Minuit2Minimizer class implementing the ROOT::Math::Minimizer interface for Minuit2 minimization algorithm.
In ROOT it can be instantiated using the plug-in manager (plug-in "Minuit2") Using a string (used by the plugin manager) or via an enumeration an one can set all the possible minimization algorithms (Migrad, Simplex, Combined, Scan and Fumili).
Refer to the guide for an introduction how Minuit works.
Definition at line 53 of file Minuit2Minimizer.h.
Public Member Functions | |
Minuit2Minimizer (const char *type) | |
Constructor with a char (used by PM) | |
Minuit2Minimizer (ROOT::Minuit2::EMinimizerType type=ROOT::Minuit2::kMigrad) | |
Default constructor. | |
virtual | ~Minuit2Minimizer () |
Destructor (no operations) | |
virtual void | Clear () |
reset for consecutive minimizations - implement if needed | |
virtual bool | Contour (unsigned int i, unsigned int j, unsigned int &npoints, double *xi, double *xj) |
find the contour points (xi,xj) of the function for parameter i and j around the minimum The contour will be find for value of the function = Min + ErrorUp(); | |
virtual double | Correlation (unsigned int i, unsigned int j) const |
return correlation coefficient between variable i and j. | |
virtual double | CovMatrix (unsigned int i, unsigned int j) const |
return covariance matrix elements if the variable is fixed or const the value is zero The ordering of the variables is the same as in errors and parameter value. | |
virtual int | CovMatrixStatus () const |
return the status of the covariance matrix status = -1 : not available (inversion failed or Hesse failed) status = 0 : available but not positive defined status = 1 : covariance only approximate status = 2 : full matrix but forced pos def status = 3 : full accurate matrix | |
virtual double | Edm () const |
return expected distance reached from the minimum | |
virtual const double * | Errors () const |
return errors at the minimum | |
virtual bool | FixVariable (unsigned int ivar) |
fix an existing variable | |
virtual bool | GetCovMatrix (double *cov) const |
Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero. | |
virtual bool | GetHessianMatrix (double *h) const |
Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second derivatives and is the inverse of the covariance matrix If the variable is fixed or const the values for that variables are zero. | |
virtual bool | GetMinosError (unsigned int i, double &errLow, double &errUp, int=0) |
get the minos error for parameter i, return false if Minos failed A minimizaiton must be performed befre, return false if no minimization has been done In case of Minos failed the status error is updated as following status += 10 * minosStatus. | |
virtual bool | GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const |
get variable settings in a variable object (like ROOT::Fit::ParamsSettings) | |
virtual double | GlobalCC (unsigned int i) const |
get global correlation coefficient for the variable i. | |
virtual bool | Hesse () |
perform a full calculation of the Hessian matrix for error calculation If a valid minimum exists the calculation is done on the minimum point otherwise is performed in the current set values of parameters Status code of minimizer is updated according to the following convention (in case Hesse failed) status += 100*hesseStatus where hesse status is: status = 1 : hesse failed status = 2 : matrix inversion failed status = 3 : matrix is not pos defined | |
virtual bool | IsFixedVariable (unsigned int ivar) const |
query if an existing variable is fixed (i.e. | |
virtual const double * | MinGradient () const |
return pointer to gradient values at the minimum | |
virtual bool | Minimize () |
method to perform the minimization. | |
virtual int | MinosStatus () const |
MINOS status code of last Minos run status & 1 > 0 : invalid lower error status & 2 > 0 : invalid upper error status & 4 > 0 : invalid because maximum number of function calls exceeded status & 8 > 0 : a new minimum has been found status & 16 > 0 : error is truncated because parameter is at lower/upper limit. | |
virtual double | MinValue () const |
return minimum function value | |
virtual unsigned int | NCalls () const |
number of function calls to reach the minimum | |
virtual unsigned int | NDim () const |
