TLinearMinimizer class: minimizer implementation based on TMinuit.
Definition at line 31 of file TLinearMinimizer.h.
Public Member Functions | |
TLinearMinimizer (const char *type) | |
Constructor from a char * (used by PM) | |
TLinearMinimizer (int type=0) | |
Default constructor. | |
~TLinearMinimizer () override | |
Destructor (no operations) | |
double | CovMatrix (unsigned int i, unsigned int j) const override |
return covariance matrices elements if the variable is fixed the matrix is zero The ordering of the variables is the same as in errors | |
int | CovMatrixStatus () const override |
return covariance matrix status | |
double | Edm () const override |
return expected distance reached from the minimum | |
const double * | Errors () const override |
return errors at the minimum | |
virtual TClass * | IsA () const |
const double * | MinGradient () const override |
return pointer to gradient values at the minimum | |
bool | Minimize () override |
method to perform the minimization | |
double | MinValue () const override |
return minimum function value | |
unsigned int | NCalls () const override |
number of function calls to reach the minimum | |
unsigned int | NDim () const override |
this is <= Function().NDim() which is the total number of variables (free+ constrained ones) | |
unsigned int | NFree () const override |
number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total | |
bool | ProvidesError () const override |
minimizer provides error and error matrix | |
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 fit model function | |
bool | SetVariable (unsigned int, const std::string &, double, double) override |
set free variable (dummy impl. since there is no need to set variables in the Linear Fitter) | |
virtual void | Streamer (TBuffer &) |
void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) |
const double * | X () 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. | |
double | ErrorDef () const |
return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization | |
virtual bool | FixVariable (unsigned int ivar) |
fix an existing variable | |
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 bool | GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &pars) const |
get variable settings in a variable object (like ROOT::Fit::ParamsSettings) | |
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 | |
virtual bool | IsFixedVariable (unsigned int ivar) const |
query if an existing variable is fixed (i.e. | |
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 int | MinosStatus () const |
status code of Minos (to be re-implemented by the minimizers supporting Minos) | |
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 | ReleaseVariable (unsigned int ivar) |
release an existing variable | |
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) | |
virtual bool | SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower, double upper) |
set a new upper/lower limited variable (override if minimizer supports them ) otherwise as default set an unlimited variable | |
virtual bool | SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower) |
set a new lower limit variable (override if minimizer supports them ) | |
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 | |
virtual bool | SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper) |
set a new upper limit variable (override if minimizer supports them ) | |
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 | |
virtual bool | SetVariableLimits (unsigned int ivar, double lower, double upper) |
set the limits of an already existing variable | |
virtual bool | SetVariableLowerLimit (unsigned int ivar, double lower) |
set the lower-limit of an already existing variable | |
template<class VariableIterator > | |
int | SetVariables (const VariableIterator &begin, const VariableIterator &end) |
add variables . Return number of variables successfully added | |
virtual bool | SetVariableStepSize (unsigned int ivar, double value) |
set the step size of an already existing variable | |
virtual bool | SetVariableUpperLimit (unsigned int ivar, double upper) |
set the upper-limit of an already existing variable | |
virtual bool | SetVariableValue (unsigned int ivar, double value) |
set the value of an already existing variable | |
virtual bool | SetVariableValues (const double *x) |
set the values of all existing variables (array must be dimensioned to the size of the existing parameters) | |
int | Status () const |
status code of minimizer | |
int | Strategy () const |
strategy | |
double | Tolerance () const |
absolute tolerance | |
virtual int | VariableIndex (const std::string &name) const |
get index of variable given a variable given a name return -1 if variable is not found | |
virtual std::string | VariableName (unsigned int ivar) const |
get name of variables (override if minimizer support storing of variable names) return an empty string if variable is not found | |
Static Public Member Functions | |
static TClass * | Class () |
static const char * | Class_Name () |
static constexpr Version_t | Class_Version () |
static const char * | DeclFileName () |
Private Member Functions | |
TLinearMinimizer (const TLinearMinimizer &) | |
Copy constructor. | |
TLinearMinimizer & | operator= (const TLinearMinimizer &rhs) |
Assignment operator. | |
Private Attributes | |
std::vector< double > | fCovar |
unsigned int | fDim |
std::vector< double > | fErrors |
TLinearFitter * | fFitter |
double | fMinVal |
unsigned int | fNFree |
const ROOT::Math::IMultiGradFunction * | fObjFunc |
std::vector< double > | fParams |
bool | fRobust |
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const; | |
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 <TLinearMinimizer.h>
TLinearMinimizer::TLinearMinimizer | ( | int | type = 0 | ) |
Default constructor.
