter < maxiter);
323 std::cout<<
"f1, f2= "<<p0.
Y()<<
", "<<p1.
Y()<<std::endl;
324 std::cout<<
"x1, x2= "<<p0.
X()<<
", "<<p1.
X()<<std::endl;
325 std::cout<<
"x, f= "<<xvmin<<
", "<<fvmin<<std::endl;
342 std::cout<<
"gdel= "<<gdel<<std::endl;
343 std::cout<<
"g2del= "<<g2del<<std::endl;
344 std::cout<<
"step= "<<step<<std::endl;
348 double overal = 100.;
349 double undral = -100.;
355 for(
unsigned int i = 0; i < step.
size(); i++) {
356 if(step(i) == 0 )
continue;
357 double ratio =
fabs(st.
Vec()(i)/step(i));
358 if( slamin == 0) slamin = ratio;
359 if(ratio < slamin) slamin = ratio;
361 if(
fabs(slamin) < prec.
Eps()) slamin = prec.
Eps();
362 slamin *= prec.
Eps2();
364 double f0 = st.
Fval();
365 double f1 = fcn(st.
Vec()+step);
366 double fvmin = st.
Fval();
368 if (debug) std::cout <<
"f0 " << f0 <<
" f1 " <<
f1 << std::endl;
374 double toler8 = toler;
375 double slamax = slambg;
391 cubicMatrix(0,0) = (x0*x0*x0 -
x1*
x1*
x1)/3.;
392 cubicMatrix(0,1) = (x0*x0 -
x1*
x1)/2.;
393 cubicMatrix(0,2) = (x0 -
x1);
394 cubicMatrix(1,0) = x0*x0;
395 cubicMatrix(1,1) = x0;
396 cubicMatrix(1,2) = 1;
397 cubicMatrix(2,0) = 2.*x0;
398 cubicMatrix(2,1) = 1;
399 cubicMatrix(2,2) = 0;
406 if (debug) std::cout <<
"Vec:\n " << bVec << std::endl;
409 if (!cubicMatrix.
Invert() ) {
410 std::cout <<
"Inversion failed - return " << std::endl;
411 return MnParabolaPoint(xvmin, fvmin);
414 cubicCoeff = cubicMatrix * bVec;
415 if (debug) std::cout <<
"Cubic:\n " << cubicCoeff << std::endl;
418 double ddd = cubicCoeff(1)*cubicCoeff(1)-4*cubicCoeff(0)*cubicCoeff(2);
419 double slam1, slam2 = 0;
421 if (cubicCoeff(0) > 0) {
422 slam1 = (- cubicCoeff(1) -
std::sqrt(ddd) ) / ( 2. * cubicCoeff(0) );
423 slam2 = (- cubicCoeff(1) +
std::sqrt(ddd) ) / ( 2. * cubicCoeff(0) );
425 else if (cubicCoeff(0) < 0) {
426 slam1 = (- cubicCoeff(1) +
std::sqrt(ddd) ) / ( 2. * cubicCoeff(0) );
427 slam2 = (- cubicCoeff(1) -
std::sqrt(ddd) ) / ( 2. * cubicCoeff(0) );
430 slam1 = - gdel/g2del;
434 std::cout <<
"slam1 & slam 2 " << slam1 <<
" " << slam2 << std::endl;
438 if (slam2 < undral) slam2 = undral;
439 if (slam2 > overal) slam2 = overal;
443 if (
std::fabs(slam2) < toler) slam2 = ( slam2 >=0 ) ? slamax : -slamax;
446 std::cout <<
"try with slam 2 " << slam2 << std::endl;
448 double f2 = fcn(st.
Vec()+slam2*step);
450 std::cout <<
"try with slam 2 " << slam2 <<
" f2 " << f2 << std::endl;
463 if (slam1 < undral) slam1 = undral;
464 if (slam1 > overal) slam1 = overal;
467 if (
std::fabs(slam1) < toler) slam1 = ( slam1 >=0 ) ? -slamax : slamax;
469 double f3 = fcn(st.
