class ROOT::Math::GSLNLSMinimizer: public ROOT::Math::BasicMinimizer


    LSResidualFunc class description.
    Internal class used for accessing the residuals of the Least Square function
    and their derivates which are estimated numerically using GSL numerical derivation.
    The class contains a pointer to the fit method function and an index specifying
    the i-th residual and wraps it in a multi-dim gradient function interface
    ROOT::Math::IGradientFunctionMultiDim.
    The class is used by ROOT::Math::GSLNLSMinimizer (GSL non linear least square fitter)

    @ingroup MultiMin

Function Members (Methods)

public:

virtual	~GSLNLSMinimizer()
ROOT::Math::BasicMinimizer	ROOT::Math::BasicMinimizer::BasicMinimizer()
virtual void	ROOT::Math::Minimizer::Clear()
virtual bool	ROOT::Math::Minimizer::Contour(unsigned int ivar, unsigned int jvar, unsigned int& npoints, double* xi, double* xj)
virtual double	ROOT::Math::Minimizer::Correlation(unsigned int i, unsigned int j) const
virtual double	CovMatrix(unsigned int, unsigned int) const
virtual int	CovMatrixStatus() const
virtual double	Edm() const
double	ROOT::Math::Minimizer::ErrorDef() const
virtual const double*	Errors() const
virtual bool	ROOT::Math::BasicMinimizer::FixVariable(unsigned int ivar)
virtual bool	ROOT::Math::Minimizer::GetCovMatrix(double* covMat) const
virtual bool	ROOT::Math::Minimizer::GetHessianMatrix(double* hMat) const
virtual bool	ROOT::Math::Minimizer::GetMinosError(unsigned int ivar, double& errLow, double& errUp, int option = 0)
virtual bool	ROOT::Math::BasicMinimizer::GetVariableSettings(unsigned int ivar, ROOT::Fit::ParameterSettings& varObj) const
virtual double	ROOT::Math::Minimizer::GlobalCC(unsigned int ivar) const
const ROOT::Math::IMultiGradFunction*	ROOT::Math::BasicMinimizer::GradObjFunction() const
ROOT::Math::GSLNLSMinimizer	GSLNLSMinimizer(int type = 0)
virtual bool	ROOT::Math::Minimizer::Hesse()
virtual bool	ROOT::Math::BasicMinimizer::IsFixedVariable(unsigned int ivar) const
bool	ROOT::Math::Minimizer::IsValidError() const
unsigned int	ROOT::Math::Minimizer::MaxFunctionCalls() const
unsigned int	ROOT::Math::Minimizer::MaxIterations() const
virtual const double*	MinGradient() const
virtual bool	Minimize()
virtual double	ROOT::Math::BasicMinimizer::MinValue() const
virtual unsigned int	NCalls() const
virtual unsigned int	ROOT::Math::BasicMinimizer::NDim() const
virtual unsigned int	ROOT::Math::BasicMinimizer::NFree() const
virtual unsigned int	ROOT::Math::Minimizer::NIterations() const
virtual unsigned int	ROOT::Math::BasicMinimizer::NPar() const
const ROOT::Math::IMultiGenFunction*	ROOT::Math::BasicMinimizer::ObjFunction() const
virtual ROOT::Math::MinimizerOptions	ROOT::Math::Minimizer::Options() const
double	ROOT::Math::Minimizer::Precision() const
int	ROOT::Math::Minimizer::PrintLevel() const
void	ROOT::Math::BasicMinimizer::PrintResult() const
virtual void	ROOT::Math::Minimizer::PrintResults()
virtual bool	ProvidesError() const
virtual bool	ROOT::Math::BasicMinimizer::ReleaseVariable(unsigned int ivar)
virtual bool	ROOT::Math::Minimizer::Scan(unsigned int ivar, unsigned int& nstep, double* x, double* y, double xmin = 0, double xmax = 0)
void	ROOT::Math::Minimizer::SetDefaultOptions()
void	ROOT::Math::Minimizer::SetErrorDef(double up)
virtual bool	ROOT::Math::BasicMinimizer::SetFixedVariable(unsigned int, const string&, double)
virtual void	SetFunction(const ROOT::Math::IMultiGenFunction& func)
virtual void	SetFunction(const ROOT::Math::IMultiGradFunction& func)
virtual bool	ROOT::Math::BasicMinimizer::SetLimitedVariable(unsigned int ivar, const string& name, double val, double step, double, double)
virtual bool	ROOT::Math::BasicMinimizer::SetLowerLimitedVariable(unsigned int ivar, const string& name, double val, double step, double lower)
void	ROOT::Math::Minimizer::SetMaxFunctionCalls(unsigned int maxfcn)
void	ROOT::Math::Minimizer::SetMaxIterations(unsigned int maxiter)
void	ROOT::Math::Minimizer::SetOptions(const ROOT::Math::MinimizerOptions& opt)
void	ROOT::Math::Minimizer::SetPrecision(double prec)
void	ROOT::Math::Minimizer::SetPrintLevel(int level)
void	ROOT::Math::Minimizer::SetStrategy(int strategyLevel)
void	ROOT::Math::Minimizer::SetTolerance(double tol)
virtual bool	ROOT::Math::BasicMinimizer::SetUpperLimitedVariable(unsigned int ivar, const string& name, double val, double step, double upper)
void	ROOT::Math::Minimizer::SetValidError(bool on)
virtual bool	ROOT::Math::BasicMinimizer::SetVariable(unsigned int ivar, const string& name, double val, double step)
virtual bool	ROOT::Math::Minimizer::SetVariableInitialRange(unsigned int, double, double)
virtual bool	ROOT::Math::BasicMinimizer::SetVariableLimits(unsigned int ivar, double lower, double upper)
virtual bool	ROOT::Math::BasicMinimizer::SetVariableLowerLimit(unsigned int ivar, double lower)
virtual bool	ROOT::Math::BasicMinimizer::SetVariableStepSize(unsigned int ivar, double step)
virtual bool	ROOT::Math::BasicMinimizer::SetVariableUpperLimit(unsigned int ivar, double upper)
virtual bool	ROOT::Math::BasicMinimizer::SetVariableValue(unsigned int ivar, double val)
virtual bool	ROOT::Math::BasicMinimizer::SetVariableValues(const double* x)
int	ROOT::Math::Minimizer::Status() const
virtual const double*	ROOT::Math::BasicMinimizer::StepSizes() const
int	ROOT::Math::Minimizer::Strategy() const
double	ROOT::Math::Minimizer::Tolerance() const
const ROOT::Math::MinimTransformFunction*	ROOT::Math::BasicMinimizer::TransformFunction() const
virtual int	ROOT::Math::BasicMinimizer::VariableIndex(const string& name) const
virtual string	ROOT::Math::BasicMinimizer::VariableName(unsigned int ivar) const
virtual const double*	ROOT::Math::BasicMinimizer::X() const

