RooRombergIntegrator implements an adaptive numerical integration algorithm.
It uses Romberg's method with trapezoids or midpoints. The integrand is approximated by \( 1, 2, 4, 8, \ldots, 2^n \) trapezoids, and Richardson series acceleration is applied to the series. For refinement step \( n \), that is
\[ R(n,m) = \frac{1}{4^m - 1} \left( 4^m R(n, m-1) - R(n-1, m-1) \right) \]
The integrator will evaluate the first six refinements (i.e. 64 points) in one go, apply a five-point series acceleration, and successively add more steps until the desired precision is reached.
Definition at line 36 of file RooRombergIntegrator.h.
Public Types | |
enum | SummationRule { Trapezoid , Midpoint } |
Public Types inherited from TObject | |
enum | { kIsOnHeap = 0x01000000 , kNotDeleted = 0x02000000 , kZombie = 0x04000000 , kInconsistent = 0x08000000 , kBitMask = 0x00ffffff } |
enum | { kSingleKey = (1ULL << ( 0 )) , kOverwrite = (1ULL << ( 1 )) , kWriteDelete = (1ULL << ( 2 )) } |
enum | EDeprecatedStatusBits { kObjInCanvas = (1ULL << ( 3 )) } |
enum | EStatusBits { kCanDelete = (1ULL << ( 0 )) , kMustCleanup = (1ULL << ( 3 )) , kIsReferenced = (1ULL << ( 4 )) , kHasUUID = (1ULL << ( 5 )) , kCannotPick = (1ULL << ( 6 )) , kNoContextMenu = (1ULL << ( 8 )) , kInvalidObject = (1ULL << ( 13 )) } |
Public Member Functions | |
RooRombergIntegrator (const RooAbsFunc &function, const RooNumIntConfig &config, int nDim=1, bool doSegmentation=false) | |
Construct integrator on given function binding, using specified configuration object. | |
RooRombergIntegrator (const RooAbsFunc &function, double xmin, double xmax, const RooNumIntConfig &config, int nDim=1) | |
Construct integrator on given function binding, using specified configuration object and integration range. | |
RooRombergIntegrator (const RooAbsFunc &function, double xmin, double xmax, SummationRule rule=Trapezoid, int maxSteps=0, double eps=0) | |
Construct integrator on given function binding for given range, using specified summation rule, maximum number of steps and conversion tolerance. | |
RooRombergIntegrator (const RooAbsFunc &function, SummationRule rule=Trapezoid, int maxSteps=0, double eps=0) | |
Construct integrator on given function binding, using specified summation rule, maximum number of steps and conversion tolerance. | |
bool | checkLimits () const override |
Check that our integration range is finite and otherwise return false. | |
double | integral (const double *yvec=nullptr) override |
TClass * | IsA () const override |
virtual bool | setLimits (double *, double *) |
bool | setLimits (double *xmin, double *xmax) override |
Change our integration limits. | |
virtual bool | setLimits (double xmin, double xmax) |
Interface to set limits on integration. | |
bool | setUseIntegrandLimits (bool flag) override |
Interface function that allows to defer limit definition to integrand definition. | |
void | Streamer (TBuffer &) override |
Stream an object of class TObject. | |
void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) |
Public Member Functions inherited from RooAbsIntegrator | |
RooAbsIntegrator () | |
RooAbsIntegrator (const RooAbsFunc &function, bool printEvalCounter=false) | |
Copy constructor. | |
double | calculate (const double *yvec=nullptr) |
Calculate integral value with given array of parameter values. | |
const RooAbsFunc * | integrand () const |
Return integrand function binding. | |
double | integrand (const double x[]) const |
Return value of integrand at given observable values. | |
bool | isValid () const |
Is integrator in valid state. | |
bool | printEvalCounter () const |
void | setPrintEvalCounter (bool value) |
void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) |
Public Member Functions inherited from TObject | |
TObject () | |
TObject constructor. | |
TObject (const TObject &object) | |
TObject copy ctor. | |
virtual | ~TObject () |
TObject destructor. | |
void | AbstractMethod (const char *method) const |
Use this method to implement an "abstract" method that you don't want to leave purely abstract. | |
virtual void | AppendPad (Option_t *option="") |
Append graphics object to current pad. | |
virtual void | Browse (TBrowser *b) |
Browse object. May be overridden for another default action. | |
ULong_t | CheckedHash () |
Check and record whether this class has a consistent Hash/RecursiveRemove setup (*) and then return the regular Hash value for this object. | |
virtual const char * | ClassName () const |
Returns name of class to which the object belongs. | |
virtual void | Clear (Option_t *="") |
virtual TObject * | Clone (const char *newname="") const |
Make a clone of an object using the Streamer facility. | |
virtual Int_t | Compare (const TObject *obj) const |
Compare abstract method. | |
virtual void | Copy (TObject &object) const |
Copy this to obj. | |
