GSLLevenbergMarquardtMinimizer Class Reference

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 34 of file GSLLevenbergMarquardtMinimizer.h.

Inheritance diagram for GSLLevenbergMarquardtMinimizer:

Collaboration diagram for GSLLevenbergMarquardtMinimizer:

Public Types
using	root_minimizer_t = ROOT::Math::Minimizer

Public Member Functions
	GSLLevenbergMarquardtMinimizer ()
	~GSLLevenbergMarquardtMinimizer () override
std::string	algorithmName () const override
	Returns name of the minimization algorithm. More...
virtual void	clear ()
	Clears resources (parameters) for consecutives minimizations. More...
int	maxIterations () const
mumufit::MinimizerResult	minimize_residual (fcn_residual_t fcn, mumufit::Parameters parameters) override
	Runs minimization. More...
mumufit::MinimizerResult	minimize_scalar (fcn_scalar_t fcn, mumufit::Parameters parameters) override
	Runs minimization. More...
std::string	minimizerName () const override
	Returns name of the minimizer. More...
double	minValue () const override
	Returns minimum function value. More...
MinimizerOptions &	options ()
const MinimizerOptions &	options () const
int	printLevel () const
bool	providesError () const
	Returns true if minimizer provides error and error matrix. More...
bool	requiresResiduals () override
	Returns true if minimizer computations are residual-based, false otherwise. More...
void	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). More...
void	setOptions (const std::string &optionString) override
	Sets option string to the minimizer. More...
void	setParameters (const mumufit::Parameters &parameters)
void	setPrintLevel (int value)
	Sets minimizer internal print level. More...
void	setTolerance (double value)
	Sets tolerance on the function value at the minimum. More...
std::map< std::string, std::string >	statusMap () const override
	Returns map of string representing different minimizer statuses. More...
std::string	statusToString () const override
	Returns string representation of current minimizer status. More...
double	tolerance () const

Protected Member Functions
template<class T >
OptionContainer::option_t	addOption (const std::string &optionName, T value, const std::string &description="")
size_t	fitRank () const
	Returns number of fit parameters defined (i.e. dimension of the function to be minimized). More...
mumufit::MinimizerResult	minimize (mumufit::Parameters parameters)
template<class T >
T	optionValue (const std::string &optionName) const
std::vector< double >	parErrorsAtMinimum () const
	Returns errors of the variables at minimum. More...
std::vector< double >	parValuesAtMinimum () const
	Returns value of the variables at minimum. More...
void	propagateOptions () override
void	propagateResults (mumufit::Parameters &parameters)
	Propagates results of minimization to fit parameter set. More...
root_minimizer_t *	rootMinimizer ()
const root_minimizer_t *	rootMinimizer () const override
template<class T >
void	setOptionValue (const std::string &optionName, T value)
void	setParameter (unsigned int index, const mumufit::Parameter &par) override

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

Member Typedef Documentation

root_minimizer_t

using MinimizerAdapter::root_minimizer_t = ROOT::Math::Minimizer

inherited

Definition at line 47 of file MinimizerAdapter.h.

Constructor & Destructor Documentation

GSLLevenbergMarquardtMinimizer()

GSLLevenbergMarquardtMinimizer::GSLLevenbergMarquardtMinimizer

(

)

Definition at line 46 of file GSLLevenbergMarquardtMinimizer.cpp.

    : MinimizerAdapter(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 MinimizerAdapter::addOption().

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~GSLLevenbergMarquardtMinimizer()

GSLLevenbergMarquardtMinimizer::~GSLLevenbergMarquardtMinimizer ( )

overridedefault

Member Function Documentation

addOption()

template<class T >

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

protectedinherited

Definition at line 115 of file MinimizerAdapter.h.

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

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

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

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algorithmName()

std::string MinimizerAdapter::algorithmName ( ) const

overridevirtualinherited

Returns name of the minimization algorithm.

Implements IMinimizer.

Definition at line 73 of file MinimizerAdapter.cpp.

{
    return m_minimizerInfo.algorithmName();
}

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

Referenced by Minuit2Minimizer::requiresResiduals().

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clear()

virtual void IMinimizer::clear ( )

inlinevirtualinherited

Clears resources (parameters) for consecutives minimizations.

Definition at line 50 of file IMinimizer.h.

{}

fitRank()

size_t MinimizerAdapter::fitRank ( ) const

protectedinherited

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

Definition at line 180 of file MinimizerAdapter.cpp.

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

References ROOT::Math::Minimizer::NDim(), and MinimizerAdapter::rootMinimizer().

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

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maxIterations()

int GSLLevenbergMarquardtMinimizer::maxIterations

(

)

const

Definition at line 82 of file GSLLevenbergMarquardtMinimizer.cpp.

