GSLLevenbergMarquardtMinimizer Class Reference

Inheritance diagram for GSLLevenbergMarquardtMinimizer:

Collaboration diagram for GSLLevenbergMarquardtMinimizer:

Public Types
typedef ROOT::Math::Minimizer	root_minimizer_t

Public Member Functions
	GSLLevenbergMarquardtMinimizer ()
	~GSLLevenbergMarquardtMinimizer () override
void	setTolerance (double value)
double	tolerance () const
void	setPrintLevel (int value)
int	printLevel () const
void	setMaxIterations (int value)
int	maxIterations () const
std::string	statusToString () const override
std::map< std::string, std::string >	statusMap () const override
bool	requiresResiduals () override
Fit::MinimizerResult	minimize_scalar (fcn_scalar_t fcn, Fit::Parameters parameters) override
Fit::MinimizerResult	minimize_residual (fcn_residual_t fcn, Fit::Parameters parameters) override
std::string	minimizerName () const override final
std::string	algorithmName () const override final
void	setParameters (const Fit::Parameters &parameters)
double	minValue () const override final
MinimizerOptions &	options ()
const MinimizerOptions &	options () const
bool	providesError () const
void	setOptions (const std::string &optionString) override final
virtual void	clear ()

Protected Member Functions
void	propagateOptions () override
const root_minimizer_t *	rootMinimizer () const override
void	setParameter (unsigned int index, const Fit::Parameter &par) override
Fit::MinimizerResult	minimize (Fit::Parameters parameters)
void	propagateResults (Fit::Parameters &parameters)
size_t	fitDimension () const
std::vector< double >	parValuesAtMinimum () const
std::vector< double >	parErrorsAtMinimum () const
root_minimizer_t *	rootMinimizer ()
template<class T >
OptionContainer::option_t	addOption (const std::string &optionName, T value, const std::string &description="")
template<class T >
void	setOptionValue (const std::string &optionName, T value)
template<class T >
T	optionValue (const std::string &optionName) const

Private Attributes
std::unique_ptr< ROOT::Math::GSLNLSMinimizer >	m_gsl_minimizer
MinimizerOptions	m_options
MinimizerInfo	m_minimizerInfo
std::unique_ptr< Fit::ObjectiveFunctionAdapter >	m_adapter
bool	m_status

Detailed Description

It's a facade to ROOT::Math::GSLNLSMinimizer which, in turn, is a facade to the actual GSL's gsl_multifit_fdfsolver_type (http://www.gnu.org/software/gsl/manual/html_node/Nonlinear-Least_002dSquares-Fitting.html).

Definition at line 33 of file GSLLevenbergMarquardtMinimizer.h.

Member Typedef Documentation

root_minimizer_t

typedef ROOT::Math::Minimizer RootMinimizerAdapter::root_minimizer_t

inherited

Definition at line 46 of file RootMinimizerAdapter.h.

Constructor & Destructor Documentation

GSLLevenbergMarquardtMinimizer()

GSLLevenbergMarquardtMinimizer::GSLLevenbergMarquardtMinimizer

(

)

Definition at line 47 of file GSLLevenbergMarquardtMinimizer.cpp.

    : RootMinimizerAdapter(MinimizerInfo::buildGSLLMAInfo()),
      m_gsl_minimizer(new ROOT::Math::GSLNLSMinimizer(2))
{
    addOption("Tolerance", 0.01, "Tolerance on the function value at the minimum");
    addOption("PrintLevel", 0, "Minimizer internal print level");
    addOption("MaxIterations", 0, "Maximum number of iterations");
}

References RootMinimizerAdapter::addOption().

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~GSLLevenbergMarquardtMinimizer()

GSLLevenbergMarquardtMinimizer::~GSLLevenbergMarquardtMinimizer ( )

overridedefault

Member Function Documentation

setTolerance()

void GSLLevenbergMarquardtMinimizer::setTolerance

(

double

value

)

Sets tolerance on the function value at the minimum.

Definition at line 58 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    setOptionValue("Tolerance", value);
}

References RootMinimizerAdapter::setOptionValue().

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tolerance()

double GSLLevenbergMarquardtMinimizer::tolerance

(

)

const

Definition at line 63 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    return optionValue<double>("Tolerance");
}

Referenced by propagateOptions().

setPrintLevel()

void GSLLevenbergMarquardtMinimizer::setPrintLevel

(

int

value

)

Sets minimizer internal print level.

Definition at line 68 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    setOptionValue("PrintLevel", value);
}

References RootMinimizerAdapter::setOptionValue().

