ROOT::Math::GSLSimAnMinimizer Class Reference

Description

GSLSimAnMinimizer class for minimization using simulated annealing using the algorithm from GSL. It implements the ROOT::Minimizer interface and a plug-in (name "GSLSimAn") exists to instantiate this class via the plug-in manager

Definition at line 63 of file GSLSimAnMinimizer.h.

Inheritance diagram for ROOT::Math::GSLSimAnMinimizer:

Collaboration diagram for ROOT::Math::GSLSimAnMinimizer:

Public Member Functions
	GSLSimAnMinimizer (int type=0)
virtual	~GSLSimAnMinimizer ()
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)
ROOT::Math::GSLSimAnnealing &	getSolver ()
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...
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
	GSLSimAnMinimizer (const GSLSimAnMinimizer &)
GSLSimAnMinimizer &	operator= (const GSLSimAnMinimizer &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
ROOT::Math::GSLSimAnnealing	fSolver
std::vector< double >	fSteps
std::vector< double >	fValues
std::vector< ROOT::Math::EMinimVariableType >	fVarTypes

Constructor & Destructor Documentation

GSLSimAnMinimizer() [1/2]

ROOT::Math::GSLSimAnMinimizer::GSLSimAnMinimizer

(

int

type = 0

)

Default constructor

~GSLSimAnMinimizer()

virtual ROOT::Math::GSLSimAnMinimizer::~GSLSimAnMinimizer ( )

virtual

Destructor (no operations)

GSLSimAnMinimizer() [2/2]

ROOT::Math::GSLSimAnMinimizer::GSLSimAnMinimizer ( const GSLSimAnMinimizer &  )

inlineprivate

Copy constructor

Definition at line 83 of file GSLSimAnMinimizer.h.

: ROOT::Math::BasicMinimizer() {}

Member Function Documentation

CheckDimension()

bool ROOT::Math::BasicMinimizer::CheckDimension ( ) const

protectedinherited

CheckObjFunction()

bool ROOT::Math::BasicMinimizer::CheckObjFunction ( ) const

protectedinherited

Clear()

virtual void ROOT::Math::Minimizer::Clear ( )

inlinevirtualinherited

reset for consecutive minimizations - implement if needed

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, and ROOT::Math::GeneticMinimizer.

Definition at line 117 of file Minimizer.h.

{}

Contour()

virtual bool ROOT::Math::Minimizer::Contour ( unsigned int  ivar, unsigned int  jvar, unsigned int &  npoints, double *  xi, double *  xj  )

inlinevirtualinherited

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.

                                                     {
      MATH_ERROR_MSG("Minimizer::Contour","Contour not implemented");
      MATH_UNUSED(ivar); MATH_UNUSED(jvar); MATH_UNUSED(npoints);
      MATH_UNUSED(xi); MATH_UNUSED(xj);
      return false;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

Correlation()

virtual double ROOT::Math::Minimizer::Correlation ( unsigned int  i, unsigned int  j  ) const

inlinevirtualinherited

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.

                                                                     {
      double tmp = CovMatrix(i,i) * CovMatrix(j,j);
      return ( tmp < 0) ? 0 : CovMatrix(i,j) / std::sqrt( tmp );
   }

References ROOT::Math::Minimizer::CovMatrix().

Referenced by MinimizerAdapter::propagateResults().

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CovMatrix()

virtual double ROOT::Math::Minimizer::CovMatrix ( unsigned int  ivar, unsigned int  jvar  ) const

inlinevirtualinherited

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.

                                                                           {
      MATH_UNUSED(ivar); MATH_UNUSED(jvar);
      return 0;
   }

References MATH_UNUSED.

Referenced by ROOT::Math::Minimizer::Correlation().

CovMatrixStatus()

virtual int ROOT::Math::Minimizer::CovMatrixStatus ( ) const

inlinevirtualinherited

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.

                                       {
      return 0;
   }

Referenced by GSLLevenbergMarquardtMinimizer::statusMap(), and Minuit2Minimizer::statusMap().

CreateTransformation()

MinimTransformFunction* ROOT::Math::BasicMinimizer::CreateTransformation ( std::vector< double > &  startValues, const ROOT::Math::IMultiGradFunction *  func = 0  )

protectedinherited

Edm()

virtual double ROOT::Math::Minimizer::Edm ( ) const

inlinevirtualinherited

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.