this is <= Function().NDim() which is the total number of variables (free+ constrained ones) | |
virtual unsigned int | NFree () const |
number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total | |
virtual void | PrintResults () |
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const; | |
virtual bool | ProvidesError () const |
minimizer provides error and error matrix | |
virtual bool | ReleaseVariable (unsigned int ivar) |
release an existing variable | |
virtual bool | Scan (unsigned int i, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0) |
scan a parameter i around the minimum. | |
virtual bool | SetFixedVariable (unsigned int, const std::string &, double) |
set fixed variable (override if minimizer supports them ) | |
virtual void | SetFunction (const ROOT::Math::IMultiGenFunction &func) |
set the function to minimize | |
virtual void | SetFunction (const ROOT::Math::IMultiGradFunction &func) |
set gradient the function to minimize | |
virtual bool | SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double, double) |
set upper/lower limited variable (override if minimizer supports them ) | |
virtual bool | SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower) |
set lower limit variable (override if minimizer supports them ) | |
void | SetStorageLevel (int level) |
set storage level = 1 : store all iteration states (default) = 0 : store only first and last state to save memory | |
void | SetTraceObject (MnTraceObject &obj) |
set an object to trace operation for each iteration The object must be a (or inherit from) ROOT::Minuit2::MnTraceObject and implement operator() (int, const MinimumState & state) | |
virtual bool | SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper) |
set upper limit variable (override if minimizer supports them ) | |
virtual bool | SetVariable (unsigned int ivar, const std::string &name, double val, double step) |
set free variable | |
virtual bool | SetVariableLimits (unsigned int ivar, double lower, double upper) |
set the limits of an already existing variable | |
virtual bool | SetVariableLowerLimit (unsigned int ivar, double lower) |
set the lower-limit of an already existing variable | |
virtual bool | SetVariableStepSize (unsigned int ivar, double step) |
set the step size of an already existing variable | |
virtual bool | SetVariableUpperLimit (unsigned int ivar, double upper) |
set the upper-limit of an already existing variable | |
virtual bool | SetVariableValue (unsigned int ivar, double val) |
set variable | |
virtual bool | SetVariableValues (const double *val) |
set the values of all existing variables (array must be dimensioned to the size of the existing parameters) | |
const ROOT::Minuit2::MnUserParameterState & | State () |
return the minimizer state (containing values, step size , etc..) | |
virtual int | VariableIndex (const std::string &name) const |
get index of variable given a variable given a name return -1 if variable is not found | |
virtual std::string | VariableName (unsigned int ivar) const |
get name of variables (override if minimizer support storing of variable names) | |
virtual const double * | X () const |
return pointer to X values at the minimum | |
Public Member Functions inherited from ROOT::Math::Minimizer | |
Minimizer () | |
Default constructor. | |
virtual | ~Minimizer () |
Destructor (no operations) | |
double | ErrorDef () const |
return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization | |
bool | IsValidError () const |
return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit) | |
unsigned int | MaxFunctionCalls () const |
max number of function calls | |
unsigned int | MaxIterations () const |
max iterations | |
virtual unsigned int | NIterations () const |
number of iterations to reach the minimum | |
virtual MinimizerOptions | Options () const |
retrieve the minimizer options (implement derived class if needed) | |
double | Precision () const |
precision of minimizer in the evaluation of the objective function ( a value <=0 corresponds to the let the minimizer choose its default one) | |
int | PrintLevel () const |
minimizer configuration parameters | |
void | SetDefaultOptions () |
reset the defaut options (defined in MinimizerOptions) | |
