ROOT::Minuit2::VariableMetricBuilder Class Reference

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 )

Definition at line 34 of file VariableMetricBuilder.h.

Public Types
enum	ErrorUpdatorType { kDavidon , kBFGS }

Public Member Functions
	VariableMetricBuilder (ErrorUpdatorType type=kDavidon)
	~VariableMetricBuilder ()
void	AddResult (std::vector< MinimumState > &result, const MinimumState &state) const
const MinimumErrorUpdator &	ErrorUpdator () const
const VariableMetricEDMEstimator &	Estimator () const
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
Public Member Functions inherited from ROOT::Minuit2::MinimumBuilder
	MinimumBuilder ()
virtual	~MinimumBuilder ()
virtual FunctionMinimum	Minimum (const MnFcn &, const GradientCalculator &, const MinimumSeed &, const MnStrategy &, unsigned int, double) const =0
int	PrintLevel () const
virtual void	SetPrintLevel (int level)
virtual void	SetStorageLevel (int level)
virtual void	SetTraceObject (MnTraceObject &obj)
int	StorageLevel () const
bool	TraceIter () const
void	TraceIteration (int iter, const MinimumState &state) const
MnTraceObject *	TraceObject () const

Private Attributes
std::shared_ptr< MinimumErrorUpdator >	fErrorUpdator
VariableMetricEDMEstimator	fEstimator

#include <Minuit2/VariableMetricBuilder.h>

Inheritance diagram for ROOT::Minuit2::VariableMetricBuilder:

Member Enumeration Documentation

ErrorUpdatorType

enum ROOT::Minuit2::VariableMetricBuilder::ErrorUpdatorType

Enumerator
kDavidon
kBFGS

Definition at line 38 of file VariableMetricBuilder.h.

Constructor & Destructor Documentation

VariableMetricBuilder()

ROOT::Minuit2::VariableMetricBuilder::VariableMetricBuilder ( ErrorUpdatorType  type = kDavidon )

inline

Definition at line 40 of file VariableMetricBuilder.h.

~VariableMetricBuilder()

ROOT::Minuit2::VariableMetricBuilder::~VariableMetricBuilder ( )

inline

Definition at line 47 of file VariableMetricBuilder.h.

Member Function Documentation

AddResult()

void ROOT::Minuit2::VariableMetricBuilder::AddResult	(	std::vector< MinimumState > &	result,
		const MinimumState &	state
	)		const

Definition at line 42 of file VariableMetricBuilder.cxx.

ErrorUpdator()

const MinimumErrorUpdator & ROOT::Minuit2::VariableMetricBuilder::ErrorUpdator ( ) const

inline

Definition at line 54 of file VariableMetricBuilder.h.

Estimator()

const VariableMetricEDMEstimator & ROOT::Minuit2::VariableMetricBuilder::Estimator ( ) const

inline

Definition at line 53 of file VariableMetricBuilder.h.

Minimum() [1/2]

FunctionMinimum ROOT::Minuit2::VariableMetricBuilder::Minimum ( const MnFcn &  fcn, const GradientCalculator &  gc, const MinimumSeed &  seed, const MnStrategy &  strategy, unsigned int  maxfcn, double  edmval  ) const

virtual

Implements ROOT::Minuit2::MinimumBuilder.

Definition at line 59 of file VariableMetricBuilder.cxx.

Minimum() [2/2]

FunctionMinimum ROOT::Minuit2::VariableMetricBuilder::Minimum	(	const MnFcn &	fcn,
		const GradientCalculator &	gc,
		const MinimumSeed &	seed,
		std::vector< MinimumState > &	result,
		unsigned int	maxfcn,
		double	edmval
	)		const

Definition at line 230 of file VariableMetricBuilder.cxx.

Member Data Documentation

fErrorUpdator

std::shared_ptr<MinimumErrorUpdator> ROOT::Minuit2::VariableMetricBuilder::fErrorUpdator

private

Definition at line 61 of file VariableMetricBuilder.h.

fEstimator

VariableMetricEDMEstimator ROOT::Minuit2::VariableMetricBuilder::fEstimator

private

Definition at line 60 of file VariableMetricBuilder.h.

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The documentation for this class was generated from the following files:

• math/minuit2/inc/Minuit2/VariableMetricBuilder.h
• math/minuit2/src/VariableMetricBuilder.cxx