ROOT::Minuit2::FumiliFCNAdapter< Function > Class Template Reference

Description

template<class Function>
class ROOT::Minuit2::FumiliFCNAdapter< Function >

template wrapped class for adapting to FumiliFCNBase signature

Author

Lorenzo Moneta

Definition at line 41 of file FumiliFCNAdapter.h.

Inheritance diagram for ROOT::Minuit2::FumiliFCNAdapter< Function >:

Collaboration diagram for ROOT::Minuit2::FumiliFCNAdapter< Function >:

Public Types
typedef Function::Type_t	Type_t

Public Member Functions
	FumiliFCNAdapter (const Function &f, unsigned int ndim, double up=1.)
	~FumiliFCNAdapter ()
virtual unsigned int	Dimension ()
virtual double	ErrorDef () const
void	EvaluateAll (const std::vector< double > &v)
virtual const std::vector< double > &	Gradient () const
virtual double	Hessian (unsigned int row, unsigned int col) const
double	operator() (const double *v) const
double	operator() (const std::vector< double > &v) const
void	SetErrorDef (double up)
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
const Function &	fFunc
std::vector< double >	fGradient
std::vector< double >	fHessian
unsigned int	fNumberOfParameters
double	fUp
double	fValue

Member Typedef Documentation

Type_t

template<class Function >

typedef Function::Type_t ROOT::Minuit2::FumiliFCNAdapter< Function >::Type_t

Definition at line 46 of file FumiliFCNAdapter.h.

Constructor & Destructor Documentation

FumiliFCNAdapter()

template<class Function >

ROOT::Minuit2::FumiliFCNAdapter< Function >::FumiliFCNAdapter ( const Function &  f, unsigned int  ndim, double  up = 1.  )

inline

Definition at line 48 of file FumiliFCNAdapter.h.

                                                                           :
      FumiliFCNBase( ndim ),
      fFunc(f) ,
      fUp (up)
   {}

~FumiliFCNAdapter()

template<class Function >

ROOT::Minuit2::FumiliFCNAdapter< Function >::~FumiliFCNAdapter ( )

inline

Definition at line 54 of file FumiliFCNAdapter.h.

{}

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.

{ return fNumberOfParameters; }

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

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.

{return Up();}

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

Here is the call graph for this function:

EvaluateAll()

template<class Function >

void ROOT::Minuit2::FumiliFCNAdapter< Function >::EvaluateAll ( const std::vector< double > &  v )

virtual

evaluate gradient hessian and function value needed by fumili

Implements ROOT::Minuit2::FumiliFCNBase.

Definition at line 89 of file FumiliFCNAdapter.h.

                                                                         {
 
   //typedef FumiliFCNAdapter::Function Function;
 
   //evaluate all elements
   unsigned int npar = Dimension();
   if (npar != v.size() ) std::cout << "npar = " << npar << "  " << v.size() << std::endl;
   assert(npar == v.size());
   //must distinguish case of likelihood or LS
 
   std::vector<double> & grad = Gradient();
   std::vector<double> & hess = Hessian();
   // reset
   assert(grad.size() == npar);
   grad.assign( npar, 0.0);
   hess.assign( hess.size(), 0.0);
 
   double sum = 0;
   unsigned int ndata = fFunc.NPoints();
 
   std::vector<double> gf(npar);
 
   //loop on the data points
 
 
   // assume for now least-square
   if (fFunc.Type() == Function::kLeastSquare) {
 
      for (unsigned int i = 0; i < ndata; ++i) {
         // calculate data element and gradient
         double fval = fFunc.DataElement(&v.front(), i, &gf[0]);
 