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printLevel()

int GSLLevenbergMarquardtMinimizer::printLevel

(

)

const

Definition at line 73 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    return optionValue<int>("PrintLevel");
}

Referenced by propagateOptions().

setMaxIterations()

void GSLLevenbergMarquardtMinimizer::setMaxIterations

(

int

value

)

Sets maximum number of iterations.

This is an internal minimizer setting which has no direct relation to the number of objective function calls (e.g. numberOfIteraction=5 might correspond to ~100 objective function calls).

Definition at line 78 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    setOptionValue("MaxIterations", value);
}

References RootMinimizerAdapter::setOptionValue().

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maxIterations()

int GSLLevenbergMarquardtMinimizer::maxIterations

(

)

const

Definition at line 83 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    return optionValue<int>("MaxIterations");
}

Referenced by propagateOptions().

statusToString()

std::string GSLLevenbergMarquardtMinimizer::statusToString ( ) const

overridevirtual

Returns string representation of current minimizer status.

Reimplemented from RootMinimizerAdapter.

Definition at line 88 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    return MinimizerUtils::gslErrorDescription(rootMinimizer()->Status());
}

References MinimizerUtils::gslErrorDescription(), and rootMinimizer().

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statusMap()

std::map< std::string, std::string > GSLLevenbergMarquardtMinimizer::statusMap ( ) const

overridevirtual

Returns map of string representing different minimizer statuses.

Reimplemented from RootMinimizerAdapter.

Definition at line 93 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    auto result = RootMinimizerAdapter::statusMap();
    result["Edm"] = StringUtils::scientific(rootMinimizer()->Edm());
    result["CovMatrixStatus"] = covmatrixStatusDescription()[rootMinimizer()->CovMatrixStatus()];
    result["functionCalls"] = std::to_string(rootMinimizer()->NCalls());
    return result;
}

References anonymous_namespace{GSLLevenbergMarquardtMinimizer.cpp}::covmatrixStatusDescription(), rootMinimizer(), StringUtils::scientific(), and RootMinimizerAdapter::statusMap().

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requiresResiduals()

bool GSLLevenbergMarquardtMinimizer::requiresResiduals ( )

inlineoverridevirtual

Returns true if minimizer computations are residual-based, false otherwise.

Reimplemented from IMinimizer.

Definition at line 56 of file GSLLevenbergMarquardtMinimizer.h.

{ return true; }

propagateOptions()

void GSLLevenbergMarquardtMinimizer::propagateOptions ( )

overrideprotectedvirtual

Implements RootMinimizerAdapter.

Definition at line 102 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    m_gsl_minimizer->SetTolerance(tolerance());
    m_gsl_minimizer->SetPrintLevel(printLevel());
    m_gsl_minimizer->SetMaxIterations(static_cast<unsigned int>(maxIterations()));
}

References m_gsl_minimizer, maxIterations(), printLevel(), and tolerance().

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rootMinimizer() [1/2]

const RootMinimizerAdapter::root_minimizer_t * GSLLevenbergMarquardtMinimizer::rootMinimizer ( ) const

overrideprotectedvirtual

Implements RootMinimizerAdapter.

Definition at line 109 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    return m_gsl_minimizer.get();
}

References m_gsl_minimizer.

Referenced by statusMap(), and statusToString().

setParameter()

void GSLLevenbergMarquardtMinimizer::setParameter ( unsigned int  index, const Fit::Parameter &  par  )

overrideprotectedvirtual

Reimplemented from RootMinimizerAdapter.

Definition at line 114 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    auto limits = par.limits();
    if (!limits.isLimitless() && !limits.isFixed())
        throw std::runtime_error("GSLLMA minimizer can't handle limited parameters."
                                 "Please make them free");
    RootMinimizerAdapter::setParameter(index, par);
}

References Fit::Parameter::limits(), and RootMinimizerAdapter::setParameter().

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minimize_scalar()

MinimizerResult RootMinimizerAdapter::minimize_scalar ( fcn_scalar_t  , Fit::Parameters    )

overridevirtualinherited

run minimization

Reimplemented from IMinimizer.

Definition at line 32 of file RootMinimizerAdapter.cpp.

{
    // Genetic minimizer requires SetFunction before setParameters, others don't care
    rootMinimizer()->SetFunction(*m_adapter->rootObjectiveFunction(fcn, parameters));
    return minimize(parameters);
}

References RootMinimizerAdapter::m_adapter, RootMinimizerAdapter::minimize(), and RootMinimizerAdapter::rootMinimizer().