Vec()+slam1*step);
471 std::cout <<
"try with slam 1 " << slam1 <<
" f3 " << f3 << std::endl;
490 bool iterate2 =
false;
498 std::cout <<
"\n iter" << niter <<
" test approx deriv ad second deriv at " << slam <<
" fp " << fp << std::endl;
501 double h = 0.001*slam;
502 double fh = fcn(st.
Vec()+(slam+
h)*step);
503 double fl = fcn(st.
Vec()+(slam-
h)*step);
504 double df = (fh-fl)/(2.*
h);
505 double df2 = (fh+fl-2.*fp )/(
h*
h);
507 std::cout <<
"deriv: " << df <<
" , " << df2 << std::endl;
512 slam = ( slam >=0 ) ? -slamax : slamax;
514 fp = fcn(st.
Vec()+slam*step);
519 return MnParabolaPoint(slam, fp);
531 return MnParabolaPoint(slam, fp);
534 }
while (niter < maxiter);
536 return MnParabolaPoint(xvmin, fvmin);
547 ProjectedFcn(
const MnFcn & fcn,
const MinimumParameters & pa,
const MnAlgebraicVector & step) :
558 double DoEval(
double x)
const {
559 return fFcn(fPar.Vec() +
x*fStep);
563 const MinimumParameters & fPar;
568MnParabolaPoint MnLineSearch::BrentSearch(
const MnFcn& fcn,
const MinimumParameters& st,
const MnAlgebraicVector& step,
double gdel,
double g2del,
const MnMachinePrecision& prec,
bool debug)
const {
571 std::cout<<
"gdel= "<<gdel<<std::endl;
572 std::cout<<
"g2del= "<<g2del<<std::endl;
573 for (
unsigned int i = 0; i < step.size(); ++i) {
575 std::cout<<
"step(i)= "<<step(i)<<std::endl;
576 std::cout<<
"par(i) " <<st.Vec()(i) <<std::endl;
582 ProjectedFcn func(fcn, st, step);
587 double f0 = st.Fval();
588 double f1 = fcn(st.Vec()+step);
591 double fvmin = st.Fval();
593 if (debug) std::cout <<
"f0 " << f0 <<
" f1 " <<
f1 << std::endl;
604 double undral = -1000;
605 double overal = 1000;
621 cubicMatrix(0,0) = (x0*x0*x0 -
x1*
x1*
x1)/3.;
622 cubicMatrix(0,1) = (x0*x0 -
x1*
x1)/2.;
623 cubicMatrix(0,2) = (x0 -
x1);
624 cubicMatrix(1,0) = x0*x0;
625 cubicMatrix(1,1) = x0;
626 cubicMatrix(1,2) = 1;
627 cubicMatrix(2,0) = 2.*x0;
628 cubicMatrix(2,1) = 1;
629 cubicMatrix(2,2) = 0;
636 if (debug) std::cout <<
"Vec:\n " << bVec << std::endl;
639 if (!cubicMatrix.
Invert() ) {
640 std::cout <<
"Inversion failed - return " << std::endl;
641 return MnParabolaPoint(xvmin, fvmin);
644 cubicCoeff = cubicMatrix * bVec;
645 if (debug) std::cout <<
"Cubic:\n " << cubicCoeff << std::endl;
648 double ddd = cubicCoeff(1)*cubicCoeff(1)-4*cubicCoeff(0)*cubicCoeff(2);
649 double slam1, slam2 = 0;
651 if (cubicCoeff(0) > 0) {
652 slam1 = (- cubicCoeff(1) -
std::sqrt(ddd) ) / ( 2. * cubicCoeff(0) );
653 slam2 = (- cubicCoeff(1) +
std::sqrt(ddd) ) / ( 2. * cubicCoeff(0) );
655 else if (cubicCoeff(0) < 0) {
656 slam1 = (- cubicCoeff(1) +
std::sqrt(ddd) ) / ( 2. * cubicCoeff(0) );
657 slam2 = (- cubicCoeff(1) -
std::sqrt(ddd) ) / ( 2. * cubicCoeff(0) );
660 slam1 = - gdel/g2del;
664 if (slam1 < undral) slam1 = undral;
665 if (slam1 > overal) slam1 = overal;
667 if (slam2 < undral) slam2 = undral;
668 if (slam2 > overal) slam2 = overal;
671 double fs1 = func(slam1);
672 double fs2 = func(slam2);
673 std::cout <<
"slam1 & slam 2 " << slam1 <<
" " << slam2 << std::endl;
674 std::cout <<
"f(slam1) & f(slam 2) " << fs1 <<
" " << fs2 << std::endl;
695 double a = x0 -astart;
696 double b = x0 + astart;
700 double relTol = 0.05;
707 std::cout <<
