ErrorMatrixPropagator.cc

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/* From SimpleFits Package
 * Designed an written by
 * author: Ian M. Nugent
 * Humboldt Foundations
 */
#include "RecoTauTag/ImpactParameter/interface/ErrorMatrixPropagator.h"
#include <cmath>
#include <iostream>
 
using namespace tauImpactParameter;
 
TMatrixTSym<double> ErrorMatrixPropagator::propagateError(std::function<TVectorT<double>(const TVectorT<double>&)> f,
                                                          const TVectorT<double>& inPar,
                                                          TMatrixTSym<double>& inCov,
                                                          double epsilon,
                                                          double errorEpsilonRatio) {
  TVectorT<double> v = f(inPar);
  TMatrixT<double> Jacobian(inPar.GetNrows(), v.GetNrows());
  for (int i = 0; i < inPar.GetNrows(); i++) {
    TVectorT<double> ParPlusEpsilon = inPar;
    double error = sqrt(fabs(inCov(i, i)));
    double delta = epsilon;
    if (delta * errorEpsilonRatio < error)
      delta = error / errorEpsilonRatio;
    ParPlusEpsilon(i) += delta;
    TVectorT<double> vp = f(ParPlusEpsilon);
    for (int j = 0; j < v.GetNrows(); j++) {
      Jacobian(i, j) = (vp(j) - v(j)) / delta;
    }  // Newtons approx.
  }
  TMatrixTSym<double> newCov = inCov.SimilarityT(Jacobian);
  return newCov;
}