Description

GSLMultiMinimizer class , for minimizing multi-dimensional function using derivatives

Definition at line 53 of file GSLMultiMinimizer.h.

Collaboration diagram for ROOT::Math::GSLMultiMinimizer:

Public Member Functions
	GSLMultiMinimizer (ROOT::Math::EGSLMinimizerType type)

	~GSLMultiMinimizer ()

void	CreateMinimizer (unsigned int n)
	create the minimizer from the type and size More...

double *	Gradient () const
	gradient value at the minimum More...

int	Iterate ()

double	Minimum () const
	function value at the minimum More...

std::string	Name () const

int	Restart ()
	restart minimization from current point More...

int	Set (const ROOT::Math::IMultiGradFunction &func, const double *x, double stepSize, double tol)

int	TestGradient (const double *g, double absTol) const
	test gradient (require a vector gradient) More...

int	TestGradient (double absTol) const
	test gradient (ask from minimizer gradient vector) More...

double *	X () const
	x values at the minimum More...

Private Member Functions
	GSLMultiMinimizer (const GSLMultiMinimizer &)

GSLMultiMinimizer &	operator= (const GSLMultiMinimizer &rhs)

Private Attributes
GSLMultiMinDerivFunctionWrapper	fFunc

gsl_multimin_fdfminimizer *	fMinimizer

const gsl_multimin_fdfminimizer_type *	fType

gsl_vector *	fVec

Constructor & Destructor Documentation

◆ GSLMultiMinimizer() [1/2]

ROOT::Math::GSLMultiMinimizer::GSLMultiMinimizer ( ROOT::Math::EGSLMinimizerType type )

inline

Default constructor

Definition at line 60 of file GSLMultiMinimizer.h.

                                                        :
       fMinimizer(0),
       fType(0),
       fVec(0)
    {
       switch(type)
       {
       case ROOT::Math::kConjugateFR :
          fType = gsl_multimin_fdfminimizer_conjugate_fr;
          break;
       case ROOT::Math::kConjugatePR :
          fType = gsl_multimin_fdfminimizer_conjugate_pr;
          break;
       case ROOT::Math::kVectorBFGS :
          fType = gsl_multimin_fdfminimizer_vector_bfgs;
          break;
       case ROOT::Math::kVectorBFGS2 :
 #if (GSL_MAJOR_VERSION > 1) || ((GSL_MAJOR_VERSION == 1) && (GSL_MINOR_VERSION >= 9))
          // bfgs2 is available only for v>= 1.9
          fType = gsl_multimin_fdfminimizer_vector_bfgs2;
 #else
          MATH_INFO_MSG("GSLMultiMinimizer","minimizer BFSG2 does not exist with this GSL version , use BFGS");
          fType = gsl_multimin_fdfminimizer_vector_bfgs;
 #endif
          break;
       case ROOT::Math::kSteepestDescent:
          fType = gsl_multimin_fdfminimizer_steepest_descent;
          break;
       default:
          fType = gsl_multimin_fdfminimizer_conjugate_fr;
          break;
       }
  
    }

References fType, ROOT::Math::kConjugateFR, ROOT::Math::kConjugatePR, ROOT::Math::kSteepestDescent, ROOT::Math::kVectorBFGS, ROOT::Math::kVectorBFGS2, and MATH_INFO_MSG.

◆ ~GSLMultiMinimizer()

ROOT::Math::GSLMultiMinimizer::~GSLMultiMinimizer ( )

inline

Destructor

Definition at line 98 of file GSLMultiMinimizer.h.

                           {
       if (fMinimizer != 0 ) gsl_multimin_fdfminimizer_free(fMinimizer);
       // can free vector (is copied inside)
       if (fVec != 0) gsl_vector_free(fVec);
    }

References fMinimizer, and fVec.

◆ GSLMultiMinimizer() [2/2]

ROOT::Math::GSLMultiMinimizer::GSLMultiMinimizer ( const GSLMultiMinimizer & )

inlineprivate

Copy constructor

Definition at line 110 of file GSLMultiMinimizer.h.

110 {}

Member Function Documentation

◆ CreateMinimizer()

void ROOT::Math::GSLMultiMinimizer::CreateMinimizer ( unsigned int n )

inline

create the minimizer from the type and size

Definition at line 141 of file GSLMultiMinimizer.h.

                                         {
       if (fMinimizer) gsl_multimin_fdfminimizer_free(fMinimizer);
       fMinimizer = gsl_multimin_fdfminimizer_alloc(fType, n);
    }

References fMinimizer, and fType.

Referenced by Set().

◆ Gradient()

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

inline

gradient value at the minimum

Definition at line 170 of file GSLMultiMinimizer.h.

                              {
       if (fMinimizer == 0) return 0;
       gsl_vector * g =  gsl_multimin_fdfminimizer_gradient(fMinimizer);
       return g->data;
    }

References fMinimizer.

◆ Iterate()

int ROOT::Math::GSLMultiMinimizer::Iterate ( )

inline

Definition at line 151 of file GSLMultiMinimizer.h.

                  {
       if (fMinimizer == 0) return -1;
       return gsl_multimin_fdfminimizer_iterate(fMinimizer);
    }

References fMinimizer.

◆ Minimum()

double ROOT::Math::GSLMultiMinimizer::Minimum ( ) const

inline

function value at the minimum

Definition at line 164 of file GSLMultiMinimizer.h.

