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MnHesse.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_MnHesse
11#define ROOT_Minuit2_MnHesse
12
13#include "Minuit2/MnConfig.h"
14#include "Minuit2/MnStrategy.h"
15
16#include <vector>
17
18namespace ROOT {
19
20 namespace Minuit2 {
21
22
23class FCNBase;
24class MnUserParameterState;
25class MnUserParameters;
26class MnUserCovariance;
27class MnUserTransformation;
28class MinimumState;
29class MnMachinePrecision;
30class MnFcn;
31class FunctionMinimum;
32
33//_______________________________________________________________________
34/**
35 API class for calculating the numerical covariance matrix
36 (== 2x Inverse Hessian == 2x Inverse 2nd derivative); can be used by the
37 user or Minuit itself
38 */
39
40class MnHesse {
41
42public:
43
44 /// default constructor with default strategy
46
47 /// constructor with user-defined strategy level
48 MnHesse(unsigned int stra) : fStrategy(MnStrategy(stra)) {}
49
50 /// conctructor with specific strategy
51 MnHesse(const MnStrategy& stra) : fStrategy(stra) {}
52
54
55 ///
56 /// low-level API
57 ///
58 /// FCN + parameters + errors
59 MnUserParameterState operator()(const FCNBase&, const std::vector<double>&, const std::vector<double>&, unsigned int maxcalls=0) const;
60 /// FCN + parameters + covariance
61 MnUserParameterState operator()(const FCNBase&, const std::vector<double>&, unsigned int nrow, const std::vector<double>&, unsigned int maxcalls = 0) const;
62 /// FCN + parameters + MnUserCovariance
63 MnUserParameterState operator()(const FCNBase&, const std::vector<double>&, const MnUserCovariance&, unsigned int maxcalls=0) const;
64 ///
65 /// high-level API
66 ///
67 /// FCN + MnUserParameters
68 MnUserParameterState operator()(const FCNBase&, const MnUserParameters&, unsigned int maxcalls=0) const;
69 /// FCN + MnUserParameters + MnUserCovariance
70 MnUserParameterState operator()(const FCNBase&, const MnUserParameters&, const MnUserCovariance&, unsigned int maxcalls=0) const;
71 /// FCN + MnUserParameterState
72 MnUserParameterState operator()(const FCNBase&, const MnUserParameterState&, unsigned int maxcalls=0) const;
73 ///
74 /// API to use MnHesse after minimization when function mimimum is avalilable, otherwise information on the last state will be
75 /// lost. (It would be needed to re-call the gradient and spend extra useless function calls)
76 /// The Function Minimum is updated (modified) by adding the Hesse results as last state of minimization
77 ///
78 void operator()(const FCNBase&, FunctionMinimum&, unsigned int maxcalls=0) const;
79
80
81 /// internal interface
82 ///
83 MinimumState operator()(const MnFcn&, const MinimumState&, const MnUserTransformation&, unsigned int maxcalls=0) const;
84
85 /// forward interface of MnStrategy
86 unsigned int Ncycles() const {return fStrategy.HessianNCycles();}
87 double Tolerstp() const {return fStrategy.HessianStepTolerance();}
88 double TolerG2() const {return fStrategy.HessianG2Tolerance();}
89
90private:
91
93};
94
95 } // namespace Minuit2
96
97} // namespace ROOT
98
99#endif // ROOT_Minuit2_MnHesse
Interface (abstract class) defining the function to be minimized, which has to be implemented by the ...
Definition: FCNBase.h:47
class holding the full result of the minimization; both internal and external (MnUserParameterState) ...
MinimumState keeps the information (position, Gradient, 2nd deriv, etc) after one minimization step (...
Definition: MinimumState.h:29
Wrapper class to FCNBase interface used internally by Minuit.
Definition: MnFcn.h:33
API class for calculating the numerical covariance matrix (== 2x Inverse Hessian == 2x Inverse 2nd de...
Definition: MnHesse.h:40
MnHesse(const MnStrategy &stra)
conctructor with specific strategy
Definition: MnHesse.h:51
MnHesse()
default constructor with default strategy
Definition: MnHesse.h:45
double Tolerstp() const
Definition: MnHesse.h:87
unsigned int Ncycles() const
forward interface of MnStrategy
Definition: MnHesse.h:86
MnUserParameterState operator()(const FCNBase &, const std::vector< double > &, const std::vector< double > &, unsigned int maxcalls=0) const
low-level API
Definition: MnHesse.cxx:38
MnStrategy fStrategy
Definition: MnHesse.h:92
MnHesse(unsigned int stra)
constructor with user-defined strategy level
Definition: MnHesse.h:48
double TolerG2() const
Definition: MnHesse.h:88
API class for defining three levels of strategies: low (0), medium (1), high (>=2); acts on: Migrad (...
Definition: MnStrategy.h:27
double HessianG2Tolerance() const
Definition: MnStrategy.h:47
double HessianStepTolerance() const
Definition: MnStrategy.h:46
unsigned int HessianNCycles() const
Definition: MnStrategy.h:45
Class containing the covariance matrix data represented as a vector of size n*(n+1)/2 Used to hide in...
class which holds the external user and/or internal Minuit representation of the parameters and error...
API class for the user interaction with the parameters; serves as input to the minimizer as well as o...
class dealing with the transformation between user specified parameters (external) and internal param...
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...
Definition: StringConv.hxx:21