virtual void | Delete (Option_t *option="") |
Delete this object. | |
virtual Int_t | DistancetoPrimitive (Int_t px, Int_t py) |
Computes distance from point (px,py) to the object. | |
virtual void | Draw (Option_t *option="") |
Default Draw method for all objects. | |
virtual void | DrawClass () const |
Draw class inheritance tree of the class to which this object belongs. | |
virtual TObject * | DrawClone (Option_t *option="") const |
Draw a clone of this object in the current selected pad with: gROOT->SetSelectedPad(c1) . | |
virtual void | Dump () const |
Dump contents of object on stdout. | |
virtual void | Error (const char *method, const char *msgfmt,...) const |
Issue error message. | |
virtual void | Execute (const char *method, const char *params, Int_t *error=nullptr) |
Execute method on this object with the given parameter string, e.g. | |
virtual void | Execute (TMethod *method, TObjArray *params, Int_t *error=nullptr) |
Execute method on this object with parameters stored in the TObjArray. | |
virtual void | ExecuteEvent (Int_t event, Int_t px, Int_t py) |
Execute action corresponding to an event at (px,py). | |
virtual void | Fatal (const char *method, const char *msgfmt,...) const |
Issue fatal error message. | |
virtual TObject * | FindObject (const char *name) const |
Must be redefined in derived classes. | |
virtual TObject * | FindObject (const TObject *obj) const |
Must be redefined in derived classes. | |
virtual Option_t * | GetDrawOption () const |
Get option used by the graphics system to draw this object. | |
virtual const char * | GetIconName () const |
Returns mime type name of object. | |
virtual const char * | GetName () const |
Returns name of object. | |
virtual char * | GetObjectInfo (Int_t px, Int_t py) const |
Returns string containing info about the object at position (px,py). | |
virtual Option_t * | GetOption () const |
virtual const char * | GetTitle () const |
Returns title of object. | |
virtual UInt_t | GetUniqueID () const |
Return the unique object id. | |
virtual Bool_t | HandleTimer (TTimer *timer) |
Execute action in response of a timer timing out. | |
virtual ULong_t | Hash () const |
Return hash value for this object. | |
Bool_t | HasInconsistentHash () const |
Return true is the type of this object is known to have an inconsistent setup for Hash and RecursiveRemove (i.e. | |
virtual void | Info (const char *method, const char *msgfmt,...) const |
Issue info message. | |
virtual Bool_t | InheritsFrom (const char *classname) const |
Returns kTRUE if object inherits from class "classname". | |
virtual Bool_t | InheritsFrom (const TClass *cl) const |
Returns kTRUE if object inherits from TClass cl. | |
virtual void | Inspect () const |
Dump contents of this object in a graphics canvas. | |
void | InvertBit (UInt_t f) |
Bool_t | IsDestructed () const |
IsDestructed. | |
virtual Bool_t | IsEqual (const TObject *obj) const |
Default equal comparison (objects are equal if they have the same address in memory). | |
virtual Bool_t | IsFolder () const |
Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). | |
R__ALWAYS_INLINE Bool_t | IsOnHeap () const |
virtual Bool_t | IsSortable () const |
R__ALWAYS_INLINE Bool_t | IsZombie () const |
virtual void | ls (Option_t *option="") const |
The ls function lists the contents of a class on stdout. | |
void | MayNotUse (const char *method) const |
Use this method to signal that a method (defined in a base class) may not be called in a derived class (in principle against good design since a child class should not provide less functionality than its parent, however, sometimes it is necessary). | |
virtual Bool_t | Notify () |
This method must be overridden to handle object notification (the base implementation is no-op). | |
void | Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const |
Use this method to declare a method obsolete. | |
void | operator delete (void *ptr) |
Operator delete. | |
void | operator delete (void *ptr, void *vp) |
Only called by placement new when throwing an exception. | |
void | operator delete[] (void *ptr) |
Operator delete []. | |
void | operator delete[] (void *ptr, void *vp) |
Only called by placement new[] when throwing an exception. | |
void * | operator new (size_t sz) |
void * | operator new (size_t sz, void *vp) |
void * | operator new[] (size_t sz) |
void * | operator new[] (size_t sz, void *vp) |
TObject & | operator= (const TObject &rhs) |
TObject assignment operator. | |
virtual void | Paint (Option_t *option="") |
This method must be overridden if a class wants to paint itself. | |
virtual void | Pop () |
Pop on object drawn in a pad to the top of the display list. | |
virtual void | Print (Option_t *option="") const |
This method must be overridden when a class wants to print itself. | |
virtual Int_t | Read (const char *name) |
Read contents of object with specified name from the current directory. | |
