ROOT::Math::Minimizer Class Reference

Description

Abstract Minimizer class, defining the interface for the various minimizer (like Minuit2, Minuit, GSL, etc..) Plug-in's exist in ROOT to be able to instantiate the derived classes like ROOT::Math::GSLMinimizer or ROOT::Math::Minuit2Minimizer via the plug-in manager.

Provides interface for setting the function to be minimized. The function must implemente the multi-dimensional generic interface ROOT::Math::IBaseFunctionMultiDim. If the function provides gradient calculation (implements the ROOT::Math::IGradientFunctionMultiDim interface) this will be used by the Minimizer.

It Defines also interface for setting the initial values for the function variables (which are the parameters in of the model function in case of solving for fitting) and especifying their limits.

It defines the interface to set and retrieve basic minimization parameters (for specific Minimizer parameters one must use the derived classes).

Then it defines the interface to retrieve the result of minimization ( minimum X values, function value, gradient, error on the mimnimum, etc...)

Definition at line 78 of file Minimizer.h.

Inheritance diagram for ROOT::Math::Minimizer:

Collaboration diagram for ROOT::Math::Minimizer:

Public Member Functions
	Minimizer ()
virtual	~Minimizer ()
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 &pars) const
	get variable settings in a variable object (like ROOT::Fit::ParamsSettings) More...
virtual double	GlobalCC (unsigned int ivar) const
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 ()=0
	method to perform the minimization More...
virtual double	MinValue () const =0
	return minimum function value More...
virtual unsigned int	NCalls () const
	number of function calls to reach the minimum More...
virtual unsigned int	NDim () const =0
	this is <= Function().NDim() which is the total number of variables (free+ constrained ones) More...
virtual unsigned int	NFree () const
	number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total (re-implement if minimizer supports bounded parameters) More...
virtual unsigned int	NIterations () const
	number of iterations to reach the minimum 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...
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 ivar, const std::string &name, double val)
	set a new fixed variable (override if minimizer supports them ) More...
virtual void	SetFunction (const ROOT::Math::IMultiGenFunction &func)=0
	set the function to minimize More...
virtual void	SetFunction (const ROOT::Math::IMultiGradFunction &func)
	set a function to minimize using gradient More...
virtual bool	SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower, double upper)
	set a new upper/lower limited variable (override if minimizer supports them ) otherwise as default set an unlimited variable More...
virtual bool	SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower)
	set a new 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 a new 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)=0
	set a new 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 value)
	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 value)
	set the value of an already existing variable More...
virtual bool	SetVariableValues (const double *x)
	set the values of all existing variables (array must be dimensioned to the size of the existing parameters) More...
int	Status () const
	status code of minimizer More...
int	Strategy () const
	strategy More...
double	Tolerance () const
	absolute tolerance 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) return an empty string if variable is not found More...
virtual const double *	X () const =0
	return pointer to X values at the minimum More...

Protected Attributes
MinimizerOptions	fOptions
int	fStatus
bool	fValidError

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

Constructor & Destructor Documentation

Minimizer() [1/2]

ROOT::Math::Minimizer::Minimizer ( )

inline

Default constructor

Definition at line 85 of file Minimizer.h.

                :
      fValidError(false),
      fStatus(-1)
   {}

~Minimizer()

virtual ROOT::Math::Minimizer::~Minimizer ( )

inlinevirtual

Destructor (no operations)

Definition at line 93 of file Minimizer.h.

{}

Minimizer() [2/2]

ROOT::Math::Minimizer::Minimizer ( const Minimizer &  )

inlineprivate

Copy constructor

Definition at line 104 of file Minimizer.h.

{}

Member Function Documentation

Clear()

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

inlinevirtual

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  )

inlinevirtual

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

inlinevirtual

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 CovMatrix().

Referenced by MinimizerAdapter::propagateResults().

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CovMatrix()

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

inlinevirtual

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 Correlation().

CovMatrixStatus()

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

inlinevirtual

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().

Edm()

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

inlinevirtual

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

inline

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 fOptions.

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Errors()

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

inlinevirtual

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::Minimizer::FixVariable ( unsigned int  ivar )

inlinevirtual

fix an existing variable

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

Definition at line 213 of file Minimizer.h.