{ return -1; }

ErrorDef()

double ROOT::Math::Minimizer::ErrorDef ( ) const

inlineinherited

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.

{ return fOptions.ErrorDef(); }

References ROOT::Math::MinimizerOptions::ErrorDef(), and ROOT::Math::Minimizer::fOptions.

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Errors()

virtual const double* ROOT::Math::Minimizer::Errors ( ) const

inlinevirtualinherited

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.

{ return NULL; }

FixVariable()

virtual bool ROOT::Math::BasicMinimizer::FixVariable ( unsigned int  ivar )

virtualinherited

fix an existing variable

Reimplemented from ROOT::Math::Minimizer.

GetCovMatrix()

virtual bool ROOT::Math::Minimizer::GetCovMatrix ( double *  covMat ) const

inlinevirtualinherited

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.

                                                    {
      MATH_UNUSED(covMat);
      return false;
   }

References MATH_UNUSED.

GetHessianMatrix()

virtual bool ROOT::Math::Minimizer::GetHessianMatrix ( double *  hMat ) const

inlinevirtualinherited

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.

                                                      {
      MATH_UNUSED(hMat);
      return false;
   }

References MATH_UNUSED.

GetMinosError()

virtual bool ROOT::Math::Minimizer::GetMinosError ( unsigned int  ivar, double &  errLow, double &  errUp, int  option = 0  )

inlinevirtualinherited

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.

                                                                                                   {
      MATH_ERROR_MSG("Minimizer::GetMinosError","Minos Error not implemented");
      MATH_UNUSED(ivar); MATH_UNUSED(errLow); MATH_UNUSED(errUp); MATH_UNUSED(option);
      return false;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

getSolver()

ROOT::Math::GSLSimAnnealing& ROOT::Math::GSLSimAnMinimizer::getSolver ( )

inline

Definition at line 102 of file GSLSimAnMinimizer.h.

{ return fSolver; }

References fSolver.

GetVariableSettings()

virtual bool ROOT::Math::BasicMinimizer::GetVariableSettings ( unsigned int  ivar, ROOT::Fit::ParameterSettings &  varObj  ) const

virtualinherited

get variable settings in a variable object (like ROOT::Fit::ParamsSettings)

Reimplemented from ROOT::Math::Minimizer.

GlobalCC()

virtual double ROOT::Math::Minimizer::GlobalCC ( unsigned int  ivar ) const

inlinevirtualinherited

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.

                                                    {
      MATH_UNUSED(ivar);
      return -1;
   }

References MATH_UNUSED.

GradObjFunction()

const ROOT::Math::IMultiGradFunction* ROOT::Math::BasicMinimizer::GradObjFunction ( ) const

inherited

return pointer to used gradient object function (NULL if gradient is not supported)

Hesse()

virtual bool ROOT::Math::Minimizer::Hesse ( )

inlinevirtualinherited

perform a full calculation of the Hessian matrix for error calculation

Reimplemented in ROOT::Minuit2::Minuit2Minimizer.

Definition at line 358 of file Minimizer.h.

                        {
      MATH_ERROR_MSG("Minimizer::Hesse","Hesse not implemented");
      return false;
   }

References MATH_ERROR_MSG.

IsFixedVariable()

virtual bool ROOT::Math::BasicMinimizer::IsFixedVariable ( unsigned int  ivar ) const

virtualinherited

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.

IsValidError()

bool ROOT::Math::Minimizer::IsValidError ( ) const

inlineinherited

return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit)

Definition at line 437 of file Minimizer.h.

{ return fValidError; }

References ROOT::Math::Minimizer::fValidError.

MaxFunctionCalls()

unsigned int ROOT::Math::Minimizer::MaxFunctionCalls ( ) const

inlineinherited

max number of function calls

Definition at line 414 of file Minimizer.h.

{ return fOptions.MaxFunctionCalls(); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::MaxFunctionCalls().

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MaxIterations()

unsigned int ROOT::Math::Minimizer::MaxIterations ( ) const

inlineinherited

max iterations

Definition at line 417 of file Minimizer.h.

{ return fOptions.MaxIterations(); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::MaxIterations().

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MinGradient()

virtual const double* ROOT::Math::Minimizer::MinGradient ( ) const

inlinevirtualinherited

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.

