BornAgain
1.19.79
Open-source research software to simulate and fit neutron and x-ray reflectometry and grazing-incidence small-angle scattering
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Minuit2Minimizer class implementing the ROOT::Math::Minimizer interface for Minuit2 minimization algorithm. In ROOT it can be instantiated using the plug-in manager (plug-in "Minuit2") Using a string (used by the plugin manager) or via an enumeration an one can set all the possible minimization algorithms (Migrad, Simplex, Combined, Scan and Fumili).
Refer to the guide for an introduction how Minuit works.
Definition at line 58 of file Minuit2Minimizer.h.
Public Member Functions | |
Minuit2Minimizer (const char *type) | |
Minuit2Minimizer (ROOT::Minuit2::EMinimizerType type=ROOT::Minuit2::kMigrad) | |
virtual | ~Minuit2Minimizer () |
virtual void | Clear () |
reset for consecutive minimizations - implement if needed More... | |
virtual bool | Contour (unsigned int i, unsigned int j, unsigned int &npoints, double *xi, double *xj) |
virtual double | Correlation (unsigned int i, unsigned int j) const |
virtual double | CovMatrix (unsigned int i, unsigned int j) const |
virtual int | CovMatrixStatus () const |
virtual double | Edm () const |
return expected distance reached from the minimum 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 *cov) const |
virtual bool | GetHessianMatrix (double *h) const |
virtual bool | GetMinosError (unsigned int i, double &errLow, double &errUp, int=0) |
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 i) 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 () |
virtual double | MinValue () const |
return minimum function value More... | |
virtual unsigned int | NCalls () const |
number of function calls to reach the minimum More... | |
virtual unsigned int | NDim () const |
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 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; 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 i, 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 | SetStorageLevel (int level) |
set storage level = 1 : store all iteration states (default) = 0 : store only first and last state to save memory More... | |
void | SetStrategy (int strategyLevel) |
set the strategy More... | |
void | SetTolerance (double tol) |
set the tolerance More... | |
void | SetTraceObject (MnTraceObject &obj) |
set an object to trace operation for each iteration The object muust implement operator() (unsigned int, MinimumState & state) 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 variable More... | |
virtual bool | SetVariableValues (const double *val) |
set the values of all existing variables (array must be dimensioned to the size of the existing parameters) More... | |
const ROOT::Minuit2::MnUserParameterState & | State () |
return the minimizer state (containing values, step size , etc..) 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) More... | |
virtual const double * | X () const |
return pointer to X values at the minimum More... | |
Protected Member Functions | |
bool | ExamineMinimum (const ROOT::Minuit2::FunctionMinimum &min) |
examine the minimum result More... | |
virtual const ROOT::Minuit2::FCNBase * | GetFCN () const |
virtual const ROOT::Minuit2::ModularFunctionMinimizer * | GetMinimizer () const |
virtual void | SetMinimizer (ROOT::Minuit2::ModularFunctionMinimizer *m) |
void | SetMinimizerType (ROOT::Minuit2::EMinimizerType type) |
Protected Attributes | |
MinimizerOptions | fOptions |
int | fStatus |
bool | fValidError |
Private Member Functions | |
Minuit2Minimizer (const Minuit2Minimizer &) | |
Minuit2Minimizer & | operator= (const Minuit2Minimizer &rhs) |
Private Attributes | |
unsigned int | fDim |
std::vector< double > | fErrors |
ROOT::Minuit2::ModularFunctionMinimizer * | fMinimizer |
ROOT::Minuit2::FunctionMinimum * | fMinimum |
ROOT::Minuit2::FCNBase * | fMinuitFCN |
ROOT::Minuit2::MnUserParameterState | fState |
bool | fUseFumili |
std::vector< double > | fValues |
ROOT::Minuit2::Minuit2Minimizer::Minuit2Minimizer | ( | ROOT::Minuit2::EMinimizerType | type = ROOT::Minuit2::kMigrad | ) |
Default constructor
ROOT::Minuit2::Minuit2Minimizer::Minuit2Minimizer | ( | const char * | type | ) |
Constructor with a char (used by PM)
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Destructor (no operations)
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Copy constructor
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reset for consecutive minimizations - implement if needed
Reimplemented from ROOT::Math::Minimizer.
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find the contour points (xi,xj) of the function for parameter i and j around the minimum The contour will be find for value of the function = Min + ErrorUp();
Reimplemented from ROOT::Math::Minimizer.