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minimize_residual()

MinimizerResult RootMinimizerAdapter::minimize_residual ( fcn_residual_t  fcn, Fit::Parameters  parameters  )

overridevirtualinherited

Reimplemented from IMinimizer.

Definition at line 39 of file RootMinimizerAdapter.cpp.

{
    // Genetic minimizer requires SetFunction before setParameters, others don't care
    rootMinimizer()->SetFunction(*m_adapter->rootResidualFunction(fcn, parameters));
    return minimize(parameters);
}

References RootMinimizerAdapter::m_adapter, RootMinimizerAdapter::minimize(), and RootMinimizerAdapter::rootMinimizer().

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minimizerName()

std::string RootMinimizerAdapter::minimizerName ( ) const

finaloverridevirtualinherited

Returns name of the minimizer.

Implements IMinimizer.

Definition at line 64 of file RootMinimizerAdapter.cpp.

{
    return m_minimizerInfo.name();
}

References RootMinimizerAdapter::m_minimizerInfo, and MinimizerInfo::name().

Referenced by anonymous_namespace{MinimizerResultUtils.cpp}::reportDescription().

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algorithmName()

std::string RootMinimizerAdapter::algorithmName ( ) const

finaloverridevirtualinherited

Returns name of the minimization algorithm.

Implements IMinimizer.

Definition at line 69 of file RootMinimizerAdapter.cpp.

{
    return m_minimizerInfo.algorithmName();
}

References MinimizerInfo::algorithmName(), and RootMinimizerAdapter::m_minimizerInfo.

Referenced by anonymous_namespace{MinimizerResultUtils.cpp}::reportDescription(), and Minuit2Minimizer::requiresResiduals().

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setParameters()

void RootMinimizerAdapter::setParameters ( const Fit::Parameters &  parameters )

inherited

Definition at line 74 of file RootMinimizerAdapter.cpp.

{
    unsigned int index(0);
    for (const auto& par : parameters)
        setParameter(index++, par);
}

References RootMinimizerAdapter::setParameter().

Referenced by RootMinimizerAdapter::minimize().

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minValue()

double RootMinimizerAdapter::minValue ( ) const

finaloverridevirtualinherited

Returns minimum function value.

Reimplemented from IMinimizer.

Definition at line 81 of file RootMinimizerAdapter.cpp.

{
    return rootMinimizer()->MinValue();
}

References RootMinimizerAdapter::rootMinimizer().

Referenced by RootMinimizerAdapter::minimize(), and RootMinimizerAdapter::statusMap().

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options() [1/2]

MinimizerOptions& RootMinimizerAdapter::options ( )

inlineinherited

Definition at line 63 of file RootMinimizerAdapter.h.

{ return m_options; }

References RootMinimizerAdapter::m_options.

Referenced by anonymous_namespace{MinimizerResultUtils.cpp}::reportOption(), and RootMinimizerAdapter::setOptions().

options() [2/2]

const MinimizerOptions& RootMinimizerAdapter::options ( ) const

inlineinherited

Definition at line 64 of file RootMinimizerAdapter.h.

{ return m_options; }

References RootMinimizerAdapter::m_options.

providesError()

bool RootMinimizerAdapter::providesError ( ) const

inherited

Returns true if minimizer provides error and error matrix.

Definition at line 91 of file RootMinimizerAdapter.cpp.

{
    return rootMinimizer()->ProvidesError();
}

References RootMinimizerAdapter::rootMinimizer().

Referenced by RootMinimizerAdapter::propagateResults(), and RootMinimizerAdapter::statusMap().

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setOptions()

void RootMinimizerAdapter::setOptions ( const std::string &  optionString )

finaloverridevirtualinherited

Sets option string to the minimizer.

Reimplemented from IMinimizer.

Definition at line 111 of file RootMinimizerAdapter.cpp.

{
    options().setOptionString(optionString);
}

References RootMinimizerAdapter::options(), and MinimizerOptions::setOptionString().

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minimize()

MinimizerResult RootMinimizerAdapter::minimize ( Fit::Parameters  parameters )

protectedinherited

Definition at line 46 of file RootMinimizerAdapter.cpp.

