MinuitFcnGrad.h

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/*
 * Project: RooFit
 * Authors:
 *   PB, Patrick Bos, Netherlands eScience Center, p.bos@esciencecenter.nl
 *
 * Copyright (c) 2021, CERN
 *
 * Redistribution and use in source and binary forms,
 * with or without modification, are permitted according to the terms
 * listed in LICENSE (http://roofit.sourceforge.net/license.txt)
 */
 
#ifndef ROOT_ROOFIT_TESTSTATISTICS_MinuitFcnGrad
#define ROOT_ROOFIT_TESTSTATISTICS_MinuitFcnGrad
 
#include "RooArgList.h"
#include "RooRealVar.h"
#include <RooFit/TestStatistics/RooAbsL.h>
#include <RooFit/TestStatistics/LikelihoodWrapper.h>
#include <RooFit/TestStatistics/LikelihoodGradientWrapper.h>
#include "RooAbsMinimizerFcn.h"
 
#include <Fit/ParameterSettings.h>
#include <Fit/Fitter.h>
#include "Math/IFunction.h" // ROOT::Math::IMultiGradFunction
 
// forward declaration
class RooAbsReal;
class RooMinimizer;
 
namespace RooFit {
namespace TestStatistics {
 
class MinuitFcnGrad : public ROOT::Math::IMultiGradFunction, public RooAbsMinimizerFcn {
public:
   MinuitFcnGrad(const std::shared_ptr<RooFit::TestStatistics::RooAbsL> &_likelihood, RooMinimizer *context,
                 std::vector<ROOT::Fit::ParameterSettings> &parameters, LikelihoodMode likelihoodMode,
                 LikelihoodGradientMode likelihoodGradientMode, bool verbose = false);
 
   inline ROOT::Math::IMultiGradFunction *Clone() const override { return new MinuitFcnGrad(*this); }
 
   /// Overridden from RooAbsMinimizerFcn to include gradient strategy synchronization.
   Bool_t Synchronize(std::vector<ROOT::Fit::ParameterSettings> &parameter_settings, Bool_t optConst,
                      Bool_t verbose = kFALSE) override;
 
   // used inside Minuit:
   inline bool returnsInMinuit2ParameterSpace() const override { return gradient->usesMinuitInternalValues(); }
 
   inline void setOptimizeConstOnFunction(RooAbsArg::ConstOpCode opcode, Bool_t doAlsoTrackingOpt) override
   {
      likelihood->constOptimizeTestStatistic(opcode, doAlsoTrackingOpt);
   }
 
private:
   /// IMultiGradFunction override necessary for Minuit
   double DoEval(const double *x) const override;
 
public:
   /// IMultiGradFunction overrides necessary for Minuit
   void Gradient(const double *x, double *grad) const override;
   void GradientWithPrevResult(const double *x, double *grad, double *previous_grad, double *previous_g2,
                               double *previous_gstep) const override;
 
   /// Part of IMultiGradFunction interface, used widely both in Minuit and in RooFit.
   inline unsigned int NDim() const override { return _nDim; }
 
   inline std::string getFunctionName() const override { return likelihood->GetName(); }
 
   inline std::string getFunctionTitle() const override { return likelihood->GetTitle(); }
 
   inline void setOffsetting(Bool_t flag) override { likelihood->enableOffsetting(flag); }
 
private:
   /// This override should not be used in this class, so it throws.
   double DoDerivative(const double *x, unsigned int icoord) const override;
 
   bool syncParameterValuesFromMinuitCalls(const double *x, bool minuit_internal) const;
 
   // members
   std::shared_ptr<LikelihoodWrapper> likelihood;
   std::shared_ptr<LikelihoodGradientWrapper> gradient;
 
public:
   mutable std::shared_ptr<WrapperCalculationCleanFlags> calculation_is_clean;
 
private:
   mutable std::vector<double> minuit_internal_x_;
   mutable std::vector<double> minuit_external_x_;
 
public:
   mutable bool minuit_internal_roofit_x_mismatch_ = false;
};
 
} // namespace TestStatistics
} // namespace RooFit
 
#endif // ROOT_ROOFIT_TESTSTATISTICS_MinuitFcnGrad