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return correlation coefficient between variable i and j. If the variable is fixed or const the return value is zero
Reimplemented from ROOT::Math::Minimizer.
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return covariance matrix elements if the variable is fixed or const the value is zero 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 from ROOT::Math::Minimizer.
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return the status of the covariance matrix status = -1 : not available (inversion failed or Hesse failed) status = 0 : available but not positive defined status = 1 : covariance only approximate status = 2 : full matrix but forced pos def status = 3 : full accurate matrix
Reimplemented from ROOT::Math::Minimizer.
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return expected distance reached from the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 157 of file Minuit2Minimizer.h.
References ROOT::Minuit2::MnUserParameterState::Edm(), and fState.
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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.
References ROOT::Math::MinimizerOptions::ErrorDef(), and ROOT::Math::Minimizer::fOptions.
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return errors at the minimum
Reimplemented from ROOT::Math::Minimizer.
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examine the minimum result
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fix an existing variable
Reimplemented from ROOT::Math::Minimizer.
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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 from ROOT::Math::Minimizer.
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Definition at line 303 of file Minuit2Minimizer.h.
References fMinuitFCN.
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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 from ROOT::Math::Minimizer.
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Definition at line 297 of file Minuit2Minimizer.h.
References fMinimizer.
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get the minos error for parameter i, return false if Minos failed A minimizaiton must be performed befre, return false if no minimization has been done In case of Minos failed the status error is updated as following status += 10 * minosStatus where the minos status is: status = 1 : maximum number of function calls exceeded when running for lower error status = 2 : maximum number of function calls exceeded when running for upper error status = 3 : new minimum found when running for lower error status = 4 : new minimum found when running for upper error status = 5 : any other failure
Reimplemented from ROOT::Math::Minimizer.
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get variable settings in a variable object (like ROOT::Fit::ParamsSettings)
Reimplemented from ROOT::Math::Minimizer.
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get global correlation coefficient for the variable i. This is a number between zero and one which gives the correlation between the i-th variable and that linear combination of all other variables which is most strongly correlated with i. If the variable is fixed or const the return value is zero
Reimplemented from ROOT::Math::Minimizer.
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perform a full calculation of the Hessian matrix for error calculation If a valid minimum exists the calculation is done on the minimum point otherwise is performed in the current set values of parameters Status code of minimizer is updated according to the following convention (in case Hesse failed) status += 100*hesseStatus where hesse status is: status = 1 : hesse failed status = 2 : matrix inversion failed status = 3 : matrix is not pos defined
Reimplemented from ROOT::Math::Minimizer.
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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.
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return true if Minimizer has performed a detailed error validation (e.g. run Hesse for Minuit)
Definition at line 437 of file Minimizer.h.
References ROOT::Math::Minimizer::fValidError.
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max number of function calls
Definition at line 414 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::MaxFunctionCalls().
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max iterations
Definition at line 417 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::MaxIterations().
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return pointer to gradient values at the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 163 of file Minuit2Minimizer.h.
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method to perform the minimization. Return false in case the minimization did not converge. In this case a status code different than zero is set (retrieved by the derived method Minimizer::Status() )"
status = 1 : Covariance was made pos defined status = 2 : Hesse is invalid status = 3 : Edm is above max status = 4 : Reached call limit status = 5 : Any other failure
Implements ROOT::Math::Minimizer.
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return minimum function value
Implements ROOT::Math::Minimizer.
Definition at line 154 of file Minuit2Minimizer.h.
References fState, and ROOT::Minuit2::MnUserParameterState::Fval().
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number of function calls to reach the minimum
Reimplemented from ROOT::Math::Minimizer.
Definition at line 166 of file Minuit2Minimizer.h.
References fState, and ROOT::Minuit2::MnUserParameterState::NFcn().
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this is <= Function().NDim() which is the total number of variables (free+ constrained ones)
Implements ROOT::Math::Minimizer.
Definition at line 170 of file Minuit2Minimizer.h.
References fDim.
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number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total
Reimplemented from ROOT::Math::Minimizer.
Definition at line 174 of file Minuit2Minimizer.h.
References fState, and ROOT::Minuit2::MnUserParameterState::VariableParameters().
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number of iterations to reach the minimum
Definition at line 263 of file Minimizer.h.
References ROOT::Math::Minimizer::NCalls().
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Assignment operator
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retrieve the minimizer options (implement derived class if needed)
Reimplemented in ROOT::Math::GeneticMinimizer.
Definition at line 440 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions.
