Description

LSResidualFunc class description. Internal class used for accessing the residuals of the Least Square function and their derivates which are estimated numerically using GSL numerical derivation. The class contains a pointer to the fit method function and an index specifying the i-th residual and wraps it in a multi-dim gradient function interface ROOT::Math::IGradientFunctionMultiDim. The class is used by ROOT::Math::GSLNLSMinimizer (GSL non linear least square fitter)

Definition at line 67 of file GSLNLSMinimizer.h.

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Public Types
typedef T	BackendType

typedef IBaseFunctionMultiDimTempl< T >	BaseFunc

typedef IGradientMultiDimTempl< T >	BaseGrad

Public Member Functions
	LSResidualFunc ()

	LSResidualFunc (const LSResidualFunc &rhs)

	LSResidualFunc (const ROOT::Math::FitMethodFunction &func, unsigned int i)

IMultiGenFunction *	Clone () const

T	Derivative (const T *x, unsigned int icoord=0) const

void	FdF (const double x, double &f, double g) const

virtual void	FdF (const T x, T &f, T df) const

void	Gradient (const double x, double g) const

virtual void	Gradient (const T x, T grad) const

unsigned int	NDim () const

virtual unsigned int	NDim () const=0

T	operator() (const T *x) const

LSResidualFunc &	operator= (const LSResidualFunc &rhs)

Private Member Functions
double	DoDerivative (const double *x, unsigned int icoord) const

double	DoEval (const double *x) const

Private Attributes
const ROOT::Math::FitMethodFunction *	fChi2

unsigned int	fIndex

std::vector< double >	fX2

Member Typedef Documentation

◆ BackendType

template<class T >

typedef T ROOT::Math::IBaseFunctionMultiDimTempl< T >::BackendType

inherited

Definition at line 66 of file IFunction.h.

◆ BaseFunc

template<class T >

typedef IBaseFunctionMultiDimTempl<T> ROOT::Math::IGradientFunctionMultiDimTempl< T >::BaseFunc

inherited

Definition at line 330 of file IFunction.h.

◆ BaseGrad

template<class T >

typedef IGradientMultiDimTempl<T> ROOT::Math::IGradientFunctionMultiDimTempl< T >::BaseGrad

inherited

Definition at line 331 of file IFunction.h.

Constructor & Destructor Documentation

◆ LSResidualFunc() [1/3]

ROOT::Math::LSResidualFunc::LSResidualFunc ( )

inline

Definition at line 71 of file GSLNLSMinimizer.h.

71 : fIndex(0), fChi2(0)

72 {}

ROOT::Math::LSResidualFunc::fChi2

const ROOT::Math::FitMethodFunction * fChi2

Definition: GSLNLSMinimizer.h:141

ROOT::Math::LSResidualFunc::fIndex

unsigned int fIndex

Definition: GSLNLSMinimizer.h:140

Referenced by Clone().

◆ LSResidualFunc() [2/3]

ROOT::Math::LSResidualFunc::LSResidualFunc	(	const ROOT::Math::FitMethodFunction &	func,
		unsigned int	i
	)

inline

Definition at line 75 of file GSLNLSMinimizer.h.

                                                                           :
       fIndex(i),
       fChi2(&func),
       fX2(std::vector<double>(func.NDim() ) )
    {}

◆ LSResidualFunc() [3/3]

ROOT::Math::LSResidualFunc::LSResidualFunc ( const LSResidualFunc & rhs )

inline

Definition at line 83 of file GSLNLSMinimizer.h.

                                               :
       IMultiGenFunction(),
       IMultiGradFunction()
    {
       operator=(rhs);
    }

References operator=().

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Member Function Documentation

◆ Clone()

IMultiGenFunction* ROOT::Math::LSResidualFunc::Clone ( ) const

inlinevirtual

Clone a function. Each derived class must implement their version of the Clone method

Implements ROOT::Math::IBaseFunctionMultiDimTempl< T >.

Definition at line 99 of file GSLNLSMinimizer.h.

                                      {
       return new LSResidualFunc(*fChi2,fIndex);
    }

References LSResidualFunc(), fChi2, and fIndex.