{ return NULL; }

Minimize()

virtual bool ROOT::Math::GSLSimAnMinimizer::Minimize ( )

virtual

method to perform the minimization

Reimplemented from ROOT::Math::BasicMinimizer.

MinValue()

virtual double ROOT::Math::BasicMinimizer::MinValue ( ) const

inlinevirtualinherited

return minimum function value

Implements ROOT::Math::Minimizer.

Definition at line 136 of file BasicMinimizer.h.

{ return fMinVal; }

References ROOT::Math::BasicMinimizer::fMinVal.

NCalls()

unsigned int ROOT::Math::GSLSimAnMinimizer::NCalls ( ) const

virtual

number of function calls to reach the minimum

Reimplemented from ROOT::Math::Minimizer.

NDim()

virtual unsigned int ROOT::Math::BasicMinimizer::NDim ( ) const

inlinevirtualinherited

number of dimensions

Implements ROOT::Math::Minimizer.

Definition at line 142 of file BasicMinimizer.h.

{ return fDim; }

References ROOT::Math::BasicMinimizer::fDim.

NFree()

virtual unsigned int ROOT::Math::BasicMinimizer::NFree ( ) const

virtualinherited

number of free variables (real dimension of the problem)

Reimplemented from ROOT::Math::Minimizer.

NIterations()

virtual unsigned int ROOT::Math::Minimizer::NIterations ( ) const

inlinevirtualinherited

number of iterations to reach the minimum

Definition at line 263 of file Minimizer.h.

{ return NCalls(); }

References ROOT::Math::Minimizer::NCalls().

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NPar()

virtual unsigned int ROOT::Math::BasicMinimizer::NPar ( ) const

inlinevirtualinherited

total number of parameter defined

Definition at line 148 of file BasicMinimizer.h.

{ return fValues.size(); }

References ROOT::Math::BasicMinimizer::fValues.

ObjFunction()

const ROOT::Math::IMultiGenFunction* ROOT::Math::BasicMinimizer::ObjFunction ( ) const

inlineinherited

return pointer to used objective function

Definition at line 151 of file BasicMinimizer.h.

{ return fObjFunc; }

References ROOT::Math::BasicMinimizer::fObjFunc.

operator=()

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

inlineprivate

Assignment operator

Definition at line 88 of file GSLSimAnMinimizer.h.

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

Options()

virtual MinimizerOptions ROOT::Math::Minimizer::Options ( ) const

inlinevirtualinherited

retrieve the minimizer options (implement derived class if needed)

Reimplemented in ROOT::Math::GeneticMinimizer.

Definition at line 440 of file Minimizer.h.

                                             {
      return fOptions;
   }

References ROOT::Math::Minimizer::fOptions.

Precision()

double ROOT::Math::Minimizer::Precision ( ) const

inlineinherited

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.

{ return fOptions.Precision(); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::Precision().

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PrintLevel()

int ROOT::Math::Minimizer::PrintLevel ( ) const

inlineinherited

set print level

minimizer configuration parameters

Definition at line 411 of file Minimizer.h.

{ return fOptions.PrintLevel(); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::PrintLevel().

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PrintResult()

void ROOT::Math::BasicMinimizer::PrintResult ( ) const

inherited

print result of minimization

PrintResults()

virtual void ROOT::Math::Minimizer::PrintResults ( )

inlinevirtualinherited

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.

{}

ProvidesError()

virtual bool ROOT::Math::Minimizer::ProvidesError ( ) const

inlinevirtualinherited

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.

{ return false; }

Referenced by MinimizerAdapter::providesError().

ReleaseVariable()

virtual bool ROOT::Math::BasicMinimizer::ReleaseVariable ( unsigned int  ivar )

virtualinherited

release an existing variable

Reimplemented from ROOT::Math::Minimizer.

Scan()

virtual bool ROOT::Math::Minimizer::Scan ( unsigned int  ivar, unsigned int &  nstep, double *  x, double *  y, double  xmin = 0, double  xmax = 0  )

inlinevirtualinherited

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.

                                                       {
      MATH_ERROR_MSG("Minimizer::Scan","Scan not implemented");
      MATH_UNUSED(ivar); MATH_UNUSED(nstep); MATH_UNUSED(x); MATH_UNUSED(y);
      MATH_UNUSED(xmin); MATH_UNUSED(xmax);
      return false;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

SetDefaultOptions()

void ROOT::Math::Minimizer::SetDefaultOptions ( )

inlineinherited

reset the defaut options (defined in MinimizerOptions)

Definition at line 475 of file Minimizer.h.