                                               {
      MATH_ERROR_MSG("Minimizer::FixVariable","Fixing an existing variable not implemented");
      MATH_UNUSED(ivar);
      return false;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

GetCovMatrix()

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

inlinevirtual

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

inlinevirtual

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  )

inlinevirtual

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.

GetVariableSettings()

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

inlinevirtual

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

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

Definition at line 232 of file Minimizer.h.

                                                                                              {
      MATH_ERROR_MSG("Minimizer::GetVariableSettings","Quering an existing variable not implemented");
      MATH_UNUSED(ivar); MATH_UNUSED(pars);
      return false;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

GlobalCC()

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

inlinevirtual

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.

Hesse()

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

inlinevirtual

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::Minimizer::IsFixedVariable ( unsigned int  ivar ) const

inlinevirtual

query if an existing variable is fixed (i.e. considered constant in the minimization) note that by default all variables are not fixed

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

Definition at line 226 of file Minimizer.h.

                                                         {
      MATH_ERROR_MSG("Minimizer::IsFixedVariable","Quering an existing variable not implemented");
      MATH_UNUSED(ivar);
      return false;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

IsValidError()

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

inline

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 fValidError.

MaxFunctionCalls()

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

inline

max number of function calls

Definition at line 414 of file Minimizer.h.

{ return fOptions.MaxFunctionCalls(); }

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

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MaxIterations()

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

inline

max iterations

Definition at line 417 of file Minimizer.h.

{ return fOptions.MaxIterations(); }

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

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MinGradient()

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

inlinevirtual

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::Minimizer::Minimize ( )

pure virtual

method to perform the minimization

Implemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GSLSimAnMinimizer, ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, ROOT::Math::GeneticMinimizer, and ROOT::Math::BasicMinimizer.

Referenced by MinimizerAdapter::minimize().

MinValue()

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

pure virtual

return minimum function value

Implemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GeneticMinimizer, and ROOT::Math::BasicMinimizer.

Referenced by MinimizerAdapter::minValue().

NCalls()

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

inlinevirtual

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.

{ return 0; }

Referenced by NIterations().

NDim()

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

pure virtual

this is <= Function().NDim() which is the total number of variables (free+ constrained ones)

Implemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GeneticMinimizer, and ROOT::Math::BasicMinimizer.

Referenced by MinimizerAdapter::fitRank(), NFree(), and SetVariableValues().

NFree()

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

inlinevirtual

number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total (re-implement if minimizer supports bounded parameters)

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

Definition at line 272 of file Minimizer.h.

{ return NDim(); }

References NDim().

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NIterations()

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

inlinevirtual

number of iterations to reach the minimum

Definition at line 263 of file Minimizer.h.

{ return NCalls(); }

References NCalls().

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operator=()

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

inlineprivate

Assignment operator

Definition at line 109 of file Minimizer.h.

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

Options()

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

inlinevirtual

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 fOptions.

Precision()

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

inline

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

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PrintLevel()

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

inline

set print level

minimizer configuration parameters

Definition at line 411 of file Minimizer.h.

{ return fOptions.PrintLevel(); }

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

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PrintResults()

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

inlinevirtual

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

inlinevirtual

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::Minimizer::ReleaseVariable ( unsigned int  ivar )

inlinevirtual

release an existing variable

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

Definition at line 219 of file Minimizer.h.

                                                   {
      MATH_ERROR_MSG("Minimizer::ReleaseVariable","Releasing an existing variable not implemented");
      MATH_UNUSED(ivar);
      return false;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

Scan()

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

inlinevirtual

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 ( )

inline

reset the defaut options (defined in MinimizerOptions)

Definition at line 475 of file Minimizer.h.

                            {
      fOptions.ResetToDefaultOptions();
   }

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

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SetErrorDef()

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

inline

set scale for calculating the errors

Definition at line 464 of file Minimizer.h.

{ fOptions.SetErrorDef(up); }

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

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SetFixedVariable()

virtual bool ROOT::Math::Minimizer::SetFixedVariable ( unsigned int  ivar, const std::string &  name, double  val  )

inlinevirtual

set a new fixed variable (override if minimizer supports them )

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

Definition at line 170 of file Minimizer.h.