void | SetErrorDef (double up) |
set scale for calculating the errors | |
void | SetMaxFunctionCalls (unsigned int maxfcn) |
set maximum of function calls | |
void | SetMaxIterations (unsigned int maxiter) |
set maximum iterations (one iteration can have many function calls) | |
void | SetOptions (const MinimizerOptions &opt) |
set all options in one go | |
void | SetPrecision (double prec) |
set in the minimizer the objective function evaluation precision ( a value <=0 means the minimizer will choose its optimal value automatically, i.e. | |
void | SetPrintLevel (int level) |
set print level | |
void | SetStrategy (int strategyLevel) |
set the strategy | |
void | SetTolerance (double tol) |
set the tolerance | |
void | SetValidError (bool on) |
flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit) | |
virtual bool | SetVariableInitialRange (unsigned int, double, double) |
set the initial range of an existing variable | |
template<class VariableIterator > | |
int | SetVariables (const VariableIterator &begin, const VariableIterator &end) |
add variables . Return number of variables successfully added | |
int | Status () const |
status code of minimizer | |
int | Strategy () const |
strategy | |
double | Tolerance () const |
absolute tolerance | |
Protected Member Functions | |
bool | ExamineMinimum (const ROOT::Minuit2::FunctionMinimum &min) |
examine the minimum result | |
virtual const ROOT::Minuit2::FCNBase * | GetFCN () const |
virtual const ROOT::Minuit2::ModularFunctionMinimizer * | GetMinimizer () const |
int | RunMinosError (unsigned int i, double &errLow, double &errUp, int runopt) |
virtual void | SetMinimizer (ROOT::Minuit2::ModularFunctionMinimizer *m) |
void | SetMinimizerType (ROOT::Minuit2::EMinimizerType type) |
Private Member Functions | |
Minuit2Minimizer (const Minuit2Minimizer &) | |
Copy constructor. | |
Minuit2Minimizer & | operator= (const Minuit2Minimizer &rhs) |
Assignment operator. | |
Private Attributes | |
unsigned int | fDim |
std::vector< double > | fErrors |
ROOT::Minuit2::ModularFunctionMinimizer * | fMinimizer |
ROOT::Minuit2::FunctionMinimum * | fMinimum |
int | fMinosStatus = -1 |
ROOT::Minuit2::FCNBase * | fMinuitFCN |
ROOT::Minuit2::MnUserParameterState | fState |
bool | fUseFumili |
std::vector< double > | fValues |
Additional Inherited Members | |
Protected Attributes inherited from ROOT::Math::Minimizer | |
MinimizerOptions | fOptions |
int | fStatus |
bool | fValidError |
#include <Minuit2/Minuit2Minimizer.h>
ROOT::Minuit2::Minuit2Minimizer::Minuit2Minimizer | ( | ROOT::Minuit2::EMinimizerType | type = ROOT::Minuit2::kMigrad | ) |
Default constructor.
Definition at line 85 of file Minuit2Minimizer.cxx.
ROOT::Minuit2::Minuit2Minimizer::Minuit2Minimizer | ( | const char * | type | ) |
Constructor with a char (used by PM)
Definition at line 92 of file Minuit2Minimizer.cxx.
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Destructor (no operations)
Definition at line 144 of file Minuit2Minimizer.cxx.
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Copy constructor.
Definition at line 155 of file Minuit2Minimizer.cxx.
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reset for consecutive minimizations - implement if needed
Reimplemented from ROOT::Math::Minimizer.
Definition at line 168 of file Minuit2Minimizer.cxx.
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find the contour points (xi,xj) of the function for parameter i and j around the minimum The contour will be find for value of the function = Min + ErrorUp();
Reimplemented from ROOT::Math::Minimizer.
Definition at line 1128 of file Minuit2Minimizer.cxx.
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return correlation coefficient between variable i and j.
If the variable is fixed or const the return value is zero
Reimplemented from ROOT::Math::Minimizer.
Definition at line 795 of file Minuit2Minimizer.cxx.
return covariance matrix elements if the variable is fixed or const the value is zero The ordering of the variables is the same as in errors and parameter value.
This is different from the direct interface of Minuit2 or TMinuit where the values were obtained only to variable parameters
Reimplemented from ROOT::Math::Minimizer.
Definition at line 719 of file Minuit2Minimizer.cxx.
