ROOT::Math::IGradientFunctionMultiDimTempl< T > Class Template Reference

template<class T>
class ROOT::Math::IGradientFunctionMultiDimTempl< T >

Interface (abstract class) for multi-dimensional functions providing a gradient calculation.

It implements both the ROOT::Math::IBaseFunctionMultiDimTempl and ROOT::Math::IGradientMultiDimTempl interfaces. The method ROOT::Math::IFunction::Gradient calculates the full gradient vector, ROOT::Math::IFunction::Derivative calculates the partial derivative for each coordinate and ROOT::Math::Fdf calculates the gradient and the function value at the same time. The pure private virtual method DoDerivative() must be implemented by the derived classes, while Gradient and FdF are by default implemented using DoDerivative, butthey can be overloaded by the derived classes to improve the efficiency in the derivative calculation.

Definition at line 342 of file IFunction.h.

Public Types
typedef IBaseFunctionMultiDimTempl< T >	BaseFunc
typedef IGradientMultiDimTempl< T >	BaseGrad
Public Types inherited from ROOT::Math::IBaseFunctionMultiDimTempl< T >
typedef T	BackendType
typedef IBaseFunctionMultiDimTempl< T >	BaseFunc

Public Member Functions
virtual	~IGradientFunctionMultiDimTempl ()
	Virtual Destructor (no operations)
virtual void	FdF (const T *x, T &f, T *df) const
	Optimized method to evaluate at the same time the function value and derivative at a point x.
virtual void	Gradient (const T *x, T *grad) const
	Evaluate all the vector of function derivatives (gradient) at a point x.
virtual void	GradientWithPrevResult (const T *x, T *grad, T *previous_grad, T *previous_g2, T *previous_gstep) const
	In some cases, the gradient algorithm will use information from the previous step, these can be passed in with this overload.
virtual unsigned int	NDim () const=0
	Retrieve the dimension of the function.
virtual bool	returnsInMinuit2ParameterSpace () const
Public Member Functions inherited from ROOT::Math::IBaseFunctionMultiDimTempl< T >
	IBaseFunctionMultiDimTempl ()
virtual	~IBaseFunctionMultiDimTempl ()
	virtual destructor
virtual IBaseFunctionMultiDimTempl< T > *	Clone () const =0
	Clone a function.
T	operator() (const T *x) const
	Evaluate the function at a point x[].
Public Member Functions inherited from ROOT::Math::IGradientMultiDimTempl< T >
virtual	~IGradientMultiDimTempl ()
	virual destructor
T	Derivative (const T *x, unsigned int icoord, T *previous_grad, T *previous_g2, T *previous_gstep) const
	In some cases, the derivative algorithm will use information from the previous step, these can be passed in with this overload.
T	Derivative (const T *x, unsigned int icoord=0) const
	Return the partial derivative with respect to the passed coordinate.

#include <Math/IFunction.h>

Inheritance diagram for ROOT::Math::IGradientFunctionMultiDimTempl< T >:

Member Typedef Documentation

BaseFunc

template<class T >

typedef IBaseFunctionMultiDimTempl<T> ROOT::Math::IGradientFunctionMultiDimTempl< T >::BaseFunc

Definition at line 346 of file IFunction.h.

BaseGrad

template<class T >

typedef IGradientMultiDimTempl<T> ROOT::Math::IGradientFunctionMultiDimTempl< T >::BaseGrad

Definition at line 347 of file IFunction.h.

Constructor & Destructor Documentation

~IGradientFunctionMultiDimTempl()

template<class T >

virtual ROOT::Math::IGradientFunctionMultiDimTempl< T >::~IGradientFunctionMultiDimTempl ( )

inlinevirtual

Virtual Destructor (no operations)

Definition at line 352 of file IFunction.h.

Member Function Documentation

FdF()

template<class T >

virtual void ROOT::Math::IGradientFunctionMultiDimTempl< T >::FdF ( const T *  x, T &  f, T *  df  ) const

inlinevirtual

Optimized method to evaluate at the same time the function value and derivative at a point x.

Often both value and derivatives are needed and it is often more efficient to compute them at the same time. Derived class should implement this method if performances play an important role and if it is faster to evaluate value and derivative at the same time

Implements ROOT::Math::IGradientMultiDimTempl< T >.

Definition at line 383 of file IFunction.h.

Gradient()

template<class T >

virtual void ROOT::Math::IGradientFunctionMultiDimTempl< T >::Gradient ( const T *  x, T *  grad  ) const

inlinevirtual

Evaluate all the vector of function derivatives (gradient) at a point x.

Derived classes must re-implement it if more efficient than evaluting one at a time

Implements ROOT::Math::IGradientMultiDimTempl< T >.

Definition at line 358 of file IFunction.h.

GradientWithPrevResult()

template<class T >

virtual void ROOT::Math::IGradientFunctionMultiDimTempl< T >::GradientWithPrevResult ( const T *  x, T *  grad, T *  previous_grad, T *  previous_g2, T *  previous_gstep  ) const

inlinevirtual

In some cases, the gradient algorithm will use information from the previous step, these can be passed in with this overload.

The previous_* arrays can also be used to return second derivative and step size so that these can be passed forward again as well at the call site, if necessary.

Definition at line 368 of file IFunction.h.

NDim()

template<class T >

virtual unsigned int ROOT::Math::IBaseFunctionMultiDimTempl< T >::NDim ( ) const

virtual

Retrieve the dimension of the function.

Implements ROOT::Math::IBaseFunctionMultiDimTempl< T >.

Reimplemented in ROOT::Math::MinimTransformFunction, ROOT::Math::LSResidualFunc, ROOT::Math::MultiNumGradFunction, RooGradMinimizerFcn, and RooFit::TestStatistics::MinuitFcnGrad.

returnsInMinuit2ParameterSpace()

template<class T >

virtual bool ROOT::Math::IGradientFunctionMultiDimTempl< T >::returnsInMinuit2ParameterSpace ( ) const

inlinevirtual

Reimplemented in RooGradMinimizerFcn, and RooFit::TestStatistics::MinuitFcnGrad.

Definition at line 389 of file IFunction.h.