BornAgain
1.19.79
Open-source research software to simulate and fit neutron and x-ray reflectometry and grazing-incidence small-angle scattering
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Base Minimizer class, which defines the basic funcionality of various minimizer implementations (apart from Minuit and Minuit2) It provides support for storing parameter values, step size, parameter transofrmation etc.. in case real minimizer impelmentations do not provide such functionality. This is an internal class and should not be used directly by the user
Definition at line 54 of file BasicMinimizer.h.
Public Member Functions | |
BasicMinimizer () | |
virtual | ~BasicMinimizer () |
virtual void | Clear () |
reset for consecutive minimizations - implement if needed More... | |
virtual bool | Contour (unsigned int ivar, unsigned int jvar, unsigned int &npoints, double *xi, double *xj) |
virtual double | Correlation (unsigned int i, unsigned int j) const |
virtual double | CovMatrix (unsigned int ivar, unsigned int jvar) const |
virtual int | CovMatrixStatus () const |
return status of covariance matrix using Minuit convention {0 not calculated 1 approximated 2 made pos def , 3 accurate} Minimizer who implements covariance matrix calculation will re-implement the method More... | |
virtual double | Edm () const |
return expected distance reached from the minimum (re-implement if minimizer provides it More... | |
double | ErrorDef () const |
return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization More... | |
virtual const double * | Errors () const |
return errors at the minimum More... | |
virtual bool | FixVariable (unsigned int ivar) |
fix an existing variable More... | |
virtual bool | GetCovMatrix (double *covMat) const |
virtual bool | GetHessianMatrix (double *hMat) const |
virtual bool | GetMinosError (unsigned int ivar, double &errLow, double &errUp, int option=0) |
virtual bool | GetVariableSettings (unsigned int ivar, ROOT::Fit::ParameterSettings &varObj) const |
get variable settings in a variable object (like ROOT::Fit::ParamsSettings) More... | |
virtual double | GlobalCC (unsigned int ivar) const |
const ROOT::Math::IMultiGradFunction * | GradObjFunction () const |
return pointer to used gradient object function (NULL if gradient is not supported) More... | |
virtual bool | Hesse () |
virtual bool | IsFixedVariable (unsigned int ivar) const |
query if an existing variable is fixed (i.e. considered constant in the minimization) note that by default all variables are not fixed More... | |
bool | IsValidError () const |
return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit) More... | |
unsigned int | MaxFunctionCalls () const |
max number of function calls More... | |
unsigned int | MaxIterations () const |
max iterations More... | |
virtual const double * | MinGradient () const |
return pointer to gradient values at the minimum More... | |
virtual bool | Minimize () |
method to perform the minimization More... | |
virtual double | MinValue () const |
return minimum function value More... | |
virtual unsigned int | NCalls () const |
number of function calls to reach the minimum More... | |
virtual unsigned int | NDim () const |
number of dimensions More... | |
virtual unsigned int | NFree () const |
number of free variables (real dimension of the problem) More... | |
virtual unsigned int | NIterations () const |
number of iterations to reach the minimum More... | |
virtual unsigned int | NPar () const |
total number of parameter defined More... | |
const ROOT::Math::IMultiGenFunction * | ObjFunction () const |
return pointer to used objective function More... | |
virtual MinimizerOptions | Options () const |
retrieve the minimizer options (implement derived class if needed) More... | |
double | Precision () const |
precision of minimizer in the evaluation of the objective function ( a value <=0 corresponds to the let the minimizer choose its default one) More... | |
int | PrintLevel () const |
set print level More... | |
void | PrintResult () const |
print result of minimization More... | |
virtual void | PrintResults () |
return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0; More... | |
virtual bool | ProvidesError () const |
minimizer provides error and error matrix More... | |
virtual bool | ReleaseVariable (unsigned int ivar) |
release an existing variable More... | |
virtual bool | Scan (unsigned int ivar, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0) |
void | SetDefaultOptions () |
reset the defaut options (defined in MinimizerOptions) More... | |
void | SetErrorDef (double up) |
set scale for calculating the errors More... | |
virtual bool | SetFixedVariable (unsigned int, const std::string &, double) |
set fixed variable (override if minimizer supports them ) More... | |