                                                                                               {
      MATH_ERROR_MSG("Minimizer::SetFixedVariable","Setting of fixed variable not implemented");
      MATH_UNUSED(ivar); MATH_UNUSED(name); MATH_UNUSED(val);
      return false;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

Referenced by MinimizerAdapter::setParameter(), and SetVariables().

SetFunction() [1/2]

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

pure virtual

set the function to minimize

Implemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, ROOT::Math::GeneticMinimizer, and ROOT::Math::BasicMinimizer.

Referenced by MinimizerAdapter::minimize_residual(), MinimizerAdapter::minimize_scalar(), and SetFunction().

SetFunction() [2/2]

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

inlinevirtual

set a function to minimize using gradient

Reimplemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GSLNLSMinimizer, ROOT::Math::GSLMinimizer, and ROOT::Math::BasicMinimizer.

Definition at line 123 of file Minimizer.h.

   {
      SetFunction(static_cast<const ::ROOT::Math::IMultiGenFunction &> (func));
   }

References SetFunction().

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SetLimitedVariable()

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

inlinevirtual

set a new upper/lower limited variable (override if minimizer supports them ) otherwise as default set an unlimited variable

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

Definition at line 163 of file Minimizer.h.

                                                                  {
      MATH_WARN_MSG("Minimizer::SetLimitedVariable","Setting of limited variable not implemented - set as unlimited");
      MATH_UNUSED(lower); MATH_UNUSED(upper);
      return SetVariable(ivar, name, val, step);
   }

References MATH_UNUSED, MATH_WARN_MSG, and SetVariable().

Referenced by SetLowerLimitedVariable(), MinimizerAdapter::setParameter(), SetUpperLimitedVariable(), and SetVariables().

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SetLowerLimitedVariable()

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

inlinevirtual

set a new lower limit variable (override if minimizer supports them )

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

Definition at line 155 of file Minimizer.h.

                                                                                                                                {
      return SetLimitedVariable(ivar, name, val, step, lower, std::numeric_limits<double>::infinity() );
   }

References SetLimitedVariable().

Referenced by MinimizerAdapter::setParameter(), and SetVariables().

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SetMaxFunctionCalls()

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

inline

set maximum of function calls

Definition at line 448 of file Minimizer.h.

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

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

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SetMaxIterations()

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

inline

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

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SetOptions()

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

inline

set all options in one go

Definition at line 470 of file Minimizer.h.

                                                 {
      fOptions = opt;
   }

References fOptions.

SetPrecision()

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

inline

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

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SetPrintLevel()

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

inline

set print level

Definition at line 445 of file Minimizer.h.

{ fOptions.SetPrintLevel(level); }

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

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SetStrategy()

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

inline

set the strategy

Definition at line 461 of file Minimizer.h.

{ fOptions.SetStrategy(strategyLevel); }

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

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SetTolerance()

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

inline

set the tolerance

Definition at line 454 of file Minimizer.h.

{ fOptions.SetTolerance(tol); }

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

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SetUpperLimitedVariable()

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

inlinevirtual

set a new upper limit variable (override if minimizer supports them )

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

Definition at line 159 of file Minimizer.h.

                                                                                                                               {
      return SetLimitedVariable(ivar, name, val, step, - std::numeric_limits<double>::infinity(), upper );
   }

References SetLimitedVariable().

Referenced by MinimizerAdapter::setParameter(), and SetVariables().

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SetValidError()

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

inline

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 fValidError.

SetVariable()

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

pure virtual

set a new free variable

Implemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GeneticMinimizer, and ROOT::Math::BasicMinimizer.

Referenced by SetLimitedVariable(), MinimizerAdapter::setParameter(), and SetVariables().

SetVariableInitialRange()

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

inlinevirtual

set the initial range of an existing variable

Definition at line 240 of file Minimizer.h.

                                                                            {
     return false;
   }

SetVariableLimits()

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

inlinevirtual

set the limits of an already existing variable

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

Definition at line 209 of file Minimizer.h.

                                                                                 {
      return SetVariableLowerLimit(ivar,lower) && SetVariableUpperLimit(ivar,upper);
   }

References SetVariableLowerLimit(), and SetVariableUpperLimit().

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SetVariableLowerLimit()

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

inlinevirtual

set the lower-limit of an already existing variable

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

Definition at line 197 of file Minimizer.h.

