API class for calculating the numerical covariance matrix (== 2x Inverse Hessian == 2x Inverse 2nd derivative); can be used by the user or Minuit itself.

Definition at line 40 of file MnHesse.h.

Public Member Functions
	MnHesse ()
	default constructor with default strategy

	MnHesse (const MnStrategy &stra)
	conctructor with specific strategy

	MnHesse (unsigned int stra)
	constructor with user-defined strategy level

	~MnHesse ()

unsigned int	Ncycles () const
	forward interface of MnStrategy

MnUserParameterState	operator() (const FCNBase &, const MnUserParameters &, const MnUserCovariance &, unsigned int maxcalls=0) const
	FCN + MnUserParameters + MnUserCovariance.

MnUserParameterState	operator() (const FCNBase &, const MnUserParameters &, unsigned int maxcalls=0) const
	high-level API

MnUserParameterState	operator() (const FCNBase &, const MnUserParameterState &, unsigned int maxcalls=0) const
	FCN + MnUserParameterState.

MnUserParameterState	operator() (const FCNBase &, const std::vector< double > &, const MnUserCovariance &, unsigned int maxcalls=0) const
	FCN + parameters + MnUserCovariance.

MnUserParameterState	operator() (const FCNBase &, const std::vector< double > &, const std::vector< double > &, unsigned int maxcalls=0) const
	low-level API

MnUserParameterState	operator() (const FCNBase &, const std::vector< double > &, unsigned int nrow, const std::vector< double > &, unsigned int maxcalls=0) const
	FCN + parameters + covariance.

void	operator() (const FCNBase &, FunctionMinimum &, unsigned int maxcalls=0) const
	API to use MnHesse after minimization when function minimum is avalilable, otherwise information on the last state will be lost.

MinimumState	operator() (const MnFcn &, const MinimumState &, const MnUserTransformation &, unsigned int maxcalls=0) const
	internal interface

double	TolerG2 () const

double	Tolerstp () const

Private Member Functions
MinimumState	ComputeAnalytical (const FCNGradientBase &, const MinimumState &, const MnUserTransformation &) const
	internal function to compute the Hessian using an analytical computation or externally provided in the FCNGradientBase class

MinimumState	ComputeNumerical (const MnFcn &, const MinimumState &, const MnUserTransformation &, unsigned int maxcalls) const
	internal function to compute the Hessian using numerical derivative computation

Private Attributes
MnStrategy	fStrategy

#include <Minuit2/MnHesse.h>

Constructor & Destructor Documentation

◆ MnHesse() [1/3]

ROOT::Minuit2::MnHesse::MnHesse ( )

inline

default constructor with default strategy

Definition at line 44 of file MnHesse.h.

◆ MnHesse() [2/3]

ROOT::Minuit2::MnHesse::MnHesse ( unsigned int stra )

inline

constructor with user-defined strategy level

Definition at line 47 of file MnHesse.h.

◆ MnHesse() [3/3]

ROOT::Minuit2::MnHesse::MnHesse ( const MnStrategy & stra )

inline

conctructor with specific strategy

Definition at line 50 of file MnHesse.h.

◆ ~MnHesse()

ROOT::Minuit2::MnHesse::~MnHesse ( )

inline

Definition at line 52 of file MnHesse.h.

Member Function Documentation

◆ ComputeAnalytical()

MinimumState ROOT::Minuit2::MnHesse::ComputeAnalytical	(	const FCNGradientBase &	fcn,
		const MinimumState &	st,
		const MnUserTransformation &	trafo ) const

private

internal function to compute the Hessian using an analytical computation or externally provided in the FCNGradientBase class

Definition at line 117 of file MnHesse.cxx.

◆ ComputeNumerical()

MinimumState ROOT::Minuit2::MnHesse::ComputeNumerical	(	const MnFcn &	mfcn,
		const MinimumState &	st,
		const MnUserTransformation &	trafo,
		unsigned int	maxcalls ) const

private

internal function to compute the Hessian using numerical derivative computation

Definition at line 188 of file MnHesse.cxx.

◆ Ncycles()

unsigned int ROOT::Minuit2::MnHesse::Ncycles ( ) const

inline

forward interface of MnStrategy

Definition at line 89 of file MnHesse.h.

