Chisq_Constrainer.h

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//
//
// File: hitfit/Chisq_Constrainer.h
// Purpose: Minimize a chisq subject to a set of constraints.
//          Based on the SQUAW algorithm.
// Created: Jul, 2000, sss, based on run 1 mass analysis code.
//
// For full details on the algorithm, see
//
//    @phdthesis{sssthesis,
//      author =       "Scott Snyder",
//      school =       "State University of New York at Stony Brook",
//      month =        may,
//      year =         "1995 (unpublished)"}
//    @comment{  note =         "available from {\tt http://www-d0.fnal.gov/publications\_talks/thesis/ snyder/thesis-ps.html}"
//    }
//
// CMSSW File      : interface/Chisq_Constrainer.h
// Original Author : Scott Stuart Snyder <snyder@bnl.gov> for D0
// Imported to CMSSW by Haryo Sumowidagdo <Suharyo.Sumowidagdo@cern.ch>

#ifndef HITFIT_CHISQ_CONSTRAINER_H
#define HITFIT_CHISQ_CONSTRAINER_H

#include "TopQuarkAnalysis/TopHitFit/interface/Base_Constrainer.h"
#include "TopQuarkAnalysis/TopHitFit/interface/matutil.h"
#include <iosfwd>

namespace hitfit {

  class Defaults;

  class Chisq_Constrainer_Args
  //
  // Purpose: Hold on to parameters for the Chisq_Constrainer class.
  //
  // Parameters controlling the operation of the fitter:
  //   bool printfit      - If true, print a trace of the fit to cout.
  //   bool use_G         - If true, check the chisq formula by computing
  //                        chisq directly from G.  This requires that G_i
  //                        be invertable.
  //
  // Parameters affecting the fit:
  //   float constraint_sum_eps - Convergence threshold for sum of constraints.
  //   float chisq_diff_eps - onvergence threshold for change in chisq.
  //   int maxit          - Maximum number of iterations permitted.
  //   int max_cut        - Maximum number of cut steps permitted.
  //   float cutsize      - Fraction by which to cut steps.
  //   float min_tot_cutsize - Smallest fractional cut step permitted.
  //
  // Parameters affecting testing modes:
  //   float chisq_test_eps - When use_G is true, the maximum relative
  //                          difference permitted between the two chisq
  //                          calculations.
  //
  {
  public:
    // Constructor.  Initialize from a Defaults object.

    Chisq_Constrainer_Args(const Defaults& defs);

    // Retrieve parameter values.

    bool printfit() const;

    bool use_G() const;

    double constraint_sum_eps() const;

    double chisq_diff_eps() const;

    unsigned maxit() const;

    unsigned max_cut() const;

    double cutsize() const;

    double min_tot_cutsize() const;

    double chisq_test_eps() const;

    // Arguments for subobjects.

    const Base_Constrainer_Args& base_constrainer_args() const;

  private:
    // Hold on to parameter values.

    bool _printfit;

    bool _use_G;

    double _constraint_sum_eps;

    double _chisq_diff_eps;

    int _maxit;

    int _max_cut;

    double _cutsize;

    double _min_tot_cutsize;

    double _chisq_test_eps;

    const Base_Constrainer_Args _base_constrainer_args;
  };

  //*************************************************************************

  class Chisq_Constrainer
      //
      // Purpose: Minimize a chisq subject to a set of constraints.
      //          Based on the SQUAW algorithm.
      //
      : public Base_Constrainer {
  public:
    // Constructor, destructor.
    // ARGS holds the parameter settings for this instance.

    Chisq_Constrainer(const Chisq_Constrainer_Args& args);

    ~Chisq_Constrainer() override {}

    // Do the fit.
    // Call the number of well-measured variables Nw, the number of
    // poorly-measured variables Np, and the number of constraints Nc.
    // Inputs:
    //   CONSTRAINT_CALCULATOR is the object that will be used to evaluate
    //     the constraints.
    //   XM(Nw) and YM(Np) are the measured values of the well- and
    //     poorly-measured variables, respectively.
    //   X(Nw) and Y(Np) are the starting values for the fit.
    //   G_I(Nw,Nw) is the error matrix for the well-measured variables.
    //   Y(Np,Np) is the inverse error matrix for the poorly-measured variables.
    //
    // Outputs:
    //   X(Nw) and Y(Np) is the point at the minimum.
    //   PULLX(Nw) and PULLY(Np) are the pull quantities.
    //   Q(Nw,Nw), R(Np,Np), and S(Nw,Np) are the final error matrices
    //     between all the variables.
    //
    // The return value is the final chisq.  Returns a value < 0 if the
    // fit failed to converge.

    double fit(Constraint_Calculator& constraint_calculator,
               const Column_Vector& xm,
               Column_Vector& x,
               const Column_Vector& ym,
               Column_Vector& y,
               const Matrix& G_i,
               const Diagonal_Matrix& Y,
               Column_Vector& pullx,
               Column_Vector& pully,
               Matrix& Q,
               Matrix& R,
               Matrix& S) override;

    // Print out any internal state to S.
    std::ostream& print(std::ostream& s) const override;

  private:
    // Parameter settings.
    const Chisq_Constrainer_Args _args;
  };

}  // namespace hitfit

#endif  // not HITFIT_CHISQ_CONSTRAINER_H