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ROOT::Math::BasicMinimizer Class Reference

Base Minimizer class, which defines the basic functionality of various minimizer implementations (apart from Minuit and Minuit2) It provides support for storing parameter values, step size, parameter transformation etc.

. in case real minimizer implementations do not provide such functionality. This is an internal class and should not be used directly by the user

Definition at line 54 of file BasicMinimizer.h.

Public Member Functions

 BasicMinimizer ()
 Default constructor.
 
 ~BasicMinimizer () override
 Destructor.
 
bool FixVariable (unsigned int ivar) override
 fix an existing variable
 
bool GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const override
 get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
 
const ROOT::Math::IMultiGradFunctionGradObjFunction () const
 return pointer to used gradient object function (NULL if gradient is not supported)
 
bool IsFixedVariable (unsigned int ivar) const override
 query if an existing variable is fixed (i.e.
 
bool Minimize () override
 method to perform the minimization
 
double MinValue () const override
 return minimum function value
 
unsigned int NDim () const override
 number of dimensions
 
unsigned int NFree () const override
 number of free variables (real dimension of the problem)
 
virtual unsigned int NPar () const
 total number of parameter defined
 
const ROOT::Math::IMultiGenFunctionObjFunction () const
 return pointer to used objective function
 
void PrintResult () const
 print result of minimization
 
bool ReleaseVariable (unsigned int ivar) override
 release an existing variable
 
bool SetFixedVariable (unsigned int, const std::string &, double) override
 set fixed variable (override if minimizer supports them )
 
void SetFunction (const ROOT::Math::IMultiGenFunction &func) override
 set the function to minimize
 
void SetFunction (const ROOT::Math::IMultiGradFunction &func) override
 set gradient the function to minimize
 
bool SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double, double) override
 set upper/lower limited variable (override if minimizer supports them )
 
bool SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower) override
 set lower limit variable (override if minimizer supports them )
 
bool SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper) override
 set upper limit variable (override if minimizer supports them )
 
bool SetVariable (unsigned int ivar, const std::string &name, double val, double step) override
 set free variable
 
bool SetVariableLimits (unsigned int ivar, double lower, double upper) override
 set the limits of an already existing variable
 
bool SetVariableLowerLimit (unsigned int ivar, double lower) override
 set the lower-limit of an already existing variable
 
bool SetVariableStepSize (unsigned int ivar, double step) override
 set the step size of an already existing variable
 
bool SetVariableUpperLimit (unsigned int ivar, double upper) override
 set the upper-limit of an already existing variable
 
bool SetVariableValue (unsigned int ivar, double val) override
 set the value of an existing variable
 
bool SetVariableValues (const double *x) override
 set the values of all existing variables (array must be dimensioned to the size of existing parameters)
 
virtual const doubleStepSizes () const
 accessor methods
 
int VariableIndex (const std::string &name) const override
 get index of variable given a variable given a name return -1 if variable is not found
 
std::string VariableName (unsigned int ivar) const override
 get name of variables (override if minimizer support storing of variable names)
 
const doubleX () const override
 return pointer to X values at the minimum
 
- Public Member Functions inherited from ROOT::Math::Minimizer
 Minimizer ()
 Default constructor.
 
virtual ~Minimizer ()
 Destructor (no operations)
 
virtual void Clear ()
 reset for consecutive minimization - implement if needed
 
virtual bool Contour (unsigned int ivar, unsigned int jvar, unsigned int &npoints, double *xi, double *xj)
 find the contour points (xi, xj) of the function for parameter ivar and jvar 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 ivar, unsigned int jvar) const
 return covariance matrices element for variables ivar,jvar if the variable is fixed the return value is zero The ordering of the variables is the same as in the parameter and errors vectors
 
virtual int CovMatrixStatus () const
 return status of covariance matrix using Minuit convention {0 not calculated 1 approximated 2 made pos def , 3 accurate} Minimizer who implements covariance matrix calculation will re-implement the method
 
virtual double Edm () const
 return expected distance reached from the minimum (re-implement if minimizer provides it
 
double ErrorDef () const
 return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization
 
virtual const doubleErrors () const
 return errors at the minimum
 
virtual bool GetCovMatrix (double *covMat) 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 *hMat) 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 ivar, double &errLow, double &errUp, int option=0)
 minos error for variable i, return false if Minos failed or not supported and the lower and upper errors are returned in errLow and errUp An extra flag specifies if only the lower (option=-1) or the upper (option=+1) error calculation is run
 
virtual double GlobalCC (unsigned int ivar) const
 return global correlation coefficient for variable i This is a number between zero and one which gives the correlation between the i-th parameter and that linear combination of all other parameters which is most strongly correlated with i.
 