◆ operator()() [1/8]

MnUserParameterState ROOT::Minuit2::MnHesse::operator()	(	const FCNBase &	fcn,
		const MnUserParameters &	par,
		const MnUserCovariance &	cov,
		unsigned int	maxcalls = 0 ) const

FCN + MnUserParameters + MnUserCovariance.

Definition at line 58 of file MnHesse.cxx.

◆ operator()() [2/8]

MnUserParameterState ROOT::Minuit2::MnHesse::operator()	(	const FCNBase &	fcn,
		const MnUserParameters &	par,
		unsigned int	maxcalls = 0 ) const

high-level API

FCN + MnUserParameters

Definition at line 52 of file MnHesse.cxx.

◆ operator()() [3/8]

MnUserParameterState ROOT::Minuit2::MnHesse::operator()	(	const FCNBase &	fcn,
		const MnUserParameterState &	state,
		unsigned int	maxcalls = 0 ) const

FCN + MnUserParameterState.

Definition at line 66 of file MnHesse.cxx.

◆ operator()() [4/8]

MnUserParameterState ROOT::Minuit2::MnHesse::operator()	(	const FCNBase &	fcn,
		const std::vector< double > &	par,
		const MnUserCovariance &	cov,
		unsigned int	maxcalls = 0 ) const

FCN + parameters + MnUserCovariance.

Definition at line 45 of file MnHesse.cxx.

◆ operator()() [5/8]

MnUserParameterState ROOT::Minuit2::MnHesse::operator()	(	const FCNBase &	fcn,
		const std::vector< double > &	par,
		const std::vector< double > &	err,
		unsigned int	maxcalls = 0 ) const

low-level API

FCN + parameters + errors

Definition at line 31 of file MnHesse.cxx.

◆ operator()() [6/8]

MnUserParameterState ROOT::Minuit2::MnHesse::operator()	(	const FCNBase &	fcn,
		const std::vector< double > &	par,
		unsigned int	nrow,
		const std::vector< double > &	cov,
		unsigned int	maxcalls = 0 ) const

FCN + parameters + covariance.

Definition at line 38 of file MnHesse.cxx.

◆ operator()() [7/8]

void ROOT::Minuit2::MnHesse::operator()	(	const FCNBase &	fcn,
		FunctionMinimum &	min,
		unsigned int	maxcalls = 0 ) const

API to use MnHesse after minimization when function minimum is avalilable, otherwise information on the last state will be lost.

(It would be needed to re-call the gradient and spend extra useless function calls) The Function Minimum is updated (modified) by adding the Hesse results as last state of minimization

Definition at line 93 of file MnHesse.cxx.

◆ operator()() [8/8]

MinimumState ROOT::Minuit2::MnHesse::operator()	(	const MnFcn &	mfcn,
		const MinimumState &	st,
		const MnUserTransformation &	trafo,
		unsigned int	maxcalls = 0 ) const

internal interface

Definition at line 103 of file MnHesse.cxx.

◆ TolerG2()

double ROOT::Minuit2::MnHesse::TolerG2 ( ) const

inline

Definition at line 91 of file MnHesse.h.

◆ Tolerstp()

double ROOT::Minuit2::MnHesse::Tolerstp ( ) const

inline

Definition at line 90 of file MnHesse.h.

Member Data Documentation

◆ fStrategy

MnStrategy ROOT::Minuit2::MnHesse::fStrategy

private

Definition at line 101 of file MnHesse.h.

Libraries for ROOT::Minuit2::MnHesse:

[legend]

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

math/minuit2/inc/Minuit2/MnHesse.h
math/minuit2/src/MnHesse.cxx

Public Member Functions

Private Member Functions

Private Attributes

Constructor & Destructor Documentation

◆ MnHesse() [1/3]

◆ MnHesse() [2/3]

◆ MnHesse() [3/3]

◆ ~MnHesse()

Member Function Documentation

◆ ComputeAnalytical()

◆ ComputeNumerical()

◆ Ncycles()

◆ operator()() [1/8]

◆ operator()() [2/8]

◆ operator()() [3/8]

◆ operator()() [4/8]

◆ operator()() [5/8]

◆ operator()() [6/8]

◆ operator()() [7/8]

◆ operator()() [8/8]

◆ TolerG2()

◆ Tolerstp()

Member Data Documentation

◆ fStrategy