virtual void | SetFunction (const ROOT::Math::IMultiGenFunction &func) |
set the function to minimize More... | |
virtual void | SetFunction (const ROOT::Math::IMultiGradFunction &func) |
set gradient the function to minimize More... | |
virtual bool | SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double, double) |
set upper/lower limited variable (override if minimizer supports them ) More... | |
virtual bool | SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower) |
set lower limit variable (override if minimizer supports them ) More... | |
void | SetMaxFunctionCalls (unsigned int maxfcn) |
set maximum of function calls More... | |
void | SetMaxIterations (unsigned int maxiter) |
set maximum iterations (one iteration can have many function calls) More... | |
void | SetOptions (const MinimizerOptions &opt) |
set all options in one go More... | |
void | SetPrecision (double prec) |
set in the minimizer the objective function evaluation precision ( a value <=0 means the minimizer will choose its optimal value automatically, i.e. default case) More... | |
void | SetPrintLevel (int level) |
set print level More... | |
void | SetStrategy (int strategyLevel) |
set the strategy More... | |
void | SetTolerance (double tol) |
set the tolerance More... | |
virtual bool | SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper) |
set upper limit variable (override if minimizer supports them ) More... | |
void | SetValidError (bool on) |
flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit) More... | |
virtual bool | SetVariable (unsigned int ivar, const std::string &name, double val, double step) |
set free variable More... | |
virtual bool | SetVariableInitialRange (unsigned int, double, double) |
set the initial range of an existing variable More... | |
virtual bool | SetVariableLimits (unsigned int ivar, double lower, double upper) |
set the limits of an already existing variable More... | |
virtual bool | SetVariableLowerLimit (unsigned int ivar, double lower) |
set the lower-limit of an already existing variable More... | |
template<class VariableIterator > | |
int | SetVariables (const VariableIterator &begin, const VariableIterator &end) |
add variables . Return number of variables successfully added More... | |
virtual bool | SetVariableStepSize (unsigned int ivar, double step) |
set the step size of an already existing variable More... | |
virtual bool | SetVariableUpperLimit (unsigned int ivar, double upper) |
set the upper-limit of an already existing variable More... | |
virtual bool | SetVariableValue (unsigned int ivar, double val) |
set the value of an existing variable More... | |
virtual bool | SetVariableValues (const double *x) |
set the values of all existing variables (array must be dimensioned to the size of existing parameters) More... | |
int | Status () const |
status code of minimizer More... | |
virtual const double * | StepSizes () const |
accessor methods More... | |
int | Strategy () const |
strategy More... | |
double | Tolerance () const |
absolute tolerance More... | |
const ROOT::Math::MinimTransformFunction * | TransformFunction () const |
return transformation function (NULL if not having a transformation) More... | |
virtual int | VariableIndex (const std::string &name) const |
get index of variable given a variable given a name return -1 if variable is not found More... | |
virtual std::string | VariableName (unsigned int ivar) const |
get name of variables (override if minimizer support storing of variable names) More... | |
virtual const double * | X () const |
return pointer to X values at the minimum More... | |
Protected Member Functions | |
bool | CheckDimension () const |
bool | CheckObjFunction () const |
MinimTransformFunction * | CreateTransformation (std::vector< double > &startValues, const ROOT::Math::IMultiGradFunction *func=0) |
void | SetFinalValues (const double *x) |
void | SetMinValue (double val) |
Protected Attributes | |
MinimizerOptions | fOptions |
int | fStatus |
bool | fValidError |
Private Member Functions | |
BasicMinimizer (const BasicMinimizer &) | |
BasicMinimizer & | operator= (const BasicMinimizer &rhs) |
Private Attributes | |
std::map< unsigned int, std::pair< double, double > > | fBounds |
unsigned int | fDim |
double | fMinVal |
std::vector< std::string > | fNames |
const ROOT::Math::IMultiGenFunction * | fObjFunc |
std::vector< double > | fSteps |
std::vector< double > | fValues |
std::vector< ROOT::Math::EMinimVariableType > | fVarTypes |
ROOT::Math::BasicMinimizer::BasicMinimizer | ( | ) |
Default constructor
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Destructor
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reset for consecutive minimizations - implement if needed
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and ROOT::Math::GeneticMinimizer.
