ROOT::Math::GSLMultiFit Class Reference

Description

GSLMultiFit, internal class for implementing GSL non linear least square GSL fitting

Definition at line 52 of file GSLMultiFit.h.

Collaboration diagram for ROOT::Math::GSLMultiFit:

Public Member Functions
	GSLMultiFit (const gsl_multifit_fdfsolver_type *type=0)
	~GSLMultiFit ()
const double *	CovarMatrix () const
	return covariance matrix of the parameters More...
void	CreateSolver (unsigned int npoints, unsigned int npar)
	create the minimizer from the type and size of number of fitting points and number of parameters More...
double	Edm () const
const double *	Gradient () const
	gradient value at the minimum More...
int	Iterate ()
std::string	Name () const
template<class Func >
int	Set (const std::vector< Func > &funcVec, const double *x)
	set the solver parameters More...
int	TestDelta (double absTol, double relTol) const
	test using abs and relative tolerance |dx| < absTol + relTol*|x| for every component More...
int	TestGradient (double absTol) const
	test gradient (ask from solver gradient vector) More...
const double *	X () const
	parameter values at the minimum More...

Private Member Functions
	GSLMultiFit (const GSLMultiFit &)
GSLMultiFit &	operator= (const GSLMultiFit &rhs)

Private Attributes
gsl_matrix *	fCov
GSLMultiFitFunctionWrapper	fFunc
gsl_multifit_fdfsolver *	fSolver
gsl_vector *	fTmp
const gsl_multifit_fdfsolver_type *	fType
gsl_vector *	fVec

Constructor & Destructor Documentation

GSLMultiFit() [1/2]

ROOT::Math::GSLMultiFit::GSLMultiFit ( const gsl_multifit_fdfsolver_type *  type = 0 )

inline

Default constructor No need to specify the type so far since only one solver exists so far

Definition at line 60 of file GSLMultiFit.h.

                                                              :
      fSolver(0),
      fVec(0),
      fTmp(0),
      fCov(0),
#if GSL_MAJOR_VERSION > 1
      fJac(0),
#endif
      fType(type)
   {
      if (fType == 0) fType = gsl_multifit_fdfsolver_lmsder; // default value
   }

References fType.

~GSLMultiFit()

ROOT::Math::GSLMultiFit::~GSLMultiFit ( )

inline

Destructor (no operations)

Definition at line 76 of file GSLMultiFit.h.

                    {
      if (fSolver) gsl_multifit_fdfsolver_free(fSolver);
      if (fVec != 0) gsl_vector_free(fVec);
      if (fTmp != 0) gsl_vector_free(fTmp);
      if (fCov != 0) gsl_matrix_free(fCov);
#if GSL_MAJOR_VERSION > 1
      if (fJac != 0) gsl_matrix_free(fJac);
#endif
   }

References fCov, fSolver, fTmp, and fVec.

GSLMultiFit() [2/2]

ROOT::Math::GSLMultiFit::GSLMultiFit ( const GSLMultiFit &  )

inlineprivate

Copy constructor

Definition at line 92 of file GSLMultiFit.h.

{}

Member Function Documentation

CovarMatrix()

const double* ROOT::Math::GSLMultiFit::CovarMatrix ( ) const

inline

return covariance matrix of the parameters

Definition at line 181 of file GSLMultiFit.h.

                                      {
      if (fSolver == 0) return 0;
      static double kEpsrel = 0.0001;
#if GSL_MAJOR_VERSION > 1
      gsl_multifit_fdfsolver_jac (fSolver, fJac);
      int ret = gsl_multifit_covar(fJac, kEpsrel, fCov);
#else
      int ret = gsl_multifit_covar(fSolver->J, kEpsrel, fCov);
#endif
      if (ret != GSL_SUCCESS) return 0;
      return fCov->data;
   }

References fCov, and fSolver.

Referenced by Edm().

CreateSolver()

void ROOT::Math::GSLMultiFit::CreateSolver ( unsigned int  npoints, unsigned int  npar  )

inline

create the minimizer from the type and size of number of fitting points and number of parameters

Definition at line 106 of file GSLMultiFit.h.

                                                              {
      if (fSolver) gsl_multifit_fdfsolver_free(fSolver);
      fSolver = gsl_multifit_fdfsolver_alloc(fType, npoints, npar);
      if (fVec != 0) gsl_vector_free(fVec);
      fVec = gsl_vector_alloc( npar );
      if (fTmp != 0) gsl_vector_free(fTmp);
      fTmp = gsl_vector_alloc( npar );
      if (fCov != 0) gsl_matrix_free(fCov);
      fCov = gsl_matrix_alloc( npar, npar );
#if GSL_MAJOR_VERSION > 1
      if (fJac != 0) gsl_matrix_free(fJac);
      fJac = gsl_matrix_alloc( npoints, npar );
#endif
   }

References fCov, fSolver, fTmp, fType, and fVec.

Referenced by Set().

Edm()

double ROOT::Math::GSLMultiFit::Edm ( ) const

inline

Definition at line 209 of file GSLMultiFit.h.

                      {
      // product C * g
      double edm = -1;
      const double * g = Gradient();
      if (g == 0) return edm;
      const double * c = CovarMatrix();
      if (c == 0) return edm;
      if (fTmp == 0) return edm;
      int status =   gsl_blas_dgemv(CblasNoTrans, 1.0, fCov, fVec, 0.,fTmp);
      if (status == 0) status |= gsl_blas_ddot(fVec, fTmp, &edm);
      if (status != 0) return -1;
      // need to divide by 2 ??
      return 0.5*edm;
 
   }

References CovarMatrix(), fCov, fTmp, fVec, and Gradient().