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

Referenced by propagateOptions().

minimize()

MinimizerResult MinimizerAdapter::minimize ( mumufit::Parameters  parameters )

protectedinherited

Definition at line 50 of file MinimizerAdapter.cpp.

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

References MinimizerAdapter::m_adapter, MinimizerAdapter::m_status, ROOT::Math::Minimizer::Minimize(), MinimizerAdapter::minValue(), MinimizerAdapter::propagateOptions(), MinimizerAdapter::propagateResults(), mumufit::internal::reportToString(), MinimizerAdapter::rootMinimizer(), mumufit::MinimizerResult::setMinValue(), mumufit::MinimizerResult::setNumberOfCalls(), mumufit::MinimizerResult::setNumberOfGradientCalls(), MinimizerAdapter::setParameters(), mumufit::MinimizerResult::setParameters(), and mumufit::MinimizerResult::setReport().

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

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minimize_residual()

MinimizerResult MinimizerAdapter::minimize_residual ( fcn_residual_t  , mumufit::Parameters    )

overridevirtualinherited

Runs minimization.

Reimplemented from IMinimizer.

Definition at line 43 of file MinimizerAdapter.cpp.

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

References MinimizerAdapter::m_adapter, MinimizerAdapter::minimize(), MinimizerAdapter::rootMinimizer(), and ROOT::Math::Minimizer::SetFunction().

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minimize_scalar()

MinimizerResult MinimizerAdapter::minimize_scalar ( fcn_scalar_t  , mumufit::Parameters    )

overridevirtualinherited

Runs minimization.

Reimplemented from IMinimizer.

Definition at line 36 of file MinimizerAdapter.cpp.

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

References MinimizerAdapter::m_adapter, MinimizerAdapter::minimize(), MinimizerAdapter::rootMinimizer(), and ROOT::Math::Minimizer::SetFunction().

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minimizerName()

std::string MinimizerAdapter::minimizerName ( ) const

overridevirtualinherited

Returns name of the minimizer.

Implements IMinimizer.

Definition at line 68 of file MinimizerAdapter.cpp.

{
    return m_minimizerInfo.name();
}

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

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minValue()

double MinimizerAdapter::minValue ( ) const

overridevirtualinherited

Returns minimum function value.

Reimplemented from IMinimizer.

Definition at line 85 of file MinimizerAdapter.cpp.

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

References ROOT::Math::Minimizer::MinValue(), and MinimizerAdapter::rootMinimizer().

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

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options() [1/2]

MinimizerOptions& MinimizerAdapter::options ( )

inlineinherited

Definition at line 66 of file MinimizerAdapter.h.

{ return m_options; }

References MinimizerAdapter::m_options.

Referenced by MinimizerAdapter::setOptions().

options() [2/2]

const MinimizerOptions& MinimizerAdapter::options ( ) const

inlineinherited

Definition at line 67 of file MinimizerAdapter.h.

{ return m_options; }

References MinimizerAdapter::m_options.

optionValue()

template<class T >

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

protectedinherited

Definition at line 128 of file MinimizerAdapter.h.

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

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

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parErrorsAtMinimum()

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

protectedinherited

Returns errors of the variables at minimum.

Definition at line 197 of file MinimizerAdapter.cpp.

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

References MinimizerAdapter::fitRank(), and MinimizerAdapter::rootMinimizer().

Referenced by MinimizerAdapter::propagateResults().

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parValuesAtMinimum()

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

protectedinherited

Returns value of the variables at minimum.

Definition at line 187 of file MinimizerAdapter.cpp.

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

References MinimizerAdapter::fitRank(), and MinimizerAdapter::rootMinimizer().

Referenced by MinimizerAdapter::propagateResults().

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printLevel()

int GSLLevenbergMarquardtMinimizer::printLevel

(

)

const

Definition at line 72 of file GSLLevenbergMarquardtMinimizer.cpp.

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

Referenced by propagateOptions().

propagateOptions()

void GSLLevenbergMarquardtMinimizer::propagateOptions ( )

overrideprotectedvirtual

Implements MinimizerAdapter.

Definition at line 101 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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propagateResults()

void MinimizerAdapter::propagateResults ( mumufit::Parameters &  parameters )

protectedinherited

Propagates results of minimization to fit parameter set.

Definition at line 122 of file MinimizerAdapter.cpp.

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

References ROOT::Math::Minimizer::Correlation(), MinimizerAdapter::fitRank(), MinimizerAdapter::parErrorsAtMinimum(), MinimizerAdapter::parValuesAtMinimum(), MinimizerAdapter::providesError(), MinimizerAdapter::rootMinimizer(), mumufit::Parameters::setCorrelationMatrix(), mumufit::Parameters::setErrors(), and mumufit::Parameters::setValues().