virtual bool Hesse ()
 perform a full calculation of the Hessian matrix for error calculation
 
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 const doubleMinGradient () const
 return pointer to gradient values at the minimum
 
virtual int MinosStatus () const
 status code of Minos (to be re-implemented by the minimizers supporting Minos)
 
virtual unsigned int NCalls () const
 number of function calls to reach the minimum
 
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
 
virtual void PrintResults ()
 return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0;
 
virtual bool ProvidesError () const
 minimizer provides error and error matrix
 
virtual bool Scan (unsigned int ivar, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0)
 scan function minimum for variable i.
 
void SetDefaultOptions ()
 reset the default options (defined in MinimizerOptions)
 
void SetErrorDef (double up)
 set scale for calculating the errors
 
void SetExtraOptions (const IOptions &extraOptions)
 set only the extra options
 
virtual void SetHessianFunction (std::function< bool(const std::vector< double > &, double *)>)
 set the function implementing Hessian computation (re-implemented by Minimizer using it)
 
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 CheckDimension () const
 
bool CheckObjFunction () const
 
MinimTransformFunctionCreateTransformation (std::vector< double > &startValues, const ROOT::Math::IMultiGradFunction *func=nullptr)
 
void SetFinalValues (const double *x, const MinimTransformFunction *func=nullptr)
 
void SetMinValue (double val)
 

Private Member Functions

 BasicMinimizer (const BasicMinimizer &)
 Copy constructor.
 
BasicMinimizeroperator= (const BasicMinimizer &rhs)
 Assignment operator.
 

Private Attributes

std::map< unsigned int, std::pair< double, double > > fBounds
 map specifying the bound using as key the parameter index
 
unsigned int fDim
 
double fMinVal
 
std::vector< std::string > fNames
 
const ROOT::Math::IMultiGenFunctionfObjFunc
 
std::vector< doublefSteps
 
std::vector< doublefValues
 
std::vector< ROOT::Math::EMinimVariableTypefVarTypes
 vector specifying the type of variables
 

Additional Inherited Members

- Protected Attributes inherited from ROOT::Math::Minimizer
MinimizerOptions fOptions
 minimizer options
 
int fStatus
 status of minimizer
 
bool fValidError
 flag to control if errors have been validated (Hesse has been run in case of Minuit)
 

#include <Math/BasicMinimizer.h>

Inheritance diagram for ROOT::Math::BasicMinimizer:
[legend]

Constructor & Destructor Documentation

◆ BasicMinimizer() [1/2]

ROOT::Math::BasicMinimizer::BasicMinimizer ( )

Default constructor.

Definition at line 43 of file BasicMinimizer.cxx.

◆ ~BasicMinimizer()

ROOT::Math::BasicMinimizer::~BasicMinimizer ( )
override

Destructor.

Definition at line 59 of file BasicMinimizer.cxx.

◆ BasicMinimizer() [2/2]

ROOT::Math::BasicMinimizer::BasicMinimizer ( const BasicMinimizer )
inlineprivate

Copy constructor.

Definition at line 75 of file BasicMinimizer.h.

Member Function Documentation

◆ CheckDimension()

bool ROOT::Math::BasicMinimizer::CheckDimension ( ) const
protected

Definition at line 254 of file BasicMinimizer.cxx.

◆ CheckObjFunction()

bool ROOT::Math::BasicMinimizer::CheckObjFunction ( ) const
protected

Definition at line 263 of file BasicMinimizer.cxx.

◆ CreateTransformation()

MinimTransformFunction * ROOT::Math::BasicMinimizer::CreateTransformation ( std::vector< double > &  startValues,
const ROOT::Math::IMultiGradFunction func = nullptr 
)
protected

Definition at line 272 of file BasicMinimizer.cxx.

◆ FixVariable()

bool ROOT::Math::BasicMinimizer::FixVariable ( unsigned int  ivar)
overridevirtual

fix an existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 182 of file BasicMinimizer.cxx.

◆ GetVariableSettings()

bool ROOT::Math::BasicMinimizer::GetVariableSettings ( unsigned int  ivar,
ROOT::Fit::ParameterSettings varObj 
) const
overridevirtual

get variable settings in a variable object (like ROOT::Fit::ParamsSettings)

Reimplemented from ROOT::Math::Minimizer.

Definition at line 211 of file BasicMinimizer.cxx.

◆ GradObjFunction()

const ROOT::Math::IMultiGradFunction * ROOT::Math::BasicMinimizer::GradObjFunction ( ) const

return pointer to used gradient object function (NULL if gradient is not supported)

Definition at line 332 of file BasicMinimizer.cxx.