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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.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::Precision().
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set print level
minimizer configuration parameters
Definition at line 411 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::PrintLevel().
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return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;
print result of minimization
Reimplemented from ROOT::Math::Minimizer.
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minimizer provides error and error matrix
Reimplemented from ROOT::Math::Minimizer.
Definition at line 177 of file Minuit2Minimizer.h.
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release an existing variable
Reimplemented from ROOT::Math::Minimizer.
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scan a parameter i around the minimum. A minimization must have been done before, return false if it is not the case
Reimplemented from ROOT::Math::Minimizer.
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reset the defaut options (defined in MinimizerOptions)
Definition at line 475 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::ResetToDefaultOptions().
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set scale for calculating the errors
Definition at line 464 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetErrorDef().
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set fixed variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
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set the function to minimize
Implements ROOT::Math::Minimizer.
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set gradient the function to minimize
Reimplemented from ROOT::Math::Minimizer.
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set upper/lower limited variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
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set lower limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
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set maximum of function calls
Definition at line 448 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetMaxFunctionCalls().
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set maximum iterations (one iteration can have many function calls)
Definition at line 451 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetMaxIterations().
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set all options in one go
Definition at line 470 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions.
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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.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetPrecision().
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set print level
Definition at line 445 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetPrintLevel().
void ROOT::Minuit2::Minuit2Minimizer::SetStorageLevel | ( | int | level | ) |
set storage level = 1 : store all iteration states (default) = 0 : store only first and last state to save memory
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set the strategy
Definition at line 461 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetStrategy().
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set the tolerance
Definition at line 454 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::SetTolerance().
void ROOT::Minuit2::Minuit2Minimizer::SetTraceObject | ( | MnTraceObject & | obj | ) |
set an object to trace operation for each iteration The object muust implement operator() (unsigned int, MinimumState & state)
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set upper limit variable (override if minimizer supports them )
Reimplemented from ROOT::Math::Minimizer.
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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.
References ROOT::Math::Minimizer::fValidError.
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set free variable
Implements ROOT::Math::Minimizer.
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set the initial range of an existing variable
Definition at line 240 of file Minimizer.h.
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set the limits of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
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set the lower-limit of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
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add variables . Return number of variables successfully added
Definition at line 131 of file Minimizer.h.
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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set the step size of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
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set the upper-limit of an already existing variable
Reimplemented from ROOT::Math::Minimizer.
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set variable
Reimplemented from ROOT::Math::Minimizer.
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set the values of all existing variables (array must be dimensioned to the size of the existing parameters)
Reimplemented from ROOT::Math::Minimizer.
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return the minimizer state (containing values, step size , etc..)
Definition at line 291 of file Minuit2Minimizer.h.
References fState.
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status code of minimizer
Definition at line 430 of file Minimizer.h.
References ROOT::Math::Minimizer::fStatus.
Referenced by GeneticMinimizer::statusToString(), and Minuit2Minimizer::statusToString().
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strategy
Definition at line 427 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::Strategy().
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absolute tolerance
Definition at line 420 of file Minimizer.h.
References ROOT::Math::Minimizer::fOptions, and ROOT::Math::MinimizerOptions::Tolerance().
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get index of variable given a variable given a name return -1 if variable is not found
Reimplemented from ROOT::Math::Minimizer.
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get name of variables (override if minimizer support storing of variable names)
Reimplemented from ROOT::Math::Minimizer.
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return pointer to X values at the minimum
Implements ROOT::Math::Minimizer.
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Definition at line 310 of file Minuit2Minimizer.h.
Referenced by NDim().
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Definition at line 319 of file Minuit2Minimizer.h.
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Definition at line 315 of file Minuit2Minimizer.h.
Referenced by GetMinimizer(), and SetMinimizer().
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Definition at line 317 of file Minuit2Minimizer.h.
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Definition at line 316 of file Minuit2Minimizer.h.
Referenced by GetFCN().
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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().
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Definition at line 313 of file Minuit2Minimizer.h.
Referenced by Edm(), MinValue(), NCalls(), NFree(), and State().
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Definition at line 490 of file Minimizer.h.
Referenced by ROOT::Math::Minimizer::Status().
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Definition at line 311 of file Minuit2Minimizer.h.
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Definition at line 488 of file Minimizer.h.
Referenced by ROOT::Math::Minimizer::IsValidError(), and ROOT::Math::Minimizer::SetValidError().
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Definition at line 318 of file Minuit2Minimizer.h.