"f(0)" << func(0.) << std::endl;
708 std::cout <<
"f(1)" << func(1.0) << std::endl;
709 std::cout <<
"f(3)" << func(3.0) << std::endl;
710 std::cout <<
"f(5)" << func(5.0) << std::endl;
717 double delta = delta0;
719 bool scanmin =
false;
726 std::cout <<
" iter " << iter <<
" a , b , x0 " <<
a <<
" " <<
b <<
" x0 " << x0 << std::endl;
727 std::cout <<
" fa , fb , f0 " << fa <<
" " << fb <<
" f0 " << f0 << std::endl;
728 if (fa <= f0 || fb <= f0) {
750 if (nreset == 0) dir = -1;
752 x0 = x0 + dir * delta;
755 if (
std::fabs (( f0 -fa )/(x0 -
a) ) < toler ) {
756 delta = 10 * delta0/(10.*(nreset+1));
763 std::cout <<
" A: Done a reset - scan in opposite direction ! " << std::endl;
766 if (x0 < b && x0 >
a )
792 if (nreset == 0) dir = 1;
794 x0 = x0 + dir * delta;
797 if (
std::fabs ( ( f0 -fb )/(x0-
b) ) < toler ) {
798 delta = 10 * delta0/(10.*(nreset+1));
805 std::cout <<
" B: Done a reset - scan in opposite direction ! " << std::endl;
808 if (x0 >
a && x0 <
b)
824 std::cout <<
" new x0 " << x0 <<
" " << f0 << std::endl;
834 }
while (
iterate && iter < maxiter );
836 if ( f0 > fa || f0 > fb)
839 return MnParabolaPoint(xvmin, fvmin);
844 std::cout <<
"1D minimization using " << minType << std::endl;
846 ROOT::Math::Minimizer1D min(minType);
848 min.SetFunction(func,x0,
a,
b);
849 int ret = min.Minimize(maxiter, absTol, relTol);
851 std::cout <<
"result of GSL 1D minimization: " << ret <<
" niter " << min.Iterations() << std::endl;
852 std::cout <<
" xmin = " << min.XMinimum() <<
" fmin " << min.FValMinimum() << std::endl;
854 return MnParabolaPoint(min.XMinimum(), min.FValMinimum());
static const double x2[5]
static const double x1[5]
Interface (abstract class) for generic functions objects of one-dimension Provides a method to evalua...
SMatrix: a generic fixed size D1 x D2 Matrix class.
bool Invert()
Invert a square Matrix ( this method changes the current matrix).
SVector: a generic fixed size Vector class.
unsigned int size() const
const MnAlgebraicVector & Vec() const
Wrapper class to FCNBase interface used internally by Minuit.
MnParabolaPoint operator()(const MnFcn &, const MinimumParameters &, const MnAlgebraicVector &, double, const MnMachinePrecision &, bool debug=false) const
Perform a line search from position defined by the vector st along the direction step,...
determines the relative floating point arithmetic precision.
double Eps() const
eps returns the smallest possible number so that 1.+eps > 1.
double Eps2() const
eps2 returns 2*sqrt(eps)
double Y() const
Accessor to the y (second) coordinate.
double X() const
Accessor to the x (first) coordinate.
This class defines a parabola of the form a*x*x + b*x + c.
double B() const
Accessor to the coefficient of the linear term.
double C() const
Accessor to the coefficient of the constant term.
double Min() const
Calculates the x coordinate of the Minimum of the parabola.
double A() const
Accessor to the coefficient of the quadratic term.
Type
Enumeration with One Dimensional Minimizer Algorithms.
int iterate(rng_state_t *X)
VecExpr< UnaryOp< Fabs< T >, VecExpr< A, T, D >, T >, T, D > fabs(const VecExpr< A, T, D > &rhs)
LAVector MnAlgebraicVector
Namespace for new ROOT classes and functions.