Description

Extension of the FCNBase for the Fumili method. Fumili applies only to minimization problems used for fitting. The method is based on a linearization of the model function negleting second derivatives. User needs to provide the model function. The figure-of-merit describing the difference between the model function and the actual measurements in the case of chi-square is the sum of the squares of the figures-of-merit calculated for each measurement point, which is implemented by the operator() member function. The user still has to implement the calculation of the individual figures-of-merit (which in the majority of the cases will be the (measured Value - the Value predicted by the model)/standard deviation implemeted by the FumiliStandardChi2FCN; however this form can become more complicated (see for an example Numerical Recipes' section on "Straight-Line Data with Errors in Both Coordinates")).

Author: Andras Zsenei and Lorenzo Moneta, Creation date: 24 Aug 2004

See also: MINUIT Tutorial on function minimization, section 5; FumiliStandardChi2FCN

Definition at line 52 of file FumiliChi2FCN.h.

Inheritance diagram for ROOT::Minuit2::FumiliChi2FCN:

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Collaboration diagram for ROOT::Minuit2::FumiliChi2FCN:

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Public Member Functions
	FumiliChi2FCN ()

virtual	~FumiliChi2FCN ()

virtual unsigned int	Dimension ()

virtual std::vector< double >	Elements (const std::vector< double > &par) const =0

virtual double	ErrorDef () const

virtual void	EvaluateAll (const std::vector< double > &par)=0

virtual const std::vector< double > &	GetMeasurement (int Index) const =0

virtual int	GetNumberOfMeasurements () const =0

virtual const std::vector< double > &	Gradient () const

virtual double	Hessian (unsigned int row, unsigned int col) const

const ParametricFunction *	ModelFunction () const

double	operator() (const std::vector< double > &par) const

virtual void	SetErrorDef (double)

void	SetModelFunction (const ParametricFunction &modelFCN)

virtual double	Up () const

virtual double	Value () const

Protected Member Functions
std::vector< double > &	Gradient ()

std::vector< double > &	Hessian ()

virtual void	InitAndReset (unsigned int npar)

void	SetFCNValue (double value)

Private Attributes
std::vector< double >	fGradient

std::vector< double >	fHessian

const ParametricFunction *	fModelFunction = nullptr

unsigned int	fNumberOfParameters

double	fValue

Constructor & Destructor Documentation

◆ FumiliChi2FCN()

ROOT::Minuit2::FumiliChi2FCN::FumiliChi2FCN ( )

inline

Definition at line 56 of file FumiliChi2FCN.h.

56 {}

◆ ~FumiliChi2FCN()

virtual ROOT::Minuit2::FumiliChi2FCN::~FumiliChi2FCN ( )

inlinevirtual

Definition at line 58 of file FumiliChi2FCN.h.

58 {}

Member Function Documentation

◆ Dimension()

virtual unsigned int ROOT::Minuit2::FumiliFCNBase::Dimension ( )

inlinevirtualinherited

return number of function variable (parameters) , i.e. function dimension

Definition at line 132 of file FumiliFCNBase.h.

132 { return fNumberOfParameters; }

ROOT::Minuit2::FumiliFCNBase::fNumberOfParameters

unsigned int fNumberOfParameters

Definition: FumiliFCNBase.h:158

References ROOT::Minuit2::FumiliFCNBase::fNumberOfParameters.

◆ Elements()

virtual std::vector<double> ROOT::Minuit2::FumiliChi2FCN::Elements ( const std::vector< double > & par ) const

pure virtual

Evaluates the model function for the different measurement points and the Parameter values supplied, calculates a figure-of-merit for each measurement and returns a vector containing the result of this evaluation.

Parameters

par	vector of Parameter values to feed to the model function.

Returns: A vector containing the figures-of-merit for the model function evaluated for each set of measurements.

Implemented in ROOT::Minuit2::FumiliStandardChi2FCN.

Referenced by operator()().

◆ ErrorDef()

virtual double ROOT::Minuit2::FCNBase::ErrorDef ( ) const

inlinevirtualinherited

Error definition of the function. MINUIT defines Parameter errors as the change in Parameter Value required to change the function Value by up. Normally, for chisquared fits it is 1, and for negative log likelihood, its Value is 0.5. If the user wants instead the 2-sigma errors for chisquared fits, it becomes 4, as Chi2(x+n*sigma) = Chi2(x) + n*n.

Comment a little bit better with links!!!!!!!!!!!!!!!!!

Definition at line 93 of file FCNBase.h.

93 {return Up();}

ROOT::Minuit2::FCNBase::Up

virtual double Up() const =0

References ROOT::Minuit2::FCNBase::Up().

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◆ EvaluateAll()

virtual void ROOT::Minuit2::FumiliFCNBase::EvaluateAll ( const std::vector< double > & par )

pure virtualinherited

Evaluate function Value, Gradient and Hessian using Fumili approximation, for values of parameters p The resul is cached inside and is return from the FumiliFCNBase::Value , FumiliFCNBase::Gradient and FumiliFCNBase::Hessian methods

Parameters

par	vector of parameters

Implemented in ROOT::Minuit2::FumiliFCNAdapter< Function >, ROOT::Minuit2::FumiliStandardMaximumLikelihoodFCN, and ROOT::Minuit2::FumiliStandardChi2FCN.

