Minuit2Minimizer class implementing the ROOT::Math::Minimizer interface for Minuit2 minimization algorithm.
In ROOT it can be instantiated using the plug-in manager (plug-in "Minuit2") Using a string (used by the plugin manager) or via an enumeration an one can set all the possible minimization algorithms (Migrad, Simplex, Combined, Scan and Fumili).
Refer to the guide for an introduction how Minuit works.
Definition at line 54 of file Minuit2Minimizer.h.
Public Member Functions | |
Minuit2Minimizer (const char *type) | |
Constructor with a char (used by PM) | |
Minuit2Minimizer (ROOT::Minuit2::EMinimizerType type=ROOT::Minuit2::kMigrad) | |
Default constructor. | |
~Minuit2Minimizer () override | |
Destructor (no operations) | |
void | Clear () override |
reset for consecutive minimization - implement if needed | |
bool | Contour (unsigned int i, unsigned int j, unsigned int &npoints, double *xi, double *xj) override |
find the contour points (xi,xj) of the function for parameter i and j around the minimum The contour will be find for value of the function = Min + ErrorUp(); | |
double | Correlation (unsigned int i, unsigned int j) const override |
return correlation coefficient between variable i and j. | |
double | CovMatrix (unsigned int i, unsigned int j) const override |
return covariance matrix elements if the variable is fixed or const the value is zero The ordering of the variables is the same as in errors and parameter value. | |
int | CovMatrixStatus () const override |
return the status of the covariance matrix status = -1 : not available (inversion failed or Hesse failed) status = 0 : available but not positive defined status = 1 : covariance only approximate status = 2 : full matrix but forced pos def status = 3 : full accurate matrix | |
double | Edm () const override |
return expected distance reached from the minimum | |
const double * | Errors () const override |
return errors at the minimum | |
bool | FixVariable (unsigned int ivar) override |
fix an existing variable | |
bool | GetCovMatrix (double *cov) const override |
Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero. | |
bool | GetHessianMatrix (double *h) const override |
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. | |
bool | GetMinosError (unsigned int i, double &errLow, double &errUp, int=0) override |
get the minos error for parameter i, return false if Minos failed A minimizaiton must be performed befre, return false if no minimization has been done In case of Minos failed the status error is updated as following status += 10 * minosStatus. | |
bool | GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const override |
get variable settings in a variable object (like ROOT::Fit::ParamsSettings) | |
double | GlobalCC (unsigned int i) const override |
get global correlation coefficient for the variable i. | |
bool | Hesse () override |
perform a full calculation of the Hessian matrix for error calculation If a valid minimum exists the calculation is done on the minimum point otherwise is performed in the current set values of parameters Status code of minimizer is updated according to the following convention (in case Hesse failed) status += 100*hesseStatus where hesse status is: status = 1 : hesse failed status = 2 : matrix inversion failed status = 3 : matrix is not pos defined | |
bool | IsFixedVariable (unsigned int ivar) const override |
query if an existing variable is fixed (i.e. | |
const double * | MinGradient () const override |
return pointer to gradient values at the minimum | |
bool | Minimize () override |
method to perform the minimization. | |
int | MinosStatus () const override |
MINOS status code of last Minos run status & 1 > 0 : invalid lower error status & 2 > 0 : invalid upper error status & 4 > 0 : invalid because maximum number of function calls exceeded status & 8 > 0 : a new minimum has been found status & 16 > 0 : error is truncated because parameter is at lower/upper limit. | |
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 | |
void | PrintResults () override |
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const; | |
bool | ProvidesError () const override |
minimizer provides error and error matrix | |
bool | ReleaseVariable (unsigned int ivar) override |
release an existing variable | |
bool | Scan (unsigned int i, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0) override |
scan a parameter i around the minimum. | |
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 | SetHessianFunction (std::function< bool(const std::vector< double > &, double *)> hfunc) override |
set the function implementing Hessian computation | |
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 ) | |
void | SetStorageLevel (int level) |
set storage level = 1 : store all iteration states (default) = 0 : store only first and last state to save memory | |
void | SetTraceObject (MnTraceObject &obj) |
set an object to trace operation for each iteration The object must be a (or inherit from) ROOT::Minuit2::MnTraceObject and implement operator() (int, const MinimumState & state) | |
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 variable | |
bool | SetVariableValues (const double *val) override |
set the values of all existing variables (array must be dimensioned to the size of the existing parameters) | |
const ROOT::Minuit2::MnUserParameterState & | State () |
return the minimizer state (containing values, step size , etc..) | |
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 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) | |
double | ErrorDef () const |
return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization | |
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 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 | |
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 | |
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 | ExamineMinimum (const ROOT::Minuit2::FunctionMinimum &min) |
examine the minimum result | |
virtual const ROOT::Minuit2::FCNBase * | GetFCN () const |
virtual const ROOT::Minuit2::ModularFunctionMinimizer * | GetMinimizer () const |
int | RunMinosError (unsigned int i, double &errLow, double &errUp, int runopt) |
virtual void | SetMinimizer (ROOT::Minuit2::ModularFunctionMinimizer *m) |
void | SetMinimizerType (ROOT::Minuit2::EMinimizerType type) |
Private Member Functions | |
Minuit2Minimizer (const Minuit2Minimizer &) | |
Copy constructor. | |
Minuit2Minimizer & | operator= (const Minuit2Minimizer &rhs) |
Assignment operator. | |
Private Attributes | |
unsigned int | fDim |
std::vector< double > | fErrors |
ROOT::Minuit2::ModularFunctionMinimizer * | fMinimizer |
ROOT::Minuit2::FunctionMinimum * | fMinimum |
int | fMinosStatus = -1 |
ROOT::Minuit2::FCNBase * | fMinuitFCN |
ROOT::Minuit2::MnUserParameterState | fState |
bool | fUseFumili |
std::vector< double > | fValues |
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 <Minuit2/Minuit2Minimizer.h>
ROOT::Minuit2::Minuit2Minimizer::Minuit2Minimizer | ( | ROOT::Minuit2::EMinimizerType | type = ROOT::Minuit2::kMigrad | ) |
Default constructor.