Definition at line 71 of file TLinearMinimizer.cxx.
TLinearMinimizer::TLinearMinimizer | ( | const char * | type | ) |
Constructor from a char * (used by PM)
Definition at line 83 of file TLinearMinimizer.cxx.
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Destructor (no operations)
Definition at line 101 of file TLinearMinimizer.cxx.
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Copy constructor.
Definition at line 107 of file TLinearMinimizer.cxx.
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inlinestaticconstexpr |
Definition at line 141 of file TLinearMinimizer.h.
return covariance matrices elements if the variable is fixed the matrix is zero The ordering of the variables is the same as in errors
Reimplemented from ROOT::Math::Minimizer.
Definition at line 110 of file TLinearMinimizer.h.
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return covariance matrix status
Reimplemented from ROOT::Math::Minimizer.
Definition at line 115 of file TLinearMinimizer.h.
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inlinestatic |
Definition at line 141 of file TLinearMinimizer.h.
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return expected distance reached from the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 81 of file TLinearMinimizer.h.
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return errors at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 104 of file TLinearMinimizer.h.
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Definition at line 141 of file TLinearMinimizer.h.
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return pointer to gradient values at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 87 of file TLinearMinimizer.h.
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method to perform the minimization
Implements ROOT::Math::Minimizer.
Definition at line 212 of file TLinearMinimizer.cxx.
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return minimum function value
Implements ROOT::Math::Minimizer.
Definition at line 78 of file TLinearMinimizer.h.
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number of function calls to reach the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 90 of file TLinearMinimizer.h.
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inlineoverridevirtual |
this is <= Function().NDim() which is the total number of variables (free+ constrained ones)
Implements ROOT::Math::Minimizer.
Definition at line 94 of file TLinearMinimizer.h.
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inlineoverridevirtual |
number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total
Reimplemented from ROOT::Math::Minimizer.
Definition at line 98 of file TLinearMinimizer.h.
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Assignment operator.
Definition at line 113 of file TLinearMinimizer.cxx.
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minimizer provides error and error matrix
Reimplemented from ROOT::Math::Minimizer.
Definition at line 101 of file TLinearMinimizer.h.
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set fixed variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 205 of file TLinearMinimizer.cxx.
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set the fit model function
Implements ROOT::Math::Minimizer.
Definition at line 121 of file TLinearMinimizer.cxx.
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set free variable (dummy impl. since there is no need to set variables in the Linear Fitter)
Implements ROOT::Math::Minimizer.
Definition at line 69 of file TLinearMinimizer.h.
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Definition at line 141 of file TLinearMinimizer.h.
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return pointer to X values at the minimum
Implements ROOT::Math::Minimizer.
Definition at line 84 of file TLinearMinimizer.h.
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Definition at line 136 of file TLinearMinimizer.h.
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Definition at line 131 of file TLinearMinimizer.h.
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Definition at line 135 of file TLinearMinimizer.h.
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Definition at line 139 of file TLinearMinimizer.h.
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Definition at line 133 of file TLinearMinimizer.h.
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Definition at line 132 of file TLinearMinimizer.h.
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Definition at line 138 of file TLinearMinimizer.h.
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Definition at line 134 of file TLinearMinimizer.h.
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return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;
Definition at line 130 of file TLinearMinimizer.h.