                            {
      fOptions.ResetToDefaultOptions();
   }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::ResetToDefaultOptions().

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SetErrorDef()

void ROOT::Math::Minimizer::SetErrorDef ( double  up )

inlineinherited

set scale for calculating the errors

Definition at line 464 of file Minimizer.h.

{ fOptions.SetErrorDef(up); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetErrorDef().

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SetFinalValues()

void ROOT::Math::BasicMinimizer::SetFinalValues ( const double *  x )

protectedinherited

SetFixedVariable()

virtual bool ROOT::Math::BasicMinimizer::SetFixedVariable ( unsigned int  , const std::string &  , double    )

virtualinherited

set fixed variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

SetFunction() [1/2]

virtual void ROOT::Math::BasicMinimizer::SetFunction ( const ROOT::Math::IMultiGenFunction &  func )

virtualinherited

set the function to minimize

Implements ROOT::Math::Minimizer.

Reimplemented in ROOT::Math::GSLNLSMinimizer, and ROOT::Math::GSLMinimizer.

Referenced by ROOT::Math::GSLMinimizer::SetFunction().

SetFunction() [2/2]

virtual void ROOT::Math::BasicMinimizer::SetFunction ( const ROOT::Math::IMultiGradFunction &  func )

virtualinherited

set gradient the function to minimize

Reimplemented from ROOT::Math::Minimizer.

Reimplemented in ROOT::Math::GSLNLSMinimizer, and ROOT::Math::GSLMinimizer.

SetLimitedVariable()

virtual bool ROOT::Math::BasicMinimizer::SetLimitedVariable ( unsigned int  ivar, const std::string &  name, double  val, double  step, double  , double    )

virtualinherited

set upper/lower limited variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

SetLowerLimitedVariable()

virtual bool ROOT::Math::BasicMinimizer::SetLowerLimitedVariable ( unsigned int  ivar, const std::string &  name, double  val, double  step, double  lower  )

virtualinherited

set lower limit variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

SetMaxFunctionCalls()

void ROOT::Math::Minimizer::SetMaxFunctionCalls ( unsigned int  maxfcn )

inlineinherited

set maximum of function calls

Definition at line 448 of file Minimizer.h.

{ if (maxfcn > 0) fOptions.SetMaxFunctionCalls(maxfcn); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetMaxFunctionCalls().

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SetMaxIterations()

void ROOT::Math::Minimizer::SetMaxIterations ( unsigned int  maxiter )

inlineinherited

set maximum iterations (one iteration can have many function calls)

Definition at line 451 of file Minimizer.h.

{ if (maxiter > 0) fOptions.SetMaxIterations(maxiter); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetMaxIterations().

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SetMinValue()

void ROOT::Math::BasicMinimizer::SetMinValue ( double  val )

inlineprotectedinherited

Definition at line 175 of file BasicMinimizer.h.

{ fMinVal = val; }

References ROOT::Math::BasicMinimizer::fMinVal.

SetOptions()

void ROOT::Math::Minimizer::SetOptions ( const MinimizerOptions &  opt )

inlineinherited

set all options in one go

Definition at line 470 of file Minimizer.h.

                                                 {
      fOptions = opt;
   }

References ROOT::Math::Minimizer::fOptions.

SetPrecision()

void ROOT::Math::Minimizer::SetPrecision ( double  prec )

inlineinherited

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.

{ fOptions.SetPrecision(prec); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetPrecision().

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SetPrintLevel()

void ROOT::Math::Minimizer::SetPrintLevel ( int  level )

inlineinherited

set print level

Definition at line 445 of file Minimizer.h.

{ fOptions.SetPrintLevel(level); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetPrintLevel().

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SetStrategy()

void ROOT::Math::Minimizer::SetStrategy ( int  strategyLevel )

inlineinherited

set the strategy

Definition at line 461 of file Minimizer.h.

{ fOptions.SetStrategy(strategyLevel); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetStrategy().

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SetTolerance()

void ROOT::Math::Minimizer::SetTolerance ( double  tol )

inlineinherited

set the tolerance

Definition at line 454 of file Minimizer.h.

{ fOptions.SetTolerance(tol); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetTolerance().