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◆ Derivative()

template<class T >

T ROOT::Math::IGradientMultiDimTempl< T >::Derivative	(	const T *	x,
		unsigned int	icoord = `0`
	)		const

inlineinherited

Return the partial derivative with respect to the passed coordinate

Definition at line 217 of file IFunction.h.

217 { return DoDerivative(x, icoord); }

ROOT::Math::IGradientMultiDimTempl::DoDerivative

virtual T DoDerivative(const T *x, unsigned int icoord) const =0

References ROOT::Math::IGradientMultiDimTempl< T >::DoDerivative().

Referenced by ROOT::Math::MinimTransformFunction::DoDerivative(), and ROOT::Math::IGradientFunctionMultiDimTempl< T >::Gradient().

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◆ DoDerivative()

double ROOT::Math::LSResidualFunc::DoDerivative	(	const double *	x,
		unsigned int	icoord
	)		const

inlineprivate

Definition at line 132 of file GSLNLSMinimizer.h.

                                                                     {
       //return  ROOT::Math::Derivator::Eval(*this, x, icoord, 1E-8);
       std::copy(x,x+NDim(),fX2.begin());
       const double kEps = 1.0E-4;
       fX2[icoord] += kEps;
       return ( DoEval(&fX2.front()) - DoEval(x) )/kEps;
    }

References DoEval(), fX2, and NDim().

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◆ DoEval()

double ROOT::Math::LSResidualFunc::DoEval ( const double * x ) const

inlineprivate

Definition at line 128 of file GSLNLSMinimizer.h.

                                           {
       return fChi2->DataElement(x, fIndex);
    }

References ROOT::Math::BasicFitMethodFunction< FunctionType >::DataElement(), fChi2, and fIndex.

Referenced by DoDerivative(), and FdF().

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◆ FdF() [1/2]

void ROOT::Math::LSResidualFunc::FdF	(	const double *	x,
		double &	f,
		double *	g
	)		const

inline

Definition at line 110 of file GSLNLSMinimizer.h.

                                                              {
 //      unsigned int n = NDim();
 //      std::copy(x,x+n,fX2.begin());
 //      const double kEps = 1.0E-4;
 //      f = DoEval(x);
 //      for (unsigned int i = 0; i < n; ++i) {
 //         fX2[i] += kEps;
 //         g[i] =  ( DoEval(&fX2.front()) - f )/kEps;
 //         fX2[i] = x[i];
 //      }
       // BornAgain -> G.P. Fast derivative calculation using values caching
       f = DoEval(x);
       fChi2->DataElement(x, fIndex, g);
    }

References ROOT::Math::BasicFitMethodFunction< FunctionType >::DataElement(), DoEval(), fChi2, and fIndex.

Referenced by Gradient().

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◆ FdF() [2/2]

template<class T >

virtual void ROOT::Math::IGradientFunctionMultiDimTempl< T >::FdF	(	const T *	x,
		T &	f,
		T *	df
	)		const

inlinevirtualinherited

Optimized method to evaluate at the same time the function value and derivative at a point x. Often both value and derivatives are needed and it is often more efficient to compute them at the same time. Derived class should implement this method if performances play an important role and if it is faster to evaluate value and derivative at the same time

Implements ROOT::Math::IGradientMultiDimTempl< T >.

Definition at line 357 of file IFunction.h.

          {
             f = BaseFunc::operator()(x);
             Gradient(x, df);
          }

References ROOT::Math::IGradientFunctionMultiDimTempl< T >::Gradient(), and ROOT::Math::IBaseFunctionMultiDimTempl< T >::operator()().

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◆ Gradient() [1/2]

void ROOT::Math::LSResidualFunc::Gradient	(	const double *	x,
		double *	g
	)		const

inline

Definition at line 105 of file GSLNLSMinimizer.h.

                                                       {
       double f0 = 0;
       FdF(x,f0,g);
    }

References FdF().