Definition at line 117 of file Minimizer.h.
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find the contour points (xi, xj) of the function for parameter ivar and jvar around the minimum The contour will be find for value of the function = Min + ErrorUp();
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 379 of file Minimizer.h.
References MATH_ERROR_MSG, and MATH_UNUSED.
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return correlation coefficient between variable i and j. If the variable is fixed or const the return value is zero
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 326 of file Minimizer.h.
References ROOT::Math::Minimizer::CovMatrix().
Referenced by MinimizerAdapter::propagateResults().
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return covariance matrices element for variables ivar,jvar if the variable is fixed the return value is zero The ordering of the variables is the same as in the parameter and errors vectors
Reimplemented in ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, ROOT::Minuit2::Minuit2Minimizer, and ROOT::Math::GeneticMinimizer.
Definition at line 284 of file Minimizer.h.
References MATH_UNUSED.
Referenced by ROOT::Math::Minimizer::Correlation().
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return status of covariance matrix using Minuit convention {0 not calculated 1 approximated 2 made pos def , 3 accurate} Minimizer who implements covariance matrix calculation will re-implement the method
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and ROOT::Math::GSLNLSMinimizer.
Definition at line 318 of file Minimizer.h.
Referenced by GSLLevenbergMarquardtMinimizer::statusMap(), and Minuit2Minimizer::statusMap().
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return expected distance reached from the minimum (re-implement if minimizer provides it
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, and ROOT::Math::GeneticMinimizer.
Definition at line 254 of file Minimizer.h.
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return the statistical scale used for calculate the error is typically 1 for Chi2 and 0.5 for likelihood minimization
Definition at line 434 of file Minimizer.h.
References ROOT::Math::MinimizerOptions::ErrorDef(), and ROOT::Math::Minimizer::fOptions.
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return errors at the minimum
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, and ROOT::Math::GeneticMinimizer.
Definition at line 278 of file Minimizer.h.
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fix an existing variable
Reimplemented from ROOT::Math::Minimizer.
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Fill the passed array with the covariance matrix elements if the variable is fixed or const the value is zero. The array will be filled as cov[i *ndim + j] The ordering of the variables is the same as in errors and parameter value. This is different from the direct interface of Minuit2 or TMinuit where the values were obtained only to variable parameters
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 297 of file Minimizer.h.
References MATH_UNUSED.
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Fill the passed array with the Hessian matrix elements The Hessian matrix is the matrix of the second derivatives and is the inverse of the covariance matrix If the variable is fixed or const the values for that variables are zero. The array will be filled as h[i *ndim + j]
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 309 of file Minimizer.h.
References MATH_UNUSED.
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minos error for variable i, return false if Minos failed or not supported and the lower and upper errors are returned in errLow and errUp An extra flag specifies if only the lower (option=-1) or the upper (option=+1) error calculation is run (This feature is not yet implemented)
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 349 of file Minimizer.h.
References MATH_ERROR_MSG, and MATH_UNUSED.
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get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
Reimplemented from ROOT::Math::Minimizer.
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return global correlation coefficient for variable i This is a number between zero and one which gives the correlation between the i-th parameter and that linear combination of all other parameters which is most strongly correlated with i. Minimizer must overload method if implemented
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 338 of file Minimizer.h.
References MATH_UNUSED.
const ROOT::Math::IMultiGradFunction* ROOT::Math::BasicMinimizer::GradObjFunction | ( | ) | const |
return pointer to used gradient object function (NULL if gradient is not supported)
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perform a full calculation of the Hessian matrix for error calculation
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 358 of file Minimizer.h.
References MATH_ERROR_MSG.
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query if an existing variable is fixed (i.e. considered constant in the minimization) note that by default all variables are not fixed
Reimplemented from ROOT::Math::Minimizer.