Definition at line 86 of file Minuit2Minimizer.cxx.
ROOT::Minuit2::Minuit2Minimizer::Minuit2Minimizer | ( | const char * | type | ) |
Constructor with a char (used by PM)
Definition at line 93 of file Minuit2Minimizer.cxx.
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Destructor (no operations)
Definition at line 145 of file Minuit2Minimizer.cxx.
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Copy constructor.
Definition at line 156 of file Minuit2Minimizer.cxx.
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reset for consecutive minimization - implement if needed
Reimplemented from ROOT::Math::Minimizer.
Definition at line 169 of file Minuit2Minimizer.cxx.
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find the contour points (xi,xj) of the function for parameter i and j around the minimum The contour will be find for value of the function = Min + ErrorUp();
Reimplemented from ROOT::Math::Minimizer.
Definition at line 1144 of file Minuit2Minimizer.cxx.
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return correlation coefficient between variable i and j.
If the variable is fixed or const the return value is zero
Reimplemented from ROOT::Math::Minimizer.
Definition at line 811 of file Minuit2Minimizer.cxx.
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return covariance matrix elements if the variable is fixed or const the value is zero The ordering of the variables is the same as in errors and parameter value.
This is different from the direct interface of Minuit2 or TMinuit where the values were obtained only to variable parameters
Reimplemented from ROOT::Math::Minimizer.
Definition at line 735 of file Minuit2Minimizer.cxx.
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return the status of the covariance matrix status = -1 : not available (inversion failed or Hesse failed) status = 0 : available but not positive defined status = 1 : covariance only approximate status = 2 : full matrix but forced pos def status = 3 : full accurate matrix
Reimplemented from ROOT::Math::Minimizer.
Definition at line 1294 of file Minuit2Minimizer.cxx.
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return expected distance reached from the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 154 of file Minuit2Minimizer.h.
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return errors at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 713 of file Minuit2Minimizer.cxx.
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examine the minimum result
Definition at line 590 of file Minuit2Minimizer.cxx.
fix an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 326 of file Minuit2Minimizer.cxx.
Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero.
The array will be filled as cov[i *ndim + j] The ordering of the variables is the same as in errors and parameter value. This is different from the direct interface of Minuit2 or TMinuit where the values were obtained only to variable parameters
Reimplemented from ROOT::Math::Minimizer.
Definition at line 751 of file Minuit2Minimizer.cxx.
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Definition at line 301 of file Minuit2Minimizer.h.
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.
The array will be filled as h[i *ndim + j]
Reimplemented from ROOT::Math::Minimizer.
Definition at line 780 of file Minuit2Minimizer.cxx.
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Definition at line 295 of file Minuit2Minimizer.h.
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get the minos error for parameter i, return false if Minos failed A minimizaiton must be performed befre, return false if no minimization has been done In case of Minos failed the status error is updated as following status += 10 * minosStatus.
The Minos status of last Minos run can also be retrieved by calling MinosStatus()
Reimplemented from ROOT::Math::Minimizer.
Definition at line 848 of file Minuit2Minimizer.cxx.
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get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 355 of file Minuit2Minimizer.cxx.
get global correlation coefficient for the variable i.
This is a number between zero and one which gives the correlation between the i-th variable and that linear combination of all other variables which is most strongly correlated with i. If the variable is fixed or const the return value is zero
Reimplemented from ROOT::Math::Minimizer.
Definition at line 831 of file Minuit2Minimizer.cxx.
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perform a full calculation of the Hessian matrix for error calculation If a valid minimum exists the calculation is done on the minimum point otherwise is performed in the current set values of parameters Status code of minimizer is updated according to the following convention (in case Hesse failed) status += 100*hesseStatus where hesse status is: status = 1 : hesse failed status = 2 : matrix inversion failed status = 3 : matrix is not pos defined
Reimplemented from ROOT::Math::Minimizer.
Definition at line 1200 of file Minuit2Minimizer.cxx.
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 344 of file Minuit2Minimizer.cxx.
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return pointer to gradient values at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 160 of file Minuit2Minimizer.h.