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◆ Gradient() [2/2]

template<class T >

virtual void ROOT::Math::IGradientFunctionMultiDimTempl< T >::Gradient	(	const T *	x,
		T *	grad
	)		const

inlinevirtualinherited

Evaluate all the vector of function derivatives (gradient) at a point x. Derived classes must re-implement it if more efficient than evaluting one at a time

Implements ROOT::Math::IGradientMultiDimTempl< T >.

Definition at line 342 of file IFunction.h.

          {
             unsigned int ndim = NDim();
             for (unsigned int icoord  = 0; icoord < ndim; ++icoord)
                grad[icoord] = BaseGrad::Derivative(x, icoord);
          }

References ROOT::Math::IGradientMultiDimTempl< T >::Derivative(), and ROOT::Math::IGradientFunctionMultiDimTempl< T >::NDim().

Referenced by ROOT::Math::IGradientFunctionMultiDimTempl< T >::FdF().

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◆ NDim() [1/2]

unsigned int ROOT::Math::LSResidualFunc::NDim ( ) const

inlinevirtual

Retrieve the dimension of the function

Implements ROOT::Math::IBaseFunctionMultiDimTempl< T >.

Definition at line 103 of file GSLNLSMinimizer.h.

103 { return fChi2->NDim(); }

References fChi2, and ROOT::Math::BasicFitMethodFunction< FunctionType >::NDim().

Referenced by DoDerivative().

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◆ NDim() [2/2]

template<class T >

virtual unsigned int ROOT::Math::IBaseFunctionMultiDimTempl< T >::NDim

inherited

Retrieve the dimension of the function

Referenced by ROOT::Math::IGradientFunctionMultiDimTempl< T >::Gradient(), ROOT::Math::MinimTransformFunction::NTot(), and ROOT::Math::GSLMultiMinimizer::Set().

◆ operator()()

template<class T >

T ROOT::Math::IBaseFunctionMultiDimTempl< T >::operator() ( const T * x ) const

inlineinherited

Evaluate the function at a point x[]. Use the pure virtual private method DoEval which must be implemented by the sub-classes

Definition at line 92 of file IFunction.h.

          {
             return DoEval(x);
          }

References ROOT::Math::IBaseFunctionMultiDimTempl< T >::DoEval().

Referenced by ROOT::Math::IGradientFunctionMultiDimTempl< T >::FdF().

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◆ operator=()

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

inline

Definition at line 91 of file GSLNLSMinimizer.h.

    {
       fIndex = rhs.fIndex;
       fChi2 = rhs.fChi2;
       fX2 = rhs.fX2;
       return *this;
    }

References fChi2, fIndex, and fX2.

Referenced by LSResidualFunc().

Member Data Documentation

◆ fChi2

const ROOT::Math::FitMethodFunction* ROOT::Math::LSResidualFunc::fChi2

private

Definition at line 141 of file GSLNLSMinimizer.h.

Referenced by Clone(), DoEval(), FdF(), NDim(), and operator=().

◆ fIndex

unsigned int ROOT::Math::LSResidualFunc::fIndex

private

Definition at line 140 of file GSLNLSMinimizer.h.

Referenced by Clone(), DoEval(), FdF(), and operator=().

◆ fX2

std::vector<double> ROOT::Math::LSResidualFunc::fX2

mutableprivate

Definition at line 142 of file GSLNLSMinimizer.h.

Referenced by DoDerivative(), and operator=().

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

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

Description

Public Types

Public Member Functions

Private Member Functions

Private Attributes

Member Typedef Documentation

◆ BackendType

◆ BaseFunc

◆ BaseGrad

Constructor & Destructor Documentation

◆ LSResidualFunc() [1/3]

◆ LSResidualFunc() [2/3]

◆ LSResidualFunc() [3/3]

Member Function Documentation

◆ Clone()

◆ Derivative()

◆ DoDerivative()

◆ DoEval()

◆ FdF() [1/2]

◆ FdF() [2/2]

◆ Gradient() [1/2]

◆ Gradient() [2/2]

◆ NDim() [1/2]

◆ NDim() [2/2]

◆ operator()()

◆ operator=()

Member Data Documentation

◆ fChi2

◆ fIndex

◆ fX2