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return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit)
Definition at line 437 of file Minimizer.h.
References ROOT::Math::Minimizer::fValidError.
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max number of function calls
Definition at line 414 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::MaxFunctionCalls().
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max iterations
Definition at line 417 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::MaxIterations().
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return pointer to gradient values at the minimum
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, and ROOT::Math::GeneticMinimizer.
Definition at line 257 of file Minimizer.h.
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method to perform the minimization
Implements ROOT::Math::Minimizer.
Reimplemented in ROOT::Math::GSLSimAnMinimizer, ROOT::Math::GSLNLSMinimizer, and ROOT::Math::GSLMinimizer.
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return minimum function value
Implements ROOT::Math::Minimizer.
Definition at line 136 of file BasicMinimizer.h.
References fMinVal.
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number of function calls to reach the minimum
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GSLSimAnMinimizer, ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, and ROOT::Math::GeneticMinimizer.
Definition at line 260 of file Minimizer.h.
Referenced by ROOT::Math::Minimizer::NIterations().
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number of dimensions
Implements ROOT::Math::Minimizer.
Definition at line 142 of file BasicMinimizer.h.
References fDim.
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number of free variables (real dimension of the problem)
Reimplemented from ROOT::Math::Minimizer.
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number of iterations to reach the minimum
Definition at line 263 of file Minimizer.h.
References ROOT::Math::Minimizer::NCalls().
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total number of parameter defined
Definition at line 148 of file BasicMinimizer.h.
References fValues.
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return pointer to used objective function
Definition at line 151 of file BasicMinimizer.h.
References fObjFunc.
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Assignment operator
Definition at line 80 of file BasicMinimizer.h.
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retrieve the minimizer options (implement derived class if needed)
Reimplemented in ROOT::Math::GeneticMinimizer.
Definition at line 440 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions.
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precision of minimizer in the evaluation of the objective function ( a value <=0 corresponds to the let the minimizer choose its default one)
Definition at line 424 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::Precision().
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set print level
minimizer configuration parameters
Definition at line 411 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::PrintLevel().
void ROOT::Math::BasicMinimizer::PrintResult | ( | ) | const |
print result of minimization
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return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const = 0;
print the result according to set level (implemented for TMinuit for mantaining Minuit-style printing)
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 391 of file Minimizer.h.
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minimizer provides error and error matrix
Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, and ROOT::Math::GeneticMinimizer.
Definition at line 275 of file Minimizer.h.
Referenced by MinimizerAdapter::providesError().
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release an existing variable
Reimplemented from ROOT::Math::Minimizer.
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scan function minimum for variable i. Variable and function must be set before using Scan Return false if an error or if minimizer does not support this functionality
Reimplemented in ROOT::Minuit2::Minuit2Minimizer.
Definition at line 367 of file Minimizer.h.
References MATH_ERROR_MSG, and MATH_UNUSED.
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reset the defaut options (defined in MinimizerOptions)
Definition at line 475 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::ResetToDefaultOptions().
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set scale for calculating the errors
Definition at line 464 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetErrorDef().
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set fixed variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
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set the function to minimize
Implements ROOT::Math::Minimizer.
Reimplemented in ROOT::Math::GSLNLSMinimizer, and ROOT::Math::GSLMinimizer.
Referenced by ROOT::Math::GSLMinimizer::SetFunction().
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set gradient the function to minimize
Reimplemented from ROOT::Math::Minimizer.
Reimplemented in ROOT::Math::GSLNLSMinimizer, and ROOT::Math::GSLMinimizer.
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set upper/lower limited variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
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set lower limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
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set maximum of function calls
Definition at line 448 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetMaxFunctionCalls().
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set maximum iterations (one iteration can have many function calls)
Definition at line 451 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetMaxIterations().
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set all options in one go
Definition at line 470 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions.
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set in the minimizer the objective function evaluation precision ( a value <=0 means the minimizer will choose its optimal value automatically, i.e. default case)
Definition at line 458 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetPrecision().