◆ GetMeasurement()

virtual const std::vector<double>& ROOT::Minuit2::FumiliChi2FCN::GetMeasurement ( int Index ) const

pure virtual

Accessor to the parameters of a given measurement. For example in the case of a chi-square fit with a one-dimensional Gaussian, the Parameter characterizing the measurement will be the position. It is the Parameter that is feeded to the model function.

Parameters

Index Index of the measueremnt the parameters of which to return

Returns: A reference to a vector containing the values characterizing a measurement

Implemented in ROOT::Minuit2::FumiliStandardChi2FCN.

◆ GetNumberOfMeasurements()

virtual int ROOT::Minuit2::FumiliChi2FCN::GetNumberOfMeasurements ( ) const

pure virtual

Accessor to the number of measurements used for calculating the present figure of merit.

Returns: the number of measurements

Implemented in ROOT::Minuit2::FumiliStandardChi2FCN.

◆ Gradient() [1/2]

std::vector<double>& ROOT::Minuit2::FumiliFCNBase::Gradient ( )

inlineprotectedinherited

Definition at line 149 of file FumiliFCNBase.h.

149 { return fGradient; }

ROOT::Minuit2::FumiliFCNBase::fGradient

std::vector< double > fGradient

Definition: FumiliFCNBase.h:160

References ROOT::Minuit2::FumiliFCNBase::fGradient.

◆ Gradient() [2/2]

virtual const std::vector<double>& ROOT::Minuit2::FumiliFCNBase::Gradient ( ) const

inlinevirtualinherited

Return cached Value of function Gradient estimated previously using the FumiliFCNBase::EvaluateAll method

Definition at line 112 of file FumiliFCNBase.h.

112 { return fGradient; }

References ROOT::Minuit2::FumiliFCNBase::fGradient.

◆ Hessian() [1/2]

std::vector<double>& ROOT::Minuit2::FumiliFCNBase::Hessian ( )

inlineprotectedinherited

Definition at line 151 of file FumiliFCNBase.h.

151 { return fHessian; }

ROOT::Minuit2::FumiliFCNBase::fHessian

std::vector< double > fHessian

Definition: FumiliFCNBase.h:161

References ROOT::Minuit2::FumiliFCNBase::fHessian.

◆ Hessian() [2/2]

virtual double ROOT::Minuit2::FumiliFCNBase::Hessian	(	unsigned int	row,
		unsigned int	col
	)		const

inlinevirtualinherited

Return Value of the i-th j-th element of the Hessian matrix estimated previously using the FumiliFCNBase::EvaluateAll method

Parameters

row	row Index of the matrix
col	col Index of the matrix

Definition at line 120 of file FumiliFCNBase.h.

                                                                     {
       assert( row < fGradient.size() && col < fGradient.size() );
       if(row > col)
          return fHessian[col+row*(row+1)/2];
       else
          return fHessian[row+col*(col+1)/2];
    }

References ROOT::Minuit2::FumiliFCNBase::fGradient, and ROOT::Minuit2::FumiliFCNBase::fHessian.

◆ InitAndReset()

virtual void ROOT::Minuit2::FumiliFCNBase::InitAndReset ( unsigned int npar )

inlineprotectedvirtualinherited

initialize and reset values of gradien and Hessian

Definition at line 140 of file FumiliFCNBase.h.

                                                 {
       fNumberOfParameters = npar;
       fGradient = std::vector<double>(npar);
       fHessian = std::vector<double>(static_cast<int>( 0.5*npar*(npar+1) ));
    }

References ROOT::Minuit2::FumiliFCNBase::fGradient, ROOT::Minuit2::FumiliFCNBase::fHessian, and ROOT::Minuit2::FumiliFCNBase::fNumberOfParameters.

◆ ModelFunction()

const ParametricFunction* ROOT::Minuit2::FumiliChi2FCN::ModelFunction ( ) const

inline

Returns the model function used for the data.

Returns: Returns a pointer to the model function.

Definition at line 81 of file FumiliChi2FCN.h.

81 { return fModelFunction; }

ROOT::Minuit2::FumiliChi2FCN::fModelFunction

const ParametricFunction * fModelFunction

Definition: FumiliChi2FCN.h:171

References fModelFunction.

◆ operator()()

double ROOT::Minuit2::FumiliChi2FCN::operator() ( const std::vector< double > & par ) const

inlinevirtual

Calculates the sum of Elements squared, ie the chi-square. The user must implement in a class which inherits from FumiliChi2FCN the member function Elements() which will supply the Elements for the sum.

Parameters

par	vector containing the Parameter values for the model function

Returns: The sum of Elements squared

See also: FumiliFCNBase::elements

Implements ROOT::Minuit2::FCNBase.

Definition at line 146 of file FumiliChi2FCN.h.