virtual void | RecursiveRemove (TObject *obj) |
Recursively remove this object from a list. | |
void | ResetBit (UInt_t f) |
virtual void | SaveAs (const char *filename="", Option_t *option="") const |
Save this object in the file specified by filename. | |
virtual void | SavePrimitive (std::ostream &out, Option_t *option="") |
Save a primitive as a C++ statement(s) on output stream "out". | |
void | SetBit (UInt_t f) |
void | SetBit (UInt_t f, Bool_t set) |
Set or unset the user status bits as specified in f. | |
virtual void | SetDrawOption (Option_t *option="") |
Set drawing option for object. | |
virtual void | SetUniqueID (UInt_t uid) |
Set the unique object id. | |
void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) |
virtual void | SysError (const char *method, const char *msgfmt,...) const |
Issue system error message. | |
R__ALWAYS_INLINE Bool_t | TestBit (UInt_t f) const |
Int_t | TestBits (UInt_t f) const |
virtual void | UseCurrentStyle () |
Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked. | |
virtual void | Warning (const char *method, const char *msgfmt,...) const |
Issue warning message. | |
virtual Int_t | Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0) |
Write this object to the current directory. | |
virtual Int_t | Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0) const |
Write this object to the current directory. | |
Static Public Member Functions | |
static TClass * | Class () |
static const char * | Class_Name () |
static constexpr Version_t | Class_Version () |
do not persist | |
static const char * | DeclFileName () |
Static Public Member Functions inherited from RooAbsIntegrator | |
static TClass * | Class () |
static const char * | Class_Name () |
static constexpr Version_t | Class_Version () |
static const char * | DeclFileName () |
Static Public Member Functions inherited from TObject | |
static TClass * | Class () |
static const char * | Class_Name () |
static constexpr Version_t | Class_Version () |
static const char * | DeclFileName () |
static Longptr_t | GetDtorOnly () |
Return destructor only flag. | |
static Bool_t | GetObjectStat () |
Get status of object stat flag. | |
static void | SetDtorOnly (void *obj) |
Set destructor only flag. | |
static void | SetObjectStat (Bool_t stat) |
Turn on/off tracking of objects in the TObjectTable. | |
Protected Member Functions | |
bool | initialize () |
Initialize the integrator. | |
double | integral (int iDim, int nSeg, std::span< double > wksp) |
Calculate numeric integral at given set of function binding parameters. | |
Protected Member Functions inherited from TObject | |
virtual void | DoError (int level, const char *location, const char *fmt, va_list va) const |
Interface to ErrorHandler (protected). | |
void | MakeZombie () |
Static Protected Member Functions | |
static void | registerIntegrator (RooNumIntFactory &fact) |
Register integrator plugins, their parameters and capabilities with RooNumIntFactory. | |
Protected Attributes | |
bool | _doExtrap = true |
Apply conversion step? | |
double | _epsAbs |
Absolute convergence tolerance. | |
double | _epsRel |
Relative convergence tolerance. | |
int | _fixSteps = 0 |
Fixed number of steps. | |
int | _maxSteps |
Maximum number of steps. | |
int | _minStepsZero = 999 |
Minimum number of steps to declare convergence to zero. | |
int | _nDim = 1 |
int | _nSeg = 1 |
Number of segments. | |
SummationRule | _rule |
bool | _useIntegrandLimits |
If true limits of function binding are used. | |
std::vector< double > | _wksp |
! Integrator workspace | |
std::vector< double > | _x |
std::vector< double > | _xmax |
! Upper integration bounds | |
std::vector< double > | _xmin |
! Lower integration bounds | |
Protected Attributes inherited from RooAbsIntegrator | |
const RooAbsFunc * | _function = nullptr |
Pointer to function binding of integrand. | |
bool | _printEvalCounter = false |
If true print number of function evaluation required for integration. | |
bool | _valid = false |
Is integrator in valid state? | |
Friends | |
class | RooNumIntFactory |
Additional Inherited Members | |
Protected Types inherited from TObject | |
enum | { kOnlyPrepStep = (1ULL << ( 3 )) } |
#include <RooRombergIntegrator.h>
Enumerator | |
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Trapezoid | |
Midpoint |
Definition at line 39 of file RooRombergIntegrator.h.
RooRombergIntegrator::RooRombergIntegrator | ( | const RooAbsFunc & | function, |
SummationRule | rule = Trapezoid , |
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int | maxSteps = 0 , |
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double | eps = 0 |
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) |
Construct integrator on given function binding, using specified summation rule, maximum number of steps and conversion tolerance.
