API class for calculating the numerical covariance matrix (== 2x Inverse Hessian == 2x Inverse 2nd derivative); can be used by the user or Minuit itself.
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>
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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.
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internal function to compute the Hessian using numerical derivative computation
Definition at line 188 of file MnHesse.cxx.
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forward interface of MnStrategy
MnUserParameterState ROOT::Minuit2::MnHesse::operator() | ( | const FCNBase & | fcn, |
const MnUserParameters & | par, | ||
const MnUserCovariance & | cov, | ||
unsigned int | maxcalls = 0 |
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) | const |
FCN + MnUserParameters + MnUserCovariance.
Definition at line 58 of file MnHesse.cxx.
MnUserParameterState ROOT::Minuit2::MnHesse::operator() | ( | const FCNBase & | fcn, |
const MnUserParameters & | par, | ||
unsigned int | maxcalls = 0 |
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) | const |
MnUserParameterState ROOT::Minuit2::MnHesse::operator() | ( | const FCNBase & | fcn, |
const MnUserParameterState & | state, | ||
unsigned int | maxcalls = 0 |
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) | const |
FCN + MnUserParameterState.
Definition at line 66 of file MnHesse.cxx.
MnUserParameterState ROOT::Minuit2::MnHesse::operator() | ( | const FCNBase & | fcn, |
const std::vector< double > & | par, | ||
const MnUserCovariance & | cov, | ||
unsigned int | maxcalls = 0 |
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) | const |
FCN + parameters + MnUserCovariance.
Definition at line 45 of file MnHesse.cxx.
MnUserParameterState ROOT::Minuit2::MnHesse::operator() | ( | const FCNBase & | fcn, |
const std::vector< double > & | par, | ||
const std::vector< double > & | err, | ||
unsigned int | maxcalls = 0 |
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) | const |
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 |
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) | const |
FCN + parameters + covariance.
Definition at line 38 of file MnHesse.cxx.
void ROOT::Minuit2::MnHesse::operator() | ( | const FCNBase & | fcn, |
FunctionMinimum & | min, | ||
unsigned int | maxcalls = 0 |
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) | 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.
MinimumState ROOT::Minuit2::MnHesse::operator() | ( | const MnFcn & | mfcn, |
const MinimumState & | st, | ||
const MnUserTransformation & | trafo, | ||
unsigned int | maxcalls = 0 |
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) | const |
internal interface
Definition at line 103 of file MnHesse.cxx.
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