{
    setParameters(parameters);
    propagateOptions();
 
    m_status = rootMinimizer()->Minimize();
    propagateResults(parameters);
 
    MinimizerResult result;
    result.setParameters(parameters);
    result.setMinValue(minValue());
    result.setReport(MinimizerResultUtils::reportToString(*this));
    result.setNumberOfCalls(m_adapter->numberOfCalls());
    result.setNumberOfGradientCalls(m_adapter->numberOfGradientCalls());
 
    return result;
}

References RootMinimizerAdapter::m_adapter, RootMinimizerAdapter::m_status, RootMinimizerAdapter::minValue(), RootMinimizerAdapter::propagateOptions(), RootMinimizerAdapter::propagateResults(), MinimizerResultUtils::reportToString(), RootMinimizerAdapter::rootMinimizer(), Fit::MinimizerResult::setMinValue(), Fit::MinimizerResult::setNumberOfCalls(), Fit::MinimizerResult::setNumberOfGradientCalls(), RootMinimizerAdapter::setParameters(), Fit::MinimizerResult::setParameters(), and Fit::MinimizerResult::setReport().

Referenced by RootMinimizerAdapter::minimize_residual(), and RootMinimizerAdapter::minimize_scalar().

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propagateResults()

void RootMinimizerAdapter::propagateResults ( Fit::Parameters &  parameters )

protectedinherited

Propagates results of minimization to fit parameter set.

Definition at line 118 of file RootMinimizerAdapter.cpp.

{
    parameters.setValues(parValuesAtMinimum());
    parameters.setErrors(parErrorsAtMinimum());
    // sets correlation matrix
    if (providesError()) {
        Fit::Parameters::corr_matrix_t matrix;
        matrix.resize(fitDimension());
 
        for (size_t i = 0; i < fitDimension(); ++i) {
            matrix[i].resize(fitDimension(), 0.0);
            for (size_t j = 0; j < fitDimension(); ++j)
                matrix[i][j] = rootMinimizer()->Correlation(static_cast<unsigned int>(i),
                                                            static_cast<unsigned int>(j));
        }
        parameters.setCorrelationMatrix(matrix);
    }
}

References RootMinimizerAdapter::fitDimension(), RootMinimizerAdapter::parErrorsAtMinimum(), RootMinimizerAdapter::parValuesAtMinimum(), RootMinimizerAdapter::providesError(), RootMinimizerAdapter::rootMinimizer(), Fit::Parameters::setCorrelationMatrix(), Fit::Parameters::setErrors(), and Fit::Parameters::setValues().

Referenced by RootMinimizerAdapter::minimize().

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fitDimension()

size_t RootMinimizerAdapter::fitDimension ( ) const

protectedinherited

Returns number of fit parameters defined (i.e. dimension of the function to be minimized).

Definition at line 179 of file RootMinimizerAdapter.cpp.

{
    return rootMinimizer()->NDim();
}

References RootMinimizerAdapter::rootMinimizer().

Referenced by RootMinimizerAdapter::parErrorsAtMinimum(), RootMinimizerAdapter::parValuesAtMinimum(), and RootMinimizerAdapter::propagateResults().

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parValuesAtMinimum()

std::vector< double > RootMinimizerAdapter::parValuesAtMinimum ( ) const

protectedinherited

Returns value of the variables at minimum.

Definition at line 186 of file RootMinimizerAdapter.cpp.

{
    std::vector<double> result;
    result.resize(fitDimension(), 0.0);
    std::copy(rootMinimizer()->X(), rootMinimizer()->X() + fitDimension(), result.begin());
    return result;
}

References RootMinimizerAdapter::fitDimension(), and RootMinimizerAdapter::rootMinimizer().

Referenced by RootMinimizerAdapter::propagateResults().

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parErrorsAtMinimum()

std::vector< double > RootMinimizerAdapter::parErrorsAtMinimum ( ) const

protectedinherited

Returns errors of the variables at minimum.

Definition at line 196 of file RootMinimizerAdapter.cpp.

{
    std::vector<double> result;
    result.resize(fitDimension(), 0.0);
    if (rootMinimizer()->Errors() != 0) {
        std::copy(rootMinimizer()->Errors(), rootMinimizer()->Errors() + fitDimension(),
                  result.begin());
    }
    return result;
}

References RootMinimizerAdapter::fitDimension(), and RootMinimizerAdapter::rootMinimizer().

Referenced by RootMinimizerAdapter::propagateResults().

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rootMinimizer() [2/2]

RootMinimizerAdapter::root_minimizer_t * RootMinimizerAdapter::rootMinimizer ( )

protectedinherited

Definition at line 207 of file RootMinimizerAdapter.cpp.

{
    return const_cast<root_minimizer_t*>(
        static_cast<const RootMinimizerAdapter*>(this)->rootMinimizer());
}

References RootMinimizerAdapter::rootMinimizer().