The integration limits are taken from the function binding.
Definition at line 309 of file RooRombergIntegrator.cxx.
RooRombergIntegrator::RooRombergIntegrator | ( | const RooAbsFunc & | function, |
double | xmin, | ||
double | xmax, | ||
SummationRule | rule = Trapezoid , |
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int | maxSteps = 0 , |
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double | eps = 0 |
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) |
Construct integrator on given function binding for given range, using specified summation rule, maximum number of steps and conversion tolerance.
The integration limits are taken from the function binding.
Definition at line 322 of file RooRombergIntegrator.cxx.
RooRombergIntegrator::RooRombergIntegrator | ( | const RooAbsFunc & | function, |
const RooNumIntConfig & | config, | ||
int | nDim = 1 , |
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bool | doSegmentation = false |
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) |
Construct integrator on given function binding, using specified configuration object.
The integration limits are taken from the function binding
Definition at line 337 of file RooRombergIntegrator.cxx.
RooRombergIntegrator::RooRombergIntegrator | ( | const RooAbsFunc & | function, |
double | xmin, | ||
double | xmax, | ||
const RooNumIntConfig & | config, | ||
int | nDim = 1 |
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) |
Construct integrator on given function binding, using specified configuration object and integration range.
Definition at line 371 of file RooRombergIntegrator.cxx.
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overridevirtual |
Check that our integration range is finite and otherwise return false.
Update the limits from the integrand if requested.
Reimplemented from RooAbsIntegrator.
Definition at line 448 of file RooRombergIntegrator.cxx.
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static |
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inlinestaticconstexpr |
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inlinestatic |
Definition at line 87 of file RooRombergIntegrator.h.
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protected |
Initialize the integrator.
Definition at line 395 of file RooRombergIntegrator.cxx.
Implements RooAbsIntegrator.
Definition at line 475 of file RooRombergIntegrator.cxx.
Calculate numeric integral at given set of function binding parameters.
Definition at line 490 of file RooRombergIntegrator.cxx.
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inlineoverridevirtual |
Reimplemented from RooAbsIntegrator.
Definition at line 87 of file RooRombergIntegrator.h.
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staticprotected |
Register integrator plugins, their parameters and capabilities with RooNumIntFactory.
Definition at line 240 of file RooRombergIntegrator.cxx.
Reimplemented from RooAbsIntegrator.
Definition at line 53 of file RooAbsIntegrator.h.
Change our integration limits.
Return true if the new limits are ok, or otherwise false. Always returns false and does nothing if this object was constructed to always use our integrand's limits.
Reimplemented from RooAbsIntegrator.
Definition at line 428 of file RooRombergIntegrator.cxx.
Interface to set limits on integration.
Reimplemented from RooAbsIntegrator.
Definition at line 54 of file RooAbsIntegrator.cxx.
Interface function that allows to defer limit definition to integrand definition.
Reimplemented from RooAbsIntegrator.
Definition at line 55 of file RooRombergIntegrator.h.
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overridevirtual |
Stream an object of class TObject.
Reimplemented from RooAbsIntegrator.
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inline |
Definition at line 87 of file RooRombergIntegrator.h.
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friend |
Definition at line 62 of file RooRombergIntegrator.h.
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protected |
Apply conversion step?
Definition at line 78 of file RooRombergIntegrator.h.
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protected |
Absolute convergence tolerance.
Definition at line 76 of file RooRombergIntegrator.h.
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protected |
Relative convergence tolerance.
Definition at line 77 of file RooRombergIntegrator.h.
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protected |
Fixed number of steps.
Definition at line 75 of file RooRombergIntegrator.h.
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protected |
Maximum number of steps.
Definition at line 73 of file RooRombergIntegrator.h.
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protected |
Minimum number of steps to declare convergence to zero.
Definition at line 74 of file RooRombergIntegrator.h.
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protected |
Definition at line 71 of file RooRombergIntegrator.h.
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protected |
Number of segments.
Definition at line 79 of file RooRombergIntegrator.h.
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protected |
Definition at line 72 of file RooRombergIntegrator.h.
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protected |
If true limits of function binding are used.
Definition at line 68 of file RooRombergIntegrator.h.
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protected |
! Integrator workspace
Definition at line 84 of file RooRombergIntegrator.h.
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protected |
Definition at line 85 of file RooRombergIntegrator.h.
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protected |
! Upper integration bounds
Definition at line 81 of file RooRombergIntegrator.h.
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protected |
! Lower integration bounds
Definition at line 80 of file RooRombergIntegrator.h.