protected:

bool	ROOT::Math::BasicMinimizer::CheckDimension() const
bool	ROOT::Math::BasicMinimizer::CheckObjFunction() const
ROOT::Math::MinimTransformFunction*	ROOT::Math::BasicMinimizer::CreateTransformation(vector<double>& startValues, const ROOT::Math::IMultiGradFunction* func = 0)
void	ROOT::Math::BasicMinimizer::SetFinalValues(const double* x)
void	ROOT::Math::BasicMinimizer::SetMinValue(double val)

private:

ROOT::Math::GSLNLSMinimizer	GSLNLSMinimizer(const ROOT::Math::GSLNLSMinimizer&)
ROOT::Math::GSLNLSMinimizer&	operator=(const ROOT::Math::GSLNLSMinimizer& rhs)

Data Members

protected:

ROOT::Math::MinimizerOptions	ROOT::Math::Minimizer::fOptions	minimizer options
int	ROOT::Math::Minimizer::fStatus	status of minimizer
bool	ROOT::Math::Minimizer::fValidError	flag to control if errors have been validated (Hesse has been run in case of Minuit)

private:

const ROOT::Math::FitMethodFunction*	fChi2Func	pointer to Least square function
vector<double>	fCovMatrix	cov matrix (stored as cov[ i * dim + j]
double	fEdm	edm value
vector<double>	fErrors
ROOT::Math::GSLMultiFit*	fGSLMultiFit	pointer to GSL multi fit solver
double	fLSTolerance	Line Search Tolerance
unsigned int	fNFree	dimension of the internal function to be minimized
vector<LSResidualFunc>	fResiduals	! transient Vector of the residual functions
unsigned int	fSize	number of fit points (residuals)

Class Charts

Inheritance Inherited Members Includes Libraries

Function documentation

operator=(const ROOT::Math::GSLNLSMinimizer& rhs)

GSLNLSMinimizer(int type = 0)

      Default constructor

~GSLNLSMinimizer()

      Destructor (no operations)

GSLNLSMinimizer(const ROOT::Math::GSLNLSMinimizer& )

 usually copying is non trivial, so we make this unaccessible

      Copy constructor

{}

void SetFunction(const ROOT::Math::IMultiGenFunction& func)

 set the function to minimize

void SetFunction(const ROOT::Math::IMultiGradFunction& func)

 set gradient the function to minimize

bool Minimize()

 method to perform the minimization

double Edm() const

 return expected distance reached from the minimum

const double * MinGradient() const

 return pointer to gradient values at the minimum

unsigned int NCalls() const

 number of function calls to reach the minimum

{ return (fChi2Func) ? fChi2Func->NCalls() : 0; }

bool ProvidesError() const

 number of free variables (real dimension of the problem)
 this is <= Function().NDim() which is the total
   virtual unsigned int NFree() const { return fNFree; }
 minimizer provides error and error matrix

{ return true; }

const double * Errors() const

 return errors at the minimum

{ return (fErrors.size() > 0) ? &fErrors.front() : 0; }

double CovMatrix(unsigned int , unsigned int ) const

  {
       static std::vector<double> err;
       err.resize(fDim);
       return &err.front();
    }
 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

 return covariance matrix status