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return the status of the covariance matrix status = -1 : not available (inversion failed or Hesse failed) status = 0 : available but not positive defined status = 1 : covariance only approximate status = 2 : full matrix but forced pos def status = 3 : full accurate matrix
Reimplemented from ROOT::Math::Minimizer.
Definition at line 1277 of file Minuit2Minimizer.cxx.
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return expected distance reached from the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 153 of file Minuit2Minimizer.h.
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return errors at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 697 of file Minuit2Minimizer.cxx.
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examine the minimum result
Definition at line 575 of file Minuit2Minimizer.cxx.
fix an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 325 of file Minuit2Minimizer.cxx.
Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero.
The array will be filled as cov[i *ndim + j] The ordering of the variables is the same as in errors and parameter value. This is different from the direct interface of Minuit2 or TMinuit where the values were obtained only to variable parameters
Reimplemented from ROOT::Math::Minimizer.
Definition at line 735 of file Minuit2Minimizer.cxx.
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Definition at line 300 of file Minuit2Minimizer.h.
Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second derivatives and is the inverse of the covariance matrix If the variable is fixed or const the values for that variables are zero.
The array will be filled as h[i *ndim + j]
Reimplemented from ROOT::Math::Minimizer.
Definition at line 764 of file Minuit2Minimizer.cxx.
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Definition at line 294 of file Minuit2Minimizer.h.
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get the minos error for parameter i, return false if Minos failed A minimizaiton must be performed befre, return false if no minimization has been done In case of Minos failed the status error is updated as following status += 10 * minosStatus.
The Minos status of last Minos run can also be retrieved by calling MinosStatus()
Reimplemented from ROOT::Math::Minimizer.
Definition at line 832 of file Minuit2Minimizer.cxx.
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get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 354 of file Minuit2Minimizer.cxx.
get global correlation coefficient for the variable i.
This is a number between zero and one which gives the correlation between the i-th variable and that linear combination of all other variables which is most strongly correlated with i. If the variable is fixed or const the return value is zero
Reimplemented from ROOT::Math::Minimizer.
Definition at line 815 of file Minuit2Minimizer.cxx.
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perform a full calculation of the Hessian matrix for error calculation If a valid minimum exists the calculation is done on the minimum point otherwise is performed in the current set values of parameters Status code of minimizer is updated according to the following convention (in case Hesse failed) status += 100*hesseStatus where hesse status is: status = 1 : hesse failed status = 2 : matrix inversion failed status = 3 : matrix is not pos defined
Reimplemented from ROOT::Math::Minimizer.
Definition at line 1184 of file Minuit2Minimizer.cxx.
query if an existing variable is fixed (i.e.
considered constant in the minimization) note that by default all variables are not fixed
Reimplemented from ROOT::Math::Minimizer.
Definition at line 343 of file Minuit2Minimizer.cxx.
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return pointer to gradient values at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 159 of file Minuit2Minimizer.h.
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method to perform the minimization.
Return false in case the minimization did not converge. In this case a status code different than zero is set (retrieved by the derived method Minimizer::Status() )"
status = 1 : Covariance was made pos defined status = 2 : Hesse is invalid status = 3 : Edm is above max status = 4 : Reached call limit status = 5 : Any other failure
Implements ROOT::Math::Minimizer.
Definition at line 418 of file Minuit2Minimizer.cxx.
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MINOS status code of last Minos run status & 1 > 0
: invalid lower error status & 2 > 0
: invalid upper error status & 4 > 0
: invalid because maximum number of function calls exceeded status & 8 > 0
: a new minimum has been found status & 16 > 0
: error is truncated because parameter is at lower/upper limit.
Reimplemented from ROOT::Math::Minimizer.
Definition at line 247 of file Minuit2Minimizer.h.
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return minimum function value
Implements ROOT::Math::Minimizer.
Definition at line 150 of file Minuit2Minimizer.h.
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number of function calls to reach the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 162 of file Minuit2Minimizer.h.
