FumiliFCNBase.h

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// @(#)root/minuit2:$Id$
// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005
 
/**********************************************************************
 *                                                                    *
 * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
 *                                                                    *
 **********************************************************************/
 
#ifndef ROOT_Minuit2_FumiliFCNBase
#define ROOT_Minuit2_FumiliFCNBase
 
#include "Minuit2/FCNBase.h"
#include <cassert>
 
namespace ROOT {
 
   namespace Minuit2 {
 
 
//____________________________________________________________________________________________
/**
 
Extension of the FCNBase for the Fumili method. Fumili applies only to
minimization problems used for fitting. The method is based on a
linearization of the model function negleting second derivatives.
User needs to provide the model function. The figure-of-merit describing
the difference between the model function and the actual measurements
has to be implemented by the user in a subclass of FumiliFCNBase.
For an example see the FumiliChi2FCN and FumiliStandardChi2FCN classes.
 
 
@author  Andras Zsenei and Lorenzo Moneta, Creation date: 23 Aug 2004
 
@see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function minimization, section 5
 
@see FumiliChi2FCN
 
@see FumiliStandardChi2FCN
 
@ingroup Minuit
 
 */
 
 
 
class FumiliFCNBase : public FCNBase {
 
public:
 
   /**
      Default Constructor. Need in this case to create when implementing EvaluateAll the Gradient and Hessian vectors with the right size
   */
 
   FumiliFCNBase()  :
      fNumberOfParameters(0),
      fValue(0)
   {}
 
   /**
 
      Constructor which initializes the class with the function provided by the
      user for modeling the data.
 
      @param npar the number of parameters
 
   */
 
 
   FumiliFCNBase(unsigned int npar) :
      fNumberOfParameters(npar),
      fValue(0),
      fGradient(std::vector<double>(npar)),
      fHessian(std::vector<double>(static_cast<int>( 0.5*npar*(npar+1) )) )
   {}
 
 
 
//   FumiliFCNBase(const ParametricFunction& modelFCN) { fModelFunction = &modelFCN; }
 
 
 
   virtual ~FumiliFCNBase() {}
 
 
 
 
   /**
 
      Evaluate function Value, Gradient and Hessian using Fumili approximation, for values of parameters p
      The resul is cached inside and is return from the FumiliFCNBase::Value ,  FumiliFCNBase::Gradient and
      FumiliFCNBase::Hessian methods
 
      @param par vector of parameters
 
   **/
 
   virtual  void EvaluateAll( const std::vector<double> & par ) = 0;
 
 
   /**
      Return cached Value of objective function estimated previously using the  FumiliFCNBase::EvaluateAll method
 
   **/
 
   virtual double Value() const { return fValue; }
 
   /**
      Return cached Value of function Gradient estimated previously using the  FumiliFCNBase::EvaluateAll method
   **/
 
   virtual const std::vector<double> & Gradient() const { return fGradient; }
 
   /**
      Return Value of the i-th j-th element of the Hessian matrix estimated previously using the  FumiliFCNBase::EvaluateAll method
      @param row row Index of the matrix
      @param col col Index of the matrix
   **/
 
   virtual double Hessian(unsigned int row, unsigned int col) const {
      assert( row < fGradient.size() && col < fGradient.size() );
      if(row > col)
         return fHessian[col+row*(row+1)/2];
      else
         return fHessian[row+col*(col+1)/2];
   }
 
   /**
      return number of function variable (parameters) , i.e. function dimension
   */
 
   virtual unsigned int Dimension() { return fNumberOfParameters; }
 
protected :
 
   /**
      initialize and reset values of gradien and Hessian
   */
 
   virtual void InitAndReset(unsigned int npar) {
      fNumberOfParameters = npar;
      fGradient = std::vector<double>(npar);
      fHessian = std::vector<double>(static_cast<int>( 0.5*npar*(npar+1) ));
   }
 
   // methods to be used by the derived classes to set the values
   void SetFCNValue(double value) { fValue = value; }
 
   std::vector<double> & Gradient() { return fGradient; }
 
   std::vector<double> & Hessian() { return fHessian; }
 
 
 
 
private:
 
   unsigned int fNumberOfParameters;
   double fValue;
   std::vector<double> fGradient;
   std::vector<double> fHessian;
 
 
};
 
  }  // namespace Minuit2
 
}  // namespace ROOT
 
#endif  // ROOT_Minuit2_FumiliFCNBase