                           {
       if (fMinimizer == 0) return 0;
       return gsl_multimin_fdfminimizer_minimum(fMinimizer);
    }

References fMinimizer.

◆ Name()

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

inline

Definition at line 146 of file GSLMultiMinimizer.h.

                           {
       if (fMinimizer == 0) return "undefined";
       return std::string(gsl_multimin_fdfminimizer_name(fMinimizer) );
    }

References fMinimizer.

◆ operator=()

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

inlineprivate

Assignment operator

Definition at line 115 of file GSLMultiMinimizer.h.

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

◆ Restart()

int ROOT::Math::GSLMultiMinimizer::Restart ( )

inline

restart minimization from current point

Definition at line 177 of file GSLMultiMinimizer.h.

                  {
       if (fMinimizer == 0) return -1;
       return gsl_multimin_fdfminimizer_restart(fMinimizer);
    }

References fMinimizer.

◆ Set()

int ROOT::Math::GSLMultiMinimizer::Set	(	const ROOT::Math::IMultiGradFunction &	func,
		const double *	x,
		double	stepSize,
		double	tol
	)

inline

set the function to be minimize the initial minimizer parameters, step size and tolerance in the line search

Definition at line 126 of file GSLMultiMinimizer.h.

                                                                                                    {
       // create function wrapper
       fFunc.SetFunction(func);
       // create minimizer object (free previous one if already existing)
       unsigned int ndim = func.NDim();
       CreateMinimizer( ndim );
       // set initial values
       if (fVec != 0) gsl_vector_free(fVec);
       fVec = gsl_vector_alloc( ndim );
       std::copy(x,x+ndim, fVec->data);
       assert(fMinimizer != 0);
       return gsl_multimin_fdfminimizer_set(fMinimizer, fFunc.GetFunc(), fVec, stepSize, tol);
    }

References CreateMinimizer(), fFunc, fMinimizer, fVec, ROOT::Math::GSLMultiMinDerivFunctionWrapper::GetFunc(), ROOT::Math::IGradientFunctionMultiDimTempl< T >::NDim(), and ROOT::Math::GSLMultiMinDerivFunctionWrapper::SetFunction().

Here is the call graph for this function:

◆ TestGradient() [1/2]

int ROOT::Math::GSLMultiMinimizer::TestGradient	(	const double *	g,
		double	absTol
	)		const

inline

test gradient (require a vector gradient)

Definition at line 190 of file GSLMultiMinimizer.h.

                                                            {
       if (fVec == 0 ) return -1;
       unsigned int n = fVec->size;
       if (n == 0 ) return -1;
       std::copy(g,g+n, fVec->data);
       return gsl_multimin_test_gradient( fVec, absTol);
    }

References fVec.

◆ TestGradient() [2/2]

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

inline

test gradient (ask from minimizer gradient vector)

Definition at line 183 of file GSLMultiMinimizer.h.

                                          {
       if (fMinimizer == 0) return -1;
       gsl_vector * g =  gsl_multimin_fdfminimizer_gradient(fMinimizer);
       return gsl_multimin_test_gradient( g, absTol);
    }

References fMinimizer.

◆ X()

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

inline

x values at the minimum

Definition at line 157 of file GSLMultiMinimizer.h.

                       {
       if (fMinimizer == 0) return 0;
       gsl_vector * x =  gsl_multimin_fdfminimizer_x(fMinimizer);
       return x->data;
    }

References fMinimizer.

Member Data Documentation

◆ fFunc

GSLMultiMinDerivFunctionWrapper ROOT::Math::GSLMultiMinimizer::fFunc

private

Definition at line 202 of file GSLMultiMinimizer.h.

Referenced by Set().

◆ fMinimizer

gsl_multimin_fdfminimizer* ROOT::Math::GSLMultiMinimizer::fMinimizer

private

Definition at line 201 of file GSLMultiMinimizer.h.

Referenced by ~GSLMultiMinimizer(), CreateMinimizer(), Gradient(), Iterate(), Minimum(), Name(), Restart(), Set(), TestGradient(), and X().

◆ fType

const gsl_multimin_fdfminimizer_type* ROOT::Math::GSLMultiMinimizer::fType

private

Definition at line 203 of file GSLMultiMinimizer.h.

Referenced by GSLMultiMinimizer(), and CreateMinimizer().

◆ fVec

gsl_vector* ROOT::Math::GSLMultiMinimizer::fVec

mutableprivate

Definition at line 205 of file GSLMultiMinimizer.h.

Referenced by ~GSLMultiMinimizer(), Set(), and TestGradient().

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

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

Description

Public Member Functions

Private Member Functions

Private Attributes

Constructor & Destructor Documentation

◆ GSLMultiMinimizer() [1/2]

◆ ~GSLMultiMinimizer()

◆ GSLMultiMinimizer() [2/2]

Member Function Documentation

◆ CreateMinimizer()

◆ Gradient()

◆ Iterate()

◆ Minimum()

◆ Name()

◆ operator=()

◆ Restart()

◆ Set()

◆ TestGradient() [1/2]

◆ TestGradient() [2/2]

◆ X()

Member Data Documentation

◆ fFunc

◆ fMinimizer

◆ fType

◆ fVec