Referenced by MinimizerAdapter::minimize().

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providesError()

bool MinimizerAdapter::providesError ( ) const

inherited

Returns true if minimizer provides error and error matrix.

Definition at line 95 of file MinimizerAdapter.cpp.

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

References ROOT::Math::Minimizer::ProvidesError(), and MinimizerAdapter::rootMinimizer().

Referenced by MinimizerAdapter::propagateResults(), and MinimizerAdapter::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; }

rootMinimizer() [1/2]

MinimizerAdapter::root_minimizer_t * MinimizerAdapter::rootMinimizer ( )

protectedinherited

Definition at line 207 of file MinimizerAdapter.cpp.

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

References MinimizerAdapter::rootMinimizer().

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rootMinimizer() [2/2]

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

overrideprotectedvirtual

Implements MinimizerAdapter.

Definition at line 108 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    return m_gsl_minimizer.get();
}

References m_gsl_minimizer.

Referenced by statusMap(), and statusToString().

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 77 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    setOptionValue("MaxIterations", value);
}

References MinimizerAdapter::setOptionValue().

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setOptions()

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

overridevirtualinherited

Sets option string to the minimizer.

Reimplemented from IMinimizer.

Definition at line 115 of file MinimizerAdapter.cpp.

{
    options().setOptionString(optionString);
}

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

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setOptionValue()

template<class T >

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

protectedinherited

Definition at line 122 of file MinimizerAdapter.h.

{
    m_options.setOptionValue(optionName, value);
}

References MinimizerAdapter::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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setParameter()

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

overrideprotectedvirtual

Reimplemented from MinimizerAdapter.

Definition at line 113 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");
    MinimizerAdapter::setParameter(index, par);
}

References mumufit::Parameter::limits(), and MinimizerAdapter::setParameter().

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setParameters()

void MinimizerAdapter::setParameters ( const mumufit::Parameters &  parameters )

inherited

Definition at line 78 of file MinimizerAdapter.cpp.

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

References MinimizerAdapter::setParameter().

Referenced by MinimizerAdapter::minimize().

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setPrintLevel()

void GSLLevenbergMarquardtMinimizer::setPrintLevel

(

int

value

)

Sets minimizer internal print level.

Definition at line 67 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    setOptionValue("PrintLevel", value);
}

References MinimizerAdapter::setOptionValue().

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setTolerance()

void GSLLevenbergMarquardtMinimizer::setTolerance

(

double

value

)

Sets tolerance on the function value at the minimum.

Definition at line 57 of file GSLLevenbergMarquardtMinimizer.cpp.

{
    setOptionValue("Tolerance", value);
}

References MinimizerAdapter::setOptionValue().

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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 MinimizerAdapter.

Definition at line 92 of file GSLLevenbergMarquardtMinimizer.cpp.

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

References ROOT::Math::Minimizer::CovMatrixStatus(), rootMinimizer(), mumufit::stringUtils::scientific(), and MinimizerAdapter::statusMap().

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statusToString()

std::string GSLLevenbergMarquardtMinimizer::statusToString ( ) const

overridevirtual

Returns string representation of current minimizer status.

Reimplemented from MinimizerAdapter.

Definition at line 87 of file GSLLevenbergMarquardtMinimizer.cpp.

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

References mumufit::utils::gslErrorDescription(), and rootMinimizer().

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tolerance()

double GSLLevenbergMarquardtMinimizer::tolerance

(

)

const

Definition at line 62 of file GSLLevenbergMarquardtMinimizer.cpp.

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

Referenced by propagateOptions().

Member Data Documentation

m_adapter

std::unique_ptr<mumufit::ObjectiveFunctionAdapter> MinimizerAdapter::m_adapter

privateinherited

Definition at line 110 of file MinimizerAdapter.h.

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

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_minimizerInfo

MinimizerInfo MinimizerAdapter::m_minimizerInfo

privateinherited

Definition at line 109 of file MinimizerAdapter.h.

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

m_options

MinimizerOptions MinimizerAdapter::m_options

privateinherited

Definition at line 108 of file MinimizerAdapter.h.

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

m_status

bool MinimizerAdapter::m_status

privateinherited

Definition at line 111 of file MinimizerAdapter.h.

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

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

• /home/build/builds/o5h8MZZm/0/mlz/bornagain/Fit/Adapter/GSLLevenbergMarquardtMinimizer.h
• /home/build/builds/o5h8MZZm/0/mlz/bornagain/Fit/Adapter/GSLLevenbergMarquardtMinimizer.cpp