                                                         {
  
     double chiSquare = 0.0;
     std::vector<double> vecElements =  Elements(par);
     unsigned int vecElementsSize = vecElements.size();
  
     for (unsigned int i = 0; i < vecElementsSize; ++i)
       chiSquare += vecElements[i]*vecElements[i];
  
     return chiSquare;
   }

References Elements().

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◆ SetErrorDef()

virtual void ROOT::Minuit2::FCNBase::SetErrorDef ( double )

inlinevirtualinherited

add interface to set dynamically a new error definition Re-implement this function if needed.

Reimplemented in ROOT::Minuit2::FumiliFCNAdapter< Function >, and ROOT::Minuit2::FCNAdapter< Function >.

Definition at line 114 of file FCNBase.h.

114 {};

◆ SetFCNValue()

void ROOT::Minuit2::FumiliFCNBase::SetFCNValue ( double value )

inlineprotectedinherited

Definition at line 147 of file FumiliFCNBase.h.

147 { fValue = value; }

ROOT::Minuit2::FumiliFCNBase::fValue

double fValue

Definition: FumiliFCNBase.h:159

References ROOT::Minuit2::FumiliFCNBase::fValue.

◆ SetModelFunction()

void ROOT::Minuit2::FumiliChi2FCN::SetModelFunction ( const ParametricFunction & modelFCN )

inline

Sets the model function for the data (for example gaussian+linear for a peak)

Parameters

modelFunction a reference to the model function.

Definition at line 69 of file FumiliChi2FCN.h.

69 { fModelFunction = &modelFCN; }

References fModelFunction.

Referenced by ROOT::Minuit2::FumiliStandardChi2FCN::FumiliStandardChi2FCN().

◆ Up()

virtual double ROOT::Minuit2::FumiliChi2FCN::Up ( ) const

inlinevirtual

!!!!!!!!!!!! to be commented

Implements ROOT::Minuit2::FCNBase.

Definition at line 166 of file FumiliChi2FCN.h.

166 { return 1.0; }

◆ Value()

virtual double ROOT::Minuit2::FumiliFCNBase::Value ( ) const

inlinevirtualinherited

Return cached Value of objective function estimated previously using the FumiliFCNBase::EvaluateAll method

Definition at line 106 of file FumiliFCNBase.h.

106 { return fValue; }

References ROOT::Minuit2::FumiliFCNBase::fValue.

Member Data Documentation

◆ fGradient

std::vector<double> ROOT::Minuit2::FumiliFCNBase::fGradient

privateinherited

Definition at line 160 of file FumiliFCNBase.h.

Referenced by ROOT::Minuit2::FumiliFCNBase::Gradient(), ROOT::Minuit2::FumiliFCNBase::Hessian(), and ROOT::Minuit2::FumiliFCNBase::InitAndReset().

◆ fHessian

std::vector<double> ROOT::Minuit2::FumiliFCNBase::fHessian

privateinherited

Definition at line 161 of file FumiliFCNBase.h.

Referenced by ROOT::Minuit2::FumiliFCNBase::Hessian(), and ROOT::Minuit2::FumiliFCNBase::InitAndReset().

◆ fModelFunction

const ParametricFunction* ROOT::Minuit2::FumiliChi2FCN::fModelFunction = nullptr

private

Definition at line 171 of file FumiliChi2FCN.h.

Referenced by ModelFunction(), and SetModelFunction().

◆ fNumberOfParameters

unsigned int ROOT::Minuit2::FumiliFCNBase::fNumberOfParameters

privateinherited

Definition at line 158 of file FumiliFCNBase.h.

Referenced by ROOT::Minuit2::FumiliFCNBase::Dimension(), and ROOT::Minuit2::FumiliFCNBase::InitAndReset().

◆ fValue

double ROOT::Minuit2::FumiliFCNBase::fValue

privateinherited

Definition at line 159 of file FumiliFCNBase.h.

Referenced by ROOT::Minuit2::FumiliFCNBase::SetFCNValue(), and ROOT::Minuit2::FumiliFCNBase::Value().

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

/home/build/builds/o5h8MZZm/0/mlz/bornagain/Fit/3rdparty/RootMinimizers/Minuit2/FumiliChi2FCN.h

Description

Public Member Functions

Protected Member Functions

Private Attributes

Constructor & Destructor Documentation

◆ FumiliChi2FCN()

◆ ~FumiliChi2FCN()

Member Function Documentation

◆ Dimension()

◆ Elements()

◆ ErrorDef()

◆ EvaluateAll()

◆ GetMeasurement()

◆ GetNumberOfMeasurements()

◆ Gradient() [1/2]

◆ Gradient() [2/2]

◆ Hessian() [1/2]

◆ Hessian() [2/2]

◆ InitAndReset()

◆ ModelFunction()

◆ operator()()

◆ SetErrorDef()

◆ SetFCNValue()

◆ SetModelFunction()

◆ Up()

◆ Value()

Member Data Documentation

◆ fGradient

◆ fHessian

◆ fModelFunction

◆ fNumberOfParameters

◆ fValue