                                                                       {
      MATH_ERROR_MSG("Minimizer::SetVariableLowerLimit","Setting an existing variable limit not implemented");
      MATH_UNUSED(ivar); MATH_UNUSED(lower);
      return false;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

Referenced by SetVariableLimits().

SetVariables()

template<class VariableIterator >

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

inline

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 SetFixedVariable(), SetLimitedVariable(), SetLowerLimitedVariable(), SetUpperLimitedVariable(), and SetVariable().

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SetVariableStepSize()

virtual bool ROOT::Math::Minimizer::SetVariableStepSize ( unsigned int  ivar, double  value  )

inlinevirtual

set the step size of an already existing variable

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

Definition at line 191 of file Minimizer.h.

                                                                      {
      MATH_ERROR_MSG("Minimizer::SetVariableStepSize","Setting an existing variable step size not implemented");
      MATH_UNUSED(ivar); MATH_UNUSED(value);
      return false;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

SetVariableUpperLimit()

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

inlinevirtual

set the upper-limit of an already existing variable

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

Definition at line 203 of file Minimizer.h.

                                                                       {
      MATH_ERROR_MSG("Minimizer::SetVariableUpperLimit","Setting an existing variable limit not implemented");
      MATH_UNUSED(ivar); MATH_UNUSED(upper);
      return false;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

Referenced by SetVariableLimits().

SetVariableValue()

virtual bool ROOT::Math::Minimizer::SetVariableValue ( unsigned int  ivar, double  value  )

inlinevirtual

set the value of an already existing variable

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

Definition at line 176 of file Minimizer.h.

                                                                   {
      MATH_ERROR_MSG("Minimizer::SetVariableValue","Set of a variable value not implemented");
      MATH_UNUSED(ivar); MATH_UNUSED(value);
      return false;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

Referenced by SetVariableValues().

SetVariableValues()

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

inlinevirtual

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

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

Definition at line 182 of file Minimizer.h.

                                                    {
      bool ret = true;
      unsigned int i = 0;
      while ( i <= NDim() && ret) {
         ret &= SetVariableValue(i,x[i] ); i++;
      }
      return ret;
   }

References NDim(), and SetVariableValue().

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Status()

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

inline

status code of minimizer

Definition at line 430 of file Minimizer.h.

{ return fStatus; }

References fStatus.

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

Strategy()

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

inline

strategy

Definition at line 427 of file Minimizer.h.

{ return fOptions.Strategy(); }

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

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Tolerance()

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

inline

absolute tolerance

Definition at line 420 of file Minimizer.h.

{ return  fOptions.Tolerance(); }

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

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VariableIndex()

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

inlinevirtual

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

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

Definition at line 402 of file Minimizer.h.

                                                           {
      MATH_ERROR_MSG("Minimizer::VariableIndex","Getting variable index from name not implemented");
      MATH_UNUSED(name);
      return -1;
   }

References MATH_ERROR_MSG, and MATH_UNUSED.

VariableName()

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

inlinevirtual

get name of variables (override if minimizer support storing of variable names) return an empty string if variable is not found

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

Definition at line 395 of file Minimizer.h.

                                                           {
      MATH_UNUSED(ivar);
      return std::string(); // return empty string
   }

References MATH_UNUSED.

X()

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

pure virtual

return pointer to X values at the minimum

Implemented in ROOT::Minuit2::Minuit2Minimizer, ROOT::Math::GeneticMinimizer, and ROOT::Math::BasicMinimizer.

Member Data Documentation

fOptions

MinimizerOptions ROOT::Math::Minimizer::fOptions

protected

Definition at line 489 of file Minimizer.h.

Referenced by ErrorDef(), MaxFunctionCalls(), MaxIterations(), Options(), Precision(), PrintLevel(), SetDefaultOptions(), SetErrorDef(), SetMaxFunctionCalls(), SetMaxIterations(), SetOptions(), SetPrecision(), SetPrintLevel(), SetStrategy(), SetTolerance(), Strategy(), and Tolerance().

fStatus

int ROOT::Math::Minimizer::fStatus

protected

Definition at line 490 of file Minimizer.h.

Referenced by Status().

fValidError

bool ROOT::Math::Minimizer::fValidError

protected

Definition at line 488 of file Minimizer.h.

Referenced by IsValidError(), and SetValidError().

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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/Minimizer.h