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Gradient()

const double* ROOT::Math::GSLMultiFit::Gradient ( ) const

inline

gradient value at the minimum

Definition at line 170 of file GSLMultiFit.h.

                                   {
      if (fSolver == 0) return 0;
#if GSL_MAJOR_VERSION  > 1
      fType->gradient(fSolver->state, fVec);
#else
      gsl_multifit_gradient(fSolver->J, fSolver->f,fVec);
#endif
      return fVec->data;
   }

References fSolver, fType, and fVec.

Referenced by Edm(), and TestGradient().

Iterate()

int ROOT::Math::GSLMultiFit::Iterate ( )

inline

Definition at line 157 of file GSLMultiFit.h.

                 {
      if (fSolver == 0) return -1;
      return gsl_multifit_fdfsolver_iterate(fSolver);
   }

References fSolver.

Name()

std::string ROOT::Math::GSLMultiFit::Name ( ) const

inline

Definition at line 152 of file GSLMultiFit.h.

                          {
      if (fSolver == 0) return "undefined";
      return std::string(gsl_multifit_fdfsolver_name(fSolver) );
   }

References fSolver.

operator=()

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

inlineprivate

Assignment operator

Definition at line 97 of file GSLMultiFit.h.

                                                       {
      if (this == &rhs) return *this;  // time saving self-test
      return *this;
   }

Set()

template<class Func >

int ROOT::Math::GSLMultiFit::Set ( const std::vector< Func > &  funcVec, const double *  x  )

inline

set the solver parameters

Definition at line 123 of file GSLMultiFit.h.

                                                              {
      // create a vector of the fit contributions
      // create function wrapper from an iterator of functions
      unsigned int npts = funcVec.size();
      if (npts == 0) return -1;
 
      unsigned int npar = funcVec[0].NDim();
      // Remove unused typedef to remove warning in GCC48
      // http://gcc.gnu.org/gcc-4.8/porting_to.html
      // typedef typename std::vector<Func>  FuncVec;
      //FuncIt funcIter = funcVec.begin();
      fFunc.SetFunction(funcVec, npts, npar);
      // create solver object
      CreateSolver( npts, npar );
      assert(fSolver != 0);
      // set initial values
      assert(fVec != 0);
      std::copy(x,x+npar, fVec->data);
      assert(fTmp != 0);
      gsl_vector_set_zero(fTmp);
      assert(fCov != 0);
      gsl_matrix_set_zero(fCov);
#if GSL_MAJOR_VERSION > 1
      assert(fJac != 0);
      gsl_matrix_set_zero(fJac);
#endif
      return gsl_multifit_fdfsolver_set(fSolver, fFunc.GetFunc(), fVec);
   }

References CreateSolver(), fCov, fFunc, fSolver, fTmp, fVec, ROOT::Math::GSLMultiFitFunctionWrapper::GetFunc(), and ROOT::Math::GSLMultiFitFunctionWrapper::SetFunction().

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TestDelta()

int ROOT::Math::GSLMultiFit::TestDelta ( double  absTol, double  relTol  ) const

inline

test using abs and relative tolerance |dx| < absTol + relTol*|x| for every component

Definition at line 203 of file GSLMultiFit.h.

                                                     {
      if (fSolver == 0) return -1;
      return gsl_multifit_test_delta(fSolver->dx, fSolver->x, absTol, relTol);
   }

References fSolver.

TestGradient()

int ROOT::Math::GSLMultiFit::TestGradient ( double  absTol ) const

inline

test gradient (ask from solver gradient vector)

Definition at line 195 of file GSLMultiFit.h.

                                         {
      if (fSolver == 0) return -1;
      Gradient();
      return gsl_multifit_test_gradient( fVec, absTol);
   }

References fSolver, fVec, and Gradient().

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X()

const double* ROOT::Math::GSLMultiFit::X ( ) const

inline

parameter values at the minimum

Definition at line 163 of file GSLMultiFit.h.

                            {
      if (fSolver == 0) return 0;
      gsl_vector * x =  gsl_multifit_fdfsolver_position(fSolver);
      return x->data;
   }

References fSolver.

Member Data Documentation

fCov

gsl_matrix* ROOT::Math::GSLMultiFit::fCov

mutableprivate

Definition at line 233 of file GSLMultiFit.h.

Referenced by ~GSLMultiFit(), CovarMatrix(), CreateSolver(), Edm(), and Set().

fFunc

GSLMultiFitFunctionWrapper ROOT::Math::GSLMultiFit::fFunc

private

Definition at line 228 of file GSLMultiFit.h.

Referenced by Set().

fSolver

gsl_multifit_fdfsolver* ROOT::Math::GSLMultiFit::fSolver

private

Definition at line 229 of file GSLMultiFit.h.

Referenced by ~GSLMultiFit(), CovarMatrix(), CreateSolver(), Gradient(), Iterate(), Name(), Set(), TestDelta(), TestGradient(), and X().

fTmp

gsl_vector* ROOT::Math::GSLMultiFit::fTmp

mutableprivate

Definition at line 232 of file GSLMultiFit.h.

Referenced by ~GSLMultiFit(), CreateSolver(), Edm(), and Set().

fType

const gsl_multifit_fdfsolver_type* ROOT::Math::GSLMultiFit::fType

private

Definition at line 237 of file GSLMultiFit.h.

Referenced by GSLMultiFit(), CreateSolver(), and Gradient().

fVec

gsl_vector* ROOT::Math::GSLMultiFit::fVec

mutableprivate

Definition at line 231 of file GSLMultiFit.h.

Referenced by ~GSLMultiFit(), CreateSolver(), Edm(), Gradient(), Set(), and TestGradient().

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

• /home/build/builds/o5h8MZZm/0/mlz/bornagain/Fit/3rdparty/RootMinimizers/mathcore/Math/GSLMultiFit.h