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SetUpperLimitedVariable()

virtual bool ROOT::Math::BasicMinimizer::SetUpperLimitedVariable ( unsigned int  ivar, const std::string &  name, double  val, double  step, double  upper  )

virtualinherited

set upper limit variable (override if minimizer supports them )

Reimplemented from ROOT::Math::Minimizer.

SetValidError()

void ROOT::Math::Minimizer::SetValidError ( bool  on )

inlineinherited

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.

{ fValidError = on; }

References ROOT::Math::Minimizer::fValidError.

SetVariable()

virtual bool ROOT::Math::BasicMinimizer::SetVariable ( unsigned int  ivar, const std::string &  name, double  val, double  step  )

virtualinherited

set free variable

Implements ROOT::Math::Minimizer.

SetVariableInitialRange()

virtual bool ROOT::Math::Minimizer::SetVariableInitialRange ( unsigned int  , double  , double    )

inlinevirtualinherited

set the initial range of an existing variable

Definition at line 240 of file Minimizer.h.

                                                                            {
     return false;
   }

SetVariableLimits()

virtual bool ROOT::Math::BasicMinimizer::SetVariableLimits ( unsigned int  ivar, double  lower, double  upper  )

virtualinherited

set the limits of an already existing variable

Reimplemented from ROOT::Math::Minimizer.

SetVariableLowerLimit()

virtual bool ROOT::Math::BasicMinimizer::SetVariableLowerLimit ( unsigned int  ivar, double  lower  )

virtualinherited

set the lower-limit of an already existing variable

Reimplemented from ROOT::Math::Minimizer.

SetVariables()

template<class VariableIterator >

int ROOT::Math::Minimizer::SetVariables ( const VariableIterator &  begin, const VariableIterator &  end  )

inlineinherited

add variables . Return number of variables successfully added

Definition at line 131 of file Minimizer.h.

                                                                                  {
      unsigned int ivar = 0;
      for ( VariableIterator vitr = begin; vitr != end; ++vitr) {
         bool iret = false;
         if (vitr->IsFixed() )
            iret = SetFixedVariable(ivar,  vitr->Name(), vitr->Value() );
         else if (vitr->IsDoubleBound() )
            iret = SetLimitedVariable(ivar,  vitr->Name(), vitr->Value(), vitr->StepSize(), vitr->LowerLimit(), vitr->UpperLimit() );
         else if (vitr->HasLowerLimit() )
            iret = SetLowerLimitedVariable(ivar,  vitr->Name(), vitr->Value(), vitr->StepSize(), vitr->LowerLimit() );
         else if (vitr->HasUpperLimit() )
            iret = SetUpperLimitedVariable(ivar,  vitr->Name(), vitr->Value(), vitr->StepSize(), vitr->UpperLimit() );
         else
            iret = SetVariable( ivar, vitr->Name(), vitr->Value(), vitr->StepSize() );
 
         if (iret) ivar++;
 
         // an error message should be eventually be reported in the virtual single SetVariable methods
      }
      return ivar;
   }

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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SetVariableStepSize()

virtual bool ROOT::Math::BasicMinimizer::SetVariableStepSize ( unsigned int  ivar, double  step  )

virtualinherited

set the step size of an already existing variable

Reimplemented from ROOT::Math::Minimizer.

SetVariableUpperLimit()

virtual bool ROOT::Math::BasicMinimizer::SetVariableUpperLimit ( unsigned int  ivar, double  upper  )

virtualinherited

set the upper-limit of an already existing variable

Reimplemented from ROOT::Math::Minimizer.

SetVariableValue()

virtual bool ROOT::Math::BasicMinimizer::SetVariableValue ( unsigned int  ivar, double  val  )

virtualinherited

set the value of an existing variable

Reimplemented from ROOT::Math::Minimizer.

SetVariableValues()

virtual bool ROOT::Math::BasicMinimizer::SetVariableValues ( const double *  x )

virtualinherited

set the values of all existing variables (array must be dimensioned to the size of existing parameters)

Reimplemented from ROOT::Math::Minimizer.

Status()

int ROOT::Math::Minimizer::Status ( ) const

inlineinherited

status code of minimizer

Definition at line 430 of file Minimizer.h.

{ return fStatus; }

References ROOT::Math::Minimizer::fStatus.

Referenced by GeneticMinimizer::statusToString(), and Minuit2Minimizer::statusToString().