         // t.b.d should protect for bad  values of fval
         sum += fval*fval;
 
         for (unsigned int j = 0; j < npar; ++j) {
            grad[j] += 2. * fval * gf[j];
            for (unsigned int k = j; k < npar; ++ k) {
               int idx =  j + k*(k+1)/2;
               hess[idx] += 2.0 * gf[j] * gf[k];
            }
         }
      }
   }
   else if (fFunc.Type() == Function::kLogLikelihood) {
 
 
      for (unsigned int i = 0; i < ndata; ++i) {
 
         // calculate data element and gradient
         // return value is log of pdf and derivative of the log(Pdf)
         double fval = fFunc.DataElement(&v.front(), i, &gf[0]);
 
         sum -= fval;
 
         for (unsigned int j = 0; j < npar; ++j) {
            double gfj = gf[j] ;
            grad[j] -= gfj;
            for (unsigned int k = j; k < npar; ++ k) {
               int idx =  j + k*(k+1)/2;
               hess[idx] +=  gfj * gf[k] ;
            }
         }
      }
   }
   else {
      MN_ERROR_MSG("FumiliFCNAdapter: type of fit method is not supported, it must be chi2 or log-likelihood");
   }
}

References MN_ERROR_MSG.

Gradient() [1/2]

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

inlineprotectedinherited

Definition at line 149 of file FumiliFCNBase.h.

{ return fGradient; }

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.

{ 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.

{ return fHessian; }

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.

operator()() [1/2]

template<class Function >

double ROOT::Minuit2::FumiliFCNAdapter< Function >::operator() ( const double *  v ) const

inline

Definition at line 60 of file FumiliFCNAdapter.h.

                                              {
      return fFunc.operator()(v);
   }

References ROOT::Minuit2::FumiliFCNAdapter< Function >::fFunc.

operator()() [2/2]

template<class Function >

double ROOT::Minuit2::FumiliFCNAdapter< Function >::operator() ( const std::vector< double > &  x ) const

inlinevirtual

The meaning of the vector of parameters is of course defined by the user, who uses the values of those parameters to calculate their function Value. The order and the position of these parameters is strictly the one specified by the user when supplying the starting values for minimization. The starting values must be specified by the user, either via an std::vector<double> or the MnUserParameters supplied as input to the MINUIT minimizers such as VariableMetricMinimizer or MnMigrad. Later values are determined by MINUIT as it searches for the Minimum or performs whatever analysis is requested by the user.

Parameters

par	function parameters as defined by the user.

Returns

the Value of the function.

See also

MnUserParameters

VariableMetricMinimizer

MnMigrad

Implements ROOT::Minuit2::FCNBase.

Definition at line 57 of file FumiliFCNAdapter.h.

                                                       {
      return fFunc.operator()(&v[0]);
   }

References ROOT::Minuit2::FumiliFCNAdapter< Function >::fFunc.

SetErrorDef()

template<class Function >

void ROOT::Minuit2::FumiliFCNAdapter< Function >::SetErrorDef ( double  )

inlinevirtual

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

Reimplemented from ROOT::Minuit2::FCNBase.

Definition at line 65 of file FumiliFCNAdapter.h.

{ fUp = up; }

References ROOT::Minuit2::FumiliFCNAdapter< Function >::fUp.

SetFCNValue()

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

inlineprotectedinherited

Definition at line 147 of file FumiliFCNBase.h.

{ fValue = value; }

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

Up()

template<class Function >

double ROOT::Minuit2::FumiliFCNAdapter< Function >::Up ( ) const

inlinevirtual

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.

Todo:

Comment a little bit better with links!!!!!!!!!!!!!!!!! Idem for ErrorDef()

Implements ROOT::Minuit2::FCNBase.

Definition at line 63 of file FumiliFCNAdapter.h.

{return fUp;}

References ROOT::Minuit2::FumiliFCNAdapter< Function >::fUp.

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.

{ return fValue; }

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

Member Data Documentation

fFunc

template<class Function >

const Function& ROOT::Minuit2::FumiliFCNAdapter< Function >::fFunc

private

Definition at line 83 of file FumiliFCNAdapter.h.

Referenced by ROOT::Minuit2::FumiliFCNAdapter< Function >::operator()().

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().

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().

fUp

template<class Function >

double ROOT::Minuit2::FumiliFCNAdapter< Function >::fUp

private

Definition at line 84 of file FumiliFCNAdapter.h.

Referenced by ROOT::Minuit2::FumiliFCNAdapter< Function >::SetErrorDef(), and ROOT::Minuit2::FumiliFCNAdapter< Function >::Up().

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().

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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/Minuit2/FumiliFCNAdapter.h