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:
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>
ROOT::Math::BrentMinimizer1D::BrentMinimizer1D | ( | ) |
Default Constructor.
Definition at line 44 of file BrentMinimizer1D.cxx.
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Default Destructor.
Definition at line 81 of file BrentMinimizer1D.h.
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Return function value at current lower bound of the minimization interval.
Implements ROOT::Math::IMinimizer1D.
Definition at line 81 of file BrentMinimizer1D.cxx.
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Return function value at current estimate of the minimum.
Implements ROOT::Math::IMinimizer1D.
Definition at line 78 of file BrentMinimizer1D.cxx.
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Return function value at current upper bound of the minimization interval.
Implements ROOT::Math::IMinimizer1D.
Definition at line 84 of file BrentMinimizer1D.cxx.
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Return number of iteration used to find minimum.
Implements ROOT::Math::IMinimizer1D.
Definition at line 113 of file BrentMinimizer1D.h.
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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.
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Return name of minimization algorithm ("BrentMinimizer1D")
Implements ROOT::Math::IMinimizer1D.
Definition at line 135 of file BrentMinimizer1D.cxx.
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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.
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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.
void ROOT::Math::BrentMinimizer1D::SetFunction | ( | const ROOT::Math::IGenFunction & | f, |
double | xlow, | ||
double | xup | ||
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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.
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Set a log grid scan (default is equidistant bins) will work only if xlow > 0.
Definition at line 133 of file BrentMinimizer1D.h.
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Set the number of point used to bracket root using a grid.
Definition at line 127 of file BrentMinimizer1D.h.
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Returns status of last estimate.
If = 0 is OK
Implements ROOT::Math::IMinimizer1D.
Definition at line 137 of file BrentMinimizer1D.h.
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Return current lower bound of the minimization interval.
Implements ROOT::Math::IMinimizer1D.
Definition at line 89 of file BrentMinimizer1D.h.
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Return current estimate of the position of the minimum.
Implements ROOT::Math::IMinimizer1D.
Definition at line 86 of file BrentMinimizer1D.h.
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Return current upper bound of the minimization interval.
Implements ROOT::Math::IMinimizer1D.
Definition at line 92 of file BrentMinimizer1D.h.
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Definition at line 153 of file BrentMinimizer1D.h.
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Definition at line 154 of file BrentMinimizer1D.h.
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Definition at line 155 of file BrentMinimizer1D.h.
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Definition at line 156 of file BrentMinimizer1D.h.
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Definition at line 157 of file BrentMinimizer1D.h.
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Definition at line 159 of file BrentMinimizer1D.h.
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Definition at line 158 of file BrentMinimizer1D.h.
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Definition at line 160 of file BrentMinimizer1D.h.