StepSizes()

virtual const double* ROOT::Math::BasicMinimizer::StepSizes ( ) const

inlinevirtualinherited

accessor methods

Definition at line 163 of file BasicMinimizer.h.

{ return &fSteps.front(); }

References ROOT::Math::BasicMinimizer::fSteps.

Strategy()

int ROOT::Math::Minimizer::Strategy ( ) const

inlineinherited

strategy

Definition at line 427 of file Minimizer.h.

{ return fOptions.Strategy(); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::Strategy().

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Tolerance()

double ROOT::Math::Minimizer::Tolerance ( ) const

inlineinherited

absolute tolerance

Definition at line 420 of file Minimizer.h.

{ return  fOptions.Tolerance(); }

References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::Tolerance().

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TransformFunction()

const ROOT::Math::MinimTransformFunction* ROOT::Math::BasicMinimizer::TransformFunction ( ) const

inherited

return transformation function (NULL if not having a transformation)

VariableIndex()

virtual int ROOT::Math::BasicMinimizer::VariableIndex ( const std::string &  name ) const

virtualinherited

get index of variable given a variable given a name return -1 if variable is not found

Reimplemented from ROOT::Math::Minimizer.

VariableName()

virtual std::string ROOT::Math::BasicMinimizer::VariableName ( unsigned int  ivar ) const

virtualinherited

get name of variables (override if minimizer support storing of variable names)

Reimplemented from ROOT::Math::Minimizer.

X()

virtual const double* ROOT::Math::BasicMinimizer::X ( ) const

inlinevirtualinherited

return pointer to X values at the minimum

Implements ROOT::Math::Minimizer.

Definition at line 139 of file BasicMinimizer.h.

{ return &fValues.front(); }

References ROOT::Math::BasicMinimizer::fValues.

Member Data Documentation

fBounds

std::map< unsigned int, std::pair<double, double> > ROOT::Math::BasicMinimizer::fBounds

privateinherited

Definition at line 189 of file BasicMinimizer.h.

fDim

unsigned int ROOT::Math::BasicMinimizer::fDim

privateinherited

Definition at line 180 of file BasicMinimizer.h.

Referenced by ROOT::Math::BasicMinimizer::NDim().

fMinVal

double ROOT::Math::BasicMinimizer::fMinVal

privateinherited

Definition at line 184 of file BasicMinimizer.h.

Referenced by ROOT::Math::BasicMinimizer::MinValue(), and ROOT::Math::BasicMinimizer::SetMinValue().

fNames

std::vector<std::string> ROOT::Math::BasicMinimizer::fNames

privateinherited

Definition at line 187 of file BasicMinimizer.h.

fObjFunc

const ROOT::Math::IMultiGenFunction* ROOT::Math::BasicMinimizer::fObjFunc

privateinherited

Definition at line 182 of file BasicMinimizer.h.

Referenced by ROOT::Math::BasicMinimizer::ObjFunction().

fOptions

MinimizerOptions ROOT::Math::Minimizer::fOptions

protectedinherited

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().

fSolver

ROOT::Math::GSLSimAnnealing ROOT::Math::GSLSimAnMinimizer::fSolver

private

Definition at line 108 of file GSLSimAnMinimizer.h.

Referenced by getSolver().

fStatus

int ROOT::Math::Minimizer::fStatus

protectedinherited

Definition at line 490 of file Minimizer.h.

Referenced by ROOT::Math::Minimizer::Status().

fSteps

std::vector<double> ROOT::Math::BasicMinimizer::fSteps

privateinherited

Definition at line 186 of file BasicMinimizer.h.

Referenced by ROOT::Math::BasicMinimizer::StepSizes().

fValidError

bool ROOT::Math::Minimizer::fValidError

protectedinherited

Definition at line 488 of file Minimizer.h.

Referenced by ROOT::Math::Minimizer::IsValidError(), and ROOT::Math::Minimizer::SetValidError().

fValues

std::vector<double> ROOT::Math::BasicMinimizer::fValues

privateinherited

Definition at line 185 of file BasicMinimizer.h.

Referenced by ROOT::Math::BasicMinimizer::NPar(), and ROOT::Math::BasicMinimizer::X().

fVarTypes

std::vector<ROOT::Math::EMinimVariableType> ROOT::Math::BasicMinimizer::fVarTypes

privateinherited

Definition at line 188 of file BasicMinimizer.h.

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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/GSLSimAnMinimizer.h