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method to perform the minimization.
Return false in case the minimization did not converge. In this case a status code different than zero is set (retrieved by the derived method Minimizer::Status() )"
status = 1 : Covariance was made pos defined status = 2 : Hesse is invalid status = 3 : Edm is above max status = 4 : Reached call limit status = 5 : Any other failure
Implements ROOT::Math::Minimizer.
Definition at line 453 of file Minuit2Minimizer.cxx.
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MINOS status code of last Minos run status & 1 > 0
: invalid lower error status & 2 > 0
: invalid upper error status & 4 > 0
: invalid because maximum number of function calls exceeded status & 8 > 0
: a new minimum has been found status & 16 > 0
: error is truncated because parameter is at lower/upper limit.
Reimplemented from ROOT::Math::Minimizer.
Definition at line 248 of file Minuit2Minimizer.h.
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return minimum function value
Implements ROOT::Math::Minimizer.
Definition at line 151 of file Minuit2Minimizer.h.
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number of function calls to reach the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 163 of file Minuit2Minimizer.h.
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this is <= Function().NDim() which is the total number of variables (free+ constrained ones)
Implements ROOT::Math::Minimizer.
Definition at line 167 of file Minuit2Minimizer.h.
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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 171 of file Minuit2Minimizer.h.
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Assignment operator.
Definition at line 161 of file Minuit2Minimizer.cxx.
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return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;
print result of minimization
Reimplemented from ROOT::Math::Minimizer.
Definition at line 680 of file Minuit2Minimizer.cxx.
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minimizer provides error and error matrix
Reimplemented from ROOT::Math::Minimizer.
Definition at line 174 of file Minuit2Minimizer.h.
release an existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 335 of file Minuit2Minimizer.cxx.
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Definition at line 919 of file Minuit2Minimizer.cxx.
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scan a parameter i around the minimum.
A minimization must have been done before, return false if it is not the case
Reimplemented from ROOT::Math::Minimizer.
Definition at line 1085 of file Minuit2Minimizer.cxx.
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set fixed variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 239 of file Minuit2Minimizer.cxx.
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set the function to minimize
Implements ROOT::Math::Minimizer.
Definition at line 379 of file Minuit2Minimizer.cxx.
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set the function implementing Hessian computation
Reimplemented from ROOT::Math::Minimizer.
Definition at line 412 of file Minuit2Minimizer.cxx.
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set upper/lower limited variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 229 of file Minuit2Minimizer.cxx.
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set lower limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 209 of file Minuit2Minimizer.cxx.
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Definition at line 297 of file Minuit2Minimizer.h.
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Definition at line 116 of file Minuit2Minimizer.cxx.
void ROOT::Minuit2::Minuit2Minimizer::SetStorageLevel | ( | int | level | ) |
set storage level = 1 : store all iteration states (default) = 0 : store only first and last state to save memory
Definition at line 1328 of file Minuit2Minimizer.cxx.
void ROOT::Minuit2::Minuit2Minimizer::SetTraceObject | ( | MnTraceObject & | obj | ) |
set an object to trace operation for each iteration The object must be a (or inherit from) ROOT::Minuit2::MnTraceObject and implement operator() (int, const MinimumState & state)
Definition at line 1321 of file Minuit2Minimizer.cxx.
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set upper limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
Definition at line 219 of file Minuit2Minimizer.cxx.
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set free variable
Implements ROOT::Math::Minimizer.
Definition at line 181 of file Minuit2Minimizer.cxx.
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set the limits of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 316 of file Minuit2Minimizer.cxx.
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set the lower-limit of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 297 of file Minuit2Minimizer.cxx.
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set the step size of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 287 of file Minuit2Minimizer.cxx.
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set the upper-limit of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 306 of file Minuit2Minimizer.cxx.
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set variable
Reimplemented from ROOT::Math::Minimizer.
Definition at line 267 of file Minuit2Minimizer.cxx.
set the values of all existing variables (array must be dimensioned to the size of the existing parameters)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 276 of file Minuit2Minimizer.cxx.
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return the minimizer state (containing values, step size , etc..)
Definition at line 290 of file Minuit2Minimizer.h.
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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 260 of file Minuit2Minimizer.cxx.
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get name of variables (override if minimizer support storing of variable names)
Reimplemented from ROOT::Math::Minimizer.
Definition at line 252 of file Minuit2Minimizer.cxx.
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return pointer to X values at the minimum
Implements ROOT::Math::Minimizer.
Definition at line 157 of file Minuit2Minimizer.h.
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Definition at line 310 of file Minuit2Minimizer.h.
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Definition at line 320 of file Minuit2Minimizer.h.
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Definition at line 316 of file Minuit2Minimizer.h.
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Definition at line 318 of file Minuit2Minimizer.h.
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Definition at line 312 of file Minuit2Minimizer.h.
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Definition at line 317 of file Minuit2Minimizer.h.
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Definition at line 314 of file Minuit2Minimizer.h.
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Definition at line 311 of file Minuit2Minimizer.h.
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Definition at line 319 of file Minuit2Minimizer.h.