◆ IsFixedVariable()

bool ROOT::Math::BasicMinimizer::IsFixedVariable ( unsigned int  ivar) const
overridevirtual

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 206 of file BasicMinimizer.cxx.

◆ Minimize()

bool ROOT::Math::BasicMinimizer::Minimize ( )
overridevirtual

method to perform the minimization

Implements ROOT::Math::Minimizer.

Reimplemented in ROOT::Math::GSLMinimizer, ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLSimAnMinimizer, and ROOT::Math::RMinimizer.

Definition at line 301 of file BasicMinimizer.cxx.

◆ MinValue()

double ROOT::Math::BasicMinimizer::MinValue ( ) const
inlineoverridevirtual

return minimum function value

Implements ROOT::Math::Minimizer.

Definition at line 136 of file BasicMinimizer.h.

◆ NDim()

unsigned int ROOT::Math::BasicMinimizer::NDim ( ) const
inlineoverridevirtual

number of dimensions

Implements ROOT::Math::Minimizer.

Definition at line 142 of file BasicMinimizer.h.

◆ NFree()

unsigned int ROOT::Math::BasicMinimizer::NFree ( ) const
overridevirtual

number of free variables (real dimension of the problem)

Reimplemented from ROOT::Math::Minimizer.

Definition at line 337 of file BasicMinimizer.cxx.

◆ NPar()

virtual unsigned int ROOT::Math::BasicMinimizer::NPar ( ) const
inlinevirtual

total number of parameter defined

Definition at line 148 of file BasicMinimizer.h.

◆ ObjFunction()

const ROOT::Math::IMultiGenFunction * ROOT::Math::BasicMinimizer::ObjFunction ( ) const
inline

return pointer to used objective function

Definition at line 151 of file BasicMinimizer.h.

◆ operator=()

BasicMinimizer & ROOT::Math::BasicMinimizer::operator= ( const BasicMinimizer rhs)
inlineprivate

Assignment operator.

Definition at line 80 of file BasicMinimizer.h.

◆ PrintResult()

void ROOT::Math::BasicMinimizer::PrintResult ( ) const

print result of minimization

Definition at line 320 of file BasicMinimizer.cxx.

◆ ReleaseVariable()

bool ROOT::Math::BasicMinimizer::ReleaseVariable ( unsigned int  ivar)
overridevirtual

release an existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 189 of file BasicMinimizer.cxx.

◆ SetFinalValues()

void ROOT::Math::BasicMinimizer::SetFinalValues ( const double x,
const MinimTransformFunction func = nullptr 
)
protected

Definition at line 307 of file BasicMinimizer.cxx.

◆ SetFixedVariable()

bool ROOT::Math::BasicMinimizer::SetFixedVariable ( unsigned int  ivar,
const std::string &  name,
double  val 
)
overridevirtual

set fixed variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 116 of file BasicMinimizer.cxx.

◆ SetFunction() [1/2]

void ROOT::Math::BasicMinimizer::SetFunction ( const ROOT::Math::IMultiGenFunction func)
overridevirtual

set the function to minimize

Implements ROOT::Math::Minimizer.

Reimplemented in ROOT::Math::GSLMinimizer, and ROOT::Math::GSLNLSMinimizer.

Definition at line 240 of file BasicMinimizer.cxx.

◆ SetFunction() [2/2]

void ROOT::Math::BasicMinimizer::SetFunction ( const ROOT::Math::IMultiGradFunction func)
overridevirtual

set gradient the function to minimize

Reimplemented from ROOT::Math::Minimizer.

Reimplemented in ROOT::Math::GSLMinimizer, and ROOT::Math::GSLNLSMinimizer.

Definition at line 246 of file BasicMinimizer.cxx.

◆ SetLimitedVariable()

bool ROOT::Math::BasicMinimizer::SetLimitedVariable ( unsigned int  ivar,
const std::string &  name,
double  val,
double  step,
double  lower,
double  upper 
)
overridevirtual

set upper/lower limited variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 107 of file BasicMinimizer.cxx.

◆ SetLowerLimitedVariable()

bool ROOT::Math::BasicMinimizer::SetLowerLimitedVariable ( unsigned int  ivar,
const std::string &  name,
double  val,
double  step,
double  lower 
)
overridevirtual

set lower limit variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 88 of file BasicMinimizer.cxx.

◆ SetMinValue()

void ROOT::Math::BasicMinimizer::SetMinValue ( double  val)
inlineprotected

Definition at line 173 of file BasicMinimizer.h.

