HessianGradientCalculator.h

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// @(#)root/minuit2:$Id$
// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005
 
/**********************************************************************
 *                                                                    *
 * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
 *                                                                    *
 **********************************************************************/
 
#ifndef ROOT_Minuit2_HessianGradientCalculator
#define ROOT_Minuit2_HessianGradientCalculator
 
#include "Minuit2/GradientCalculator.h"
#include "Minuit2/MnMatrix.h"
#include <utility>
 
namespace ROOT {
 
namespace Minuit2 {
 
class MnFcn;
class MnUserTransformation;
class MnMachinePrecision;
class MnStrategy;
 
/**
   HessianGradientCalculator: class to calculate Gradient for Hessian
 */
 
class HessianGradientCalculator : public GradientCalculator {
 
public:
   HessianGradientCalculator(const MnFcn &fcn, const MnUserTransformation &par, const MnStrategy &stra)
      : fFcn(fcn), fTransformation(par), fStrategy(stra)
   {
   }
 
   virtual ~HessianGradientCalculator() {}
 
   virtual FunctionGradient operator()(const MinimumParameters &) const;
 
   virtual FunctionGradient operator()(const MinimumParameters &, const FunctionGradient &) const;
 
   std::pair<FunctionGradient, MnAlgebraicVector>
   DeltaGradient(const MinimumParameters &, const FunctionGradient &) const;
 
   const MnFcn &Fcn() const { return fFcn; }
   const MnUserTransformation &Trafo() const { return fTransformation; }
   const MnMachinePrecision &Precision() const;
   const MnStrategy &Strategy() const { return fStrategy; }
 
   unsigned int Ncycle() const;
   double StepTolerance() const;
   double GradTolerance() const;
 
private:
   const MnFcn &fFcn;
   const MnUserTransformation &fTransformation;
   const MnStrategy &fStrategy;
};
 
} // namespace Minuit2
 
} // namespace ROOT
 
#endif // ROOT_Minuit2_HessianGradientCalculator