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this is <= Function().NDim() which is the total number of variables (free+ constrained ones)
Implements ROOT::Math::Minimizer.
Definition at line 166 of file Minuit2Minimizer.h.
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number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total
Reimplemented from ROOT::Math::Minimizer.
Definition at line 170 of file Minuit2Minimizer.h.
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Assignment operator.
Definition at line 160 of file Minuit2Minimizer.cxx.
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return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;
print result of minimization
Reimplemented from ROOT::Math::Minimizer.
Definition at line 664 of file Minuit2Minimizer.cxx.
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minimizer provides error and error matrix
Reimplemented from ROOT::Math::Minimizer.
Definition at line 173 of file Minuit2Minimizer.h.
release an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 334 of file Minuit2Minimizer.cxx.
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Definition at line 903 of file Minuit2Minimizer.cxx.
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scan a parameter i around the minimum.
A minimization must have been done before, return false if it is not the case
Reimplemented from ROOT::Math::Minimizer.
Definition at line 1069 of file Minuit2Minimizer.cxx.
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set fixed variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 238 of file Minuit2Minimizer.cxx.
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set the function to minimize
Implements ROOT::Math::Minimizer.
Definition at line 378 of file Minuit2Minimizer.cxx.
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set gradient the function to minimize
Reimplemented from ROOT::Math::Minimizer.
Definition at line 398 of file Minuit2Minimizer.cxx.
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set upper/lower limited variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 228 of file Minuit2Minimizer.cxx.
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set lower limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 208 of file Minuit2Minimizer.cxx.
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Definition at line 296 of file Minuit2Minimizer.h.
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Definition at line 115 of file Minuit2Minimizer.cxx.
set storage level = 1 : store all iteration states (default) = 0 : store only first and last state to save memory
Definition at line 1312 of file Minuit2Minimizer.cxx.
void ROOT::Minuit2::Minuit2Minimizer::SetTraceObject | ( | MnTraceObject & | obj | ) |
set an object to trace operation for each iteration The object must be a (or inherit from) ROOT::Minuit2::MnTraceObject and implement operator() (int, const MinimumState & state)
Definition at line 1304 of file Minuit2Minimizer.cxx.
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set upper limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 218 of file Minuit2Minimizer.cxx.
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set free variable
Implements ROOT::Math::Minimizer.
Definition at line 180 of file Minuit2Minimizer.cxx.
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set the limits of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 315 of file Minuit2Minimizer.cxx.
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set the lower-limit of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 296 of file Minuit2Minimizer.cxx.
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set the step size of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 286 of file Minuit2Minimizer.cxx.
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set the upper-limit of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 305 of file Minuit2Minimizer.cxx.
set variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 266 of file Minuit2Minimizer.cxx.
set the values of all existing variables (array must be dimensioned to the size of the existing parameters)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 275 of file Minuit2Minimizer.cxx.
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return the minimizer state (containing values, step size , etc..)
Definition at line 289 of file Minuit2Minimizer.h.
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get index of variable given a variable given a name return -1 if variable is not found
Reimplemented from ROOT::Math::Minimizer.
Definition at line 259 of file Minuit2Minimizer.cxx.
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get name of variables (override if minimizer support storing of variable names)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 251 of file Minuit2Minimizer.cxx.
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return pointer to X values at the minimum
Implements ROOT::Math::Minimizer.
Definition at line 156 of file Minuit2Minimizer.h.
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Definition at line 309 of file Minuit2Minimizer.h.
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Definition at line 319 of file Minuit2Minimizer.h.
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Definition at line 315 of file Minuit2Minimizer.h.
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Definition at line 317 of file Minuit2Minimizer.h.
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Definition at line 311 of file Minuit2Minimizer.h.
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Definition at line 316 of file Minuit2Minimizer.h.
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Definition at line 313 of file Minuit2Minimizer.h.
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Definition at line 310 of file Minuit2Minimizer.h.
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Definition at line 318 of file Minuit2Minimizer.h.