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ROOT::Math::MultiNumGradFunction Class Reference
Math » MathCore | Math » MathMore » Numerical Algorithms » Multi-dimensional Minimization

MultiNumGradFunction class to wrap a normal function in a gradient function using numerical gradient calculation provided by the class Derivator (based on GSL numerical derivation)

Definition at line 49 of file MultiNumGradFunction.h.

Public Member Functions

 MultiNumGradFunction (const IMultiGenFunction &f)
 Constructor from a IMultiGenFunction interface.
 
template<class FuncType >
 MultiNumGradFunction (FuncType f, int n)
 Constructor from a generic function (pointer or reference) and number of dimension implementing operator () (double * x)
 
 ~MultiNumGradFunction () override
 Destructor (no operations)
 
IMultiGenFunction * Clone () const override
 Clone a function.
 
unsigned int NCalls () const
 
unsigned int NDim () const override
 Retrieve the dimension of the function.
 
void SetOwnership (bool on=true)
 
- Public Member Functions inherited from ROOT::Math::IGradientFunctionMultiDimTempl< T >
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 bool returnsInMinuit2ParameterSpace () const
 
- Public Member Functions inherited from ROOT::Math::IBaseFunctionMultiDimTempl< T >
 IBaseFunctionMultiDimTempl ()
 
virtual ~IBaseFunctionMultiDimTempl ()
 virtual destructor
 
T operator() (const T *x) const
 Evaluate the function at a point x[].
 
- Public Member Functions inherited from ROOT::Math::IGradientMultiDimTempl< T >
virtual ~IGradientMultiDimTempl ()
 virtual 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.
 

Static Public Member Functions

static double GetDerivPrecision ()
 get precision value used for calculating the derivative step-size
 
static void SetDerivPrecision (double eps)
 precision value used for calculating the derivative step-size h = eps * |x|.
 

Private Member Functions

double DoDerivative (const double *x, unsigned int icoord) const override
 
double DoEval (const double *x) const override
 

Private Attributes

unsigned int fDim
 
const IMultiGenFunction * fFunc
 
unsigned int fNCalls
 
bool fOwner
 

Static Private Attributes

static double fgEps = 0.001
 

Additional Inherited Members

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

#include <Math/MultiNumGradFunction.h>

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

Constructor & Destructor Documentation

◆ MultiNumGradFunction() [1/2]

ROOT::Math::MultiNumGradFunction::MultiNumGradFunction ( const IMultiGenFunction &  f)
inline

Constructor from a IMultiGenFunction interface.

Definition at line 57 of file MultiNumGradFunction.h.

◆ MultiNumGradFunction() [2/2]

template<class FuncType >
ROOT::Math::MultiNumGradFunction::MultiNumGradFunction ( FuncType  f,
int  n 
)
inline

Constructor from a generic function (pointer or reference) and number of dimension implementing operator () (double * x)

Definition at line 70 of file MultiNumGradFunction.h.

◆ ~MultiNumGradFunction()

ROOT::Math::MultiNumGradFunction::~MultiNumGradFunction ( )
inlineoverride

Destructor (no operations)

Definition at line 82 of file MultiNumGradFunction.h.

Member Function Documentation

◆ Clone()

IMultiGenFunction * ROOT::Math::MultiNumGradFunction::Clone ( ) const
inlineoverridevirtual

Clone a function.

Each derived class must implement their version of the Clone method

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

Definition at line 93 of file MultiNumGradFunction.h.

◆ DoDerivative()

double ROOT::Math::MultiNumGradFunction::DoDerivative ( const double *  x,
unsigned int  icoord 
) const
overrideprivate

Definition at line 42 of file MultiNumGradFunction.cxx.

◆ DoEval()

double ROOT::Math::MultiNumGradFunction::DoEval ( const double *  x) const
inlineoverrideprivate

Definition at line 118 of file MultiNumGradFunction.h.

◆ GetDerivPrecision()

double ROOT::Math::MultiNumGradFunction::GetDerivPrecision ( )
static

get precision value used for calculating the derivative step-size

Definition at line 56 of file MultiNumGradFunction.cxx.

◆ NCalls()

unsigned int ROOT::Math::MultiNumGradFunction::NCalls ( ) const
inline

Definition at line 91 of file MultiNumGradFunction.h.

◆ NDim()

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

Retrieve the dimension of the function.

Reimplemented from ROOT::Math::IGradientFunctionMultiDimTempl< T >.

Definition at line 89 of file MultiNumGradFunction.h.

◆ SetDerivPrecision()

void ROOT::Math::MultiNumGradFunction::SetDerivPrecision ( double  eps)
static

precision value used for calculating the derivative step-size h = eps * |x|.

The default is 0.001, give a smaller in case function chanes rapidly

Definition at line 54 of file MultiNumGradFunction.cxx.

◆ SetOwnership()

void ROOT::Math::MultiNumGradFunction::SetOwnership ( bool  on = true)
inline

Definition at line 105 of file MultiNumGradFunction.h.

Member Data Documentation

◆ fDim

unsigned int ROOT::Math::MultiNumGradFunction::fDim
private

Definition at line 128 of file MultiNumGradFunction.h.

◆ fFunc

const IMultiGenFunction* ROOT::Math::MultiNumGradFunction::fFunc
private

Definition at line 127 of file MultiNumGradFunction.h.

◆ fgEps

double ROOT::Math::MultiNumGradFunction::fgEps = 0.001
staticprivate

Definition at line 132 of file MultiNumGradFunction.h.

◆ fNCalls

unsigned int ROOT::Math::MultiNumGradFunction::fNCalls
mutableprivate

Definition at line 129 of file MultiNumGradFunction.h.

◆ fOwner

bool ROOT::Math::MultiNumGradFunction::fOwner
private

Definition at line 130 of file MultiNumGradFunction.h.

  • math/mathmore/inc/Math/MultiNumGradFunction.h
  • math/mathmore/src/MultiNumGradFunction.cxx