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set print level
Definition at line 445 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetPrintLevel().
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set the strategy
Definition at line 461 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetStrategy().
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set the tolerance
Definition at line 454 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetTolerance().
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set upper limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
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flag to check if minimizer needs to perform accurate error analysis (e.g. run Hesse for Minuit)
Definition at line 467 of file Minimizer.h.
References ROOT::Math::Minimizer::fValidError.
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set free variable
Implements ROOT::Math::Minimizer.
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set the initial range of an existing variable
Definition at line 240 of file Minimizer.h.
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set the limits of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
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set the lower-limit of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
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add variables . Return number of variables successfully added
Definition at line 131 of file Minimizer.h.
References ROOT::Math::Minimizer::SetFixedVariable(), ROOT::Math::Minimizer::SetLimitedVariable(), ROOT::Math::Minimizer::SetLowerLimitedVariable(), ROOT::Math::Minimizer::SetUpperLimitedVariable(), and ROOT::Math::Minimizer::SetVariable().
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set the step size of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
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set the upper-limit of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
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set the value of an existing variable
Reimplemented from ROOT::Math::Minimizer.
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set the values of all existing variables (array must be dimensioned to the size of existing parameters)
Reimplemented from ROOT::Math::Minimizer.
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status code of minimizer
Definition at line 430 of file Minimizer.h.
References ROOT::Math::Minimizer::fStatus.
Referenced by GeneticMinimizer::statusToString(), and Minuit2Minimizer::statusToString().
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strategy
Definition at line 427 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::Strategy().
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absolute tolerance
Definition at line 420 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::Tolerance().
const ROOT::Math::MinimTransformFunction* ROOT::Math::BasicMinimizer::TransformFunction | ( | ) | const |
return transformation function (NULL if not having a transformation)
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get index of variable given a variable given a name return -1 if variable is not found
Reimplemented from ROOT::Math::Minimizer.
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get name of variables (override if minimizer support storing of variable names)
Reimplemented from ROOT::Math::Minimizer.
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return pointer to X values at the minimum
Implements ROOT::Math::Minimizer.
Definition at line 139 of file BasicMinimizer.h.
References fValues.
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Definition at line 189 of file BasicMinimizer.h.
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Definition at line 180 of file BasicMinimizer.h.
Referenced by NDim().
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Definition at line 184 of file BasicMinimizer.h.
Referenced by MinValue(), and SetMinValue().
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Definition at line 187 of file BasicMinimizer.h.
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Definition at line 182 of file BasicMinimizer.h.
Referenced by ObjFunction().
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Definition at line 489 of file Minimizer.h.
Referenced by ROOT::Math::Minimizer::ErrorDef(), ROOT::Math::Minimizer::MaxFunctionCalls(), ROOT::Math::Minimizer::MaxIterations(), ROOT::Math::Minimizer::Options(), ROOT::Math::Minimizer::Precision(), ROOT::Math::Minimizer::PrintLevel(), ROOT::Math::Minimizer::SetDefaultOptions(), ROOT::Math::Minimizer::SetErrorDef(), ROOT::Math::Minimizer::SetMaxFunctionCalls(), ROOT::Math::Minimizer::SetMaxIterations(), ROOT::Math::Minimizer::SetOptions(), ROOT::Math::Minimizer::SetPrecision(), ROOT::Math::Minimizer::SetPrintLevel(), ROOT::Math::Minimizer::SetStrategy(), ROOT::Math::Minimizer::SetTolerance(), ROOT::Math::Minimizer::Strategy(), and ROOT::Math::Minimizer::Tolerance().
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Definition at line 490 of file Minimizer.h.
Referenced by ROOT::Math::Minimizer::Status().
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Definition at line 186 of file BasicMinimizer.h.
Referenced by StepSizes().
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Definition at line 488 of file Minimizer.h.
Referenced by ROOT::Math::Minimizer::IsValidError(), and ROOT::Math::Minimizer::SetValidError().
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Definition at line 185 of file BasicMinimizer.h.
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Definition at line 188 of file BasicMinimizer.h.