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addOption()

template<class T >

OptionContainer::option_t RootMinimizerAdapter::addOption ( const std::string &  optionName, T  value, const std::string &  description = ""  )

protectedinherited

Definition at line 110 of file RootMinimizerAdapter.h.

{
    return m_options.addOption(optionName, value, description);
}

References OptionContainer::addOption(), and RootMinimizerAdapter::m_options.

Referenced by GeneticMinimizer::GeneticMinimizer(), GSLLevenbergMarquardtMinimizer(), GSLMultiMinimizer::GSLMultiMinimizer(), Minuit2Minimizer::Minuit2Minimizer(), and SimAnMinimizer::SimAnMinimizer().

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setOptionValue()

template<class T >

void RootMinimizerAdapter::setOptionValue ( const std::string &  optionName, T  value  )

protectedinherited

Definition at line 116 of file RootMinimizerAdapter.h.

{
    m_options.setOptionValue(optionName, value);
}

References RootMinimizerAdapter::m_options, and OptionContainer::setOptionValue().

Referenced by SimAnMinimizer::setBoltzmannInitialTemp(), SimAnMinimizer::setBoltzmannK(), SimAnMinimizer::setBoltzmannMinTemp(), SimAnMinimizer::setBoltzmannMu(), Minuit2Minimizer::setErrorDefinition(), SimAnMinimizer::setIterationsAtEachTemp(), Minuit2Minimizer::setMaxFunctionCalls(), GeneticMinimizer::setMaxIterations(), setMaxIterations(), GSLMultiMinimizer::setMaxIterations(), SimAnMinimizer::setMaxIterations(), GeneticMinimizer::setPopulationSize(), Minuit2Minimizer::setPrecision(), GeneticMinimizer::setPrintLevel(), setPrintLevel(), GSLMultiMinimizer::setPrintLevel(), Minuit2Minimizer::setPrintLevel(), SimAnMinimizer::setPrintLevel(), GeneticMinimizer::setRandomSeed(), SimAnMinimizer::setStepSize(), Minuit2Minimizer::setStrategy(), GeneticMinimizer::setTolerance(), setTolerance(), and Minuit2Minimizer::setTolerance().

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optionValue()

template<class T >

T RootMinimizerAdapter::optionValue ( const std::string &  optionName ) const

protectedinherited

Definition at line 121 of file RootMinimizerAdapter.h.

{
    return m_options.optionValue<T>(optionName);
}

References RootMinimizerAdapter::m_options, and OptionContainer::optionValue().

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clear()

virtual void IMinimizer::clear ( )

inlinevirtualinherited

clear resources (parameters) for consecutives minimizations

Definition at line 50 of file IMinimizer.h.

{}

Member Data Documentation

m_gsl_minimizer

std::unique_ptr<ROOT::Math::GSLNLSMinimizer> GSLLevenbergMarquardtMinimizer::m_gsl_minimizer

private

Definition at line 64 of file GSLLevenbergMarquardtMinimizer.h.

Referenced by propagateOptions(), and rootMinimizer().

m_options

MinimizerOptions RootMinimizerAdapter::m_options

privateinherited

Definition at line 103 of file RootMinimizerAdapter.h.

Referenced by RootMinimizerAdapter::addOption(), RootMinimizerAdapter::options(), RootMinimizerAdapter::optionValue(), and RootMinimizerAdapter::setOptionValue().

m_minimizerInfo

MinimizerInfo RootMinimizerAdapter::m_minimizerInfo

privateinherited

Definition at line 104 of file RootMinimizerAdapter.h.

Referenced by RootMinimizerAdapter::algorithmName(), and RootMinimizerAdapter::minimizerName().

m_adapter

std::unique_ptr<Fit::ObjectiveFunctionAdapter> RootMinimizerAdapter::m_adapter

privateinherited

Definition at line 105 of file RootMinimizerAdapter.h.

Referenced by RootMinimizerAdapter::minimize(), RootMinimizerAdapter::minimize_residual(), and RootMinimizerAdapter::minimize_scalar().

m_status

bool RootMinimizerAdapter::m_status

privateinherited

Definition at line 106 of file RootMinimizerAdapter.h.

Referenced by RootMinimizerAdapter::minimize(), and RootMinimizerAdapter::statusToString().

---

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

• /home/www/ba/Fit/RootAdapter/GSLLevenbergMarquardtMinimizer.h
• /home/www/ba/Fit/RootAdapter/GSLLevenbergMarquardtMinimizer.cpp