FumiliGradientCalculator.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_FumiliGradientCalculator
#define ROOT_Minuit2_FumiliGradientCalculator
 
#include "Minuit2/AnalyticalGradientCalculator.h"
#include "Minuit2/MnMatrix.h"
 
namespace ROOT {
 
namespace Minuit2 {
 
class FumiliFCNBase;
class MnUserTransformation;
 
/// Fumili gradient calculator using external gradient provided by FCN
/// Note that the computed Hessian and G2 are an approximation valid for small residuals
class FumiliGradientCalculator : public AnalyticalGradientCalculator {
 
public:
   FumiliGradientCalculator(const FumiliFCNBase &fcn, const MnUserTransformation &trafo, int n);
 
   ~FumiliGradientCalculator() override {}
 
   FunctionGradient operator()(const MinimumParameters &) const override;
 
   FunctionGradient operator()(const MinimumParameters &, const FunctionGradient &) const override;
 
   const MnUserTransformation &Trafo() const { return fTransformation; }
 
   const MnAlgebraicSymMatrix &GetHessian() const { return fHessian; }
 
   bool Hessian(const MinimumParameters &, MnAlgebraicSymMatrix &) const override;
 
   bool G2(const MinimumParameters &, MnAlgebraicVector &) const override;
 
   virtual bool CanComputeG2() const override { return true;}
 
   virtual bool CanComputeHessian() const override { return true;}
 
 
private:
   const FumiliFCNBase &fFcn;
   mutable MnAlgebraicSymMatrix fHessian;
};
 
} // namespace Minuit2
 
} // namespace ROOT
 
#endif // ROOT_Minuit2_FumiliGradientCalculator