◆ SetUpperLimitedVariable()

bool ROOT::Math::BasicMinimizer::SetUpperLimitedVariable ( unsigned int  ivar,
const std::string &  name,
double  val,
double  step,
double  upper 
)
overridevirtual

set upper limit variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

Definition at line 97 of file BasicMinimizer.cxx.

◆ SetVariable()

bool ROOT::Math::BasicMinimizer::SetVariable ( unsigned int  ivar,
const std::string &  name,
double  val,
double  step 
)
overridevirtual

set free variable

Implements ROOT::Math::Minimizer.

Definition at line 63 of file BasicMinimizer.cxx.

◆ SetVariableLimits()

bool ROOT::Math::BasicMinimizer::SetVariableLimits ( unsigned int  ivar,
double  lower,
double  upper 
)
overridevirtual

set the limits of an already existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 159 of file BasicMinimizer.cxx.

◆ SetVariableLowerLimit()

bool ROOT::Math::BasicMinimizer::SetVariableLowerLimit ( unsigned int  ivar,
double  lower 
)
overridevirtual

set the lower-limit of an already existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 147 of file BasicMinimizer.cxx.

◆ SetVariableStepSize()

bool ROOT::Math::BasicMinimizer::SetVariableStepSize ( unsigned int  ivar,
double  step 
)
overridevirtual

set the step size of an already existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 140 of file BasicMinimizer.cxx.

◆ SetVariableUpperLimit()

bool ROOT::Math::BasicMinimizer::SetVariableUpperLimit ( unsigned int  ivar,
double  upper 
)
overridevirtual

set the upper-limit of an already existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 153 of file BasicMinimizer.cxx.

◆ SetVariableValue()

bool ROOT::Math::BasicMinimizer::SetVariableValue ( unsigned int  ivar,
double  val 
)
overridevirtual

set the value of an existing variable

Reimplemented from ROOT::Math::Minimizer.

Definition at line 125 of file BasicMinimizer.cxx.

◆ SetVariableValues()

bool ROOT::Math::BasicMinimizer::SetVariableValues ( const double x)
overridevirtual

set the values of all existing variables (array must be dimensioned to the size of existing parameters)

Reimplemented from ROOT::Math::Minimizer.

Definition at line 133 of file BasicMinimizer.cxx.

◆ StepSizes()

virtual const double * ROOT::Math::BasicMinimizer::StepSizes ( ) const
inlinevirtual

accessor methods

Definition at line 161 of file BasicMinimizer.h.

◆ VariableIndex()

int ROOT::Math::BasicMinimizer::VariableIndex ( const std::string &  name) const
overridevirtual

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 232 of file BasicMinimizer.cxx.

◆ VariableName()

std::string ROOT::Math::BasicMinimizer::VariableName ( unsigned int  ivar) const
overridevirtual

get name of variables (override if minimizer support storing of variable names)

Reimplemented from ROOT::Math::Minimizer.

Definition at line 227 of file BasicMinimizer.cxx.

◆ X()

const double * ROOT::Math::BasicMinimizer::X ( ) const
inlineoverridevirtual

return pointer to X values at the minimum

Implements ROOT::Math::Minimizer.

Definition at line 139 of file BasicMinimizer.h.

Member Data Documentation

◆ fBounds

std::map< unsigned int, std::pair<double, double> > ROOT::Math::BasicMinimizer::fBounds
private

map specifying the bound using as key the parameter index

Definition at line 187 of file BasicMinimizer.h.

◆ fDim

unsigned int ROOT::Math::BasicMinimizer::fDim
private

Definition at line 178 of file BasicMinimizer.h.

◆ fMinVal

double ROOT::Math::BasicMinimizer::fMinVal
private

Definition at line 182 of file BasicMinimizer.h.

◆ fNames

std::vector<std::string> ROOT::Math::BasicMinimizer::fNames
private

Definition at line 185 of file BasicMinimizer.h.

◆ fObjFunc

const ROOT::Math::IMultiGenFunction* ROOT::Math::BasicMinimizer::fObjFunc
private

Definition at line 180 of file BasicMinimizer.h.

◆ fSteps

std::vector<double> ROOT::Math::BasicMinimizer::fSteps
private

Definition at line 184 of file BasicMinimizer.h.

◆ fValues

std::vector<double> ROOT::Math::BasicMinimizer::fValues
private

Definition at line 183 of file BasicMinimizer.h.

◆ fVarTypes

std::vector<ROOT::Math::EMinimVariableType> ROOT::Math::BasicMinimizer::fVarTypes
private

vector specifying the type of variables

Definition at line 186 of file BasicMinimizer.h.

Libraries for ROOT::Math::BasicMinimizer:

The documentation for this class was generated from the following files: