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PSFitter::HybridMinimizer Class Reference

#include <HybridMinimizer.h>

Inheritance diagram for PSFitter::HybridMinimizer:

Public Types

enum  EMinimizerType {
  kMigrad, kSimplex, kCombined, kScan,
  kFumili
}
 

Public Member Functions

void Clear () override
 
bool Contour (unsigned int i, unsigned int j, unsigned int &npoints, double *xi, double *xj) override
 
double Correlation (unsigned int i, unsigned int j) const override
 
double CovMatrix (unsigned int i, unsigned int j) const override
 
int CovMatrixStatus () const override
 
double Edm () const override
 return expected distance reached from the minimum More...
 
const double * Errors () const override
 return errors at the minimum More...
 
bool GetCovMatrix (double *cov) const override
 
bool GetHessianMatrix (double *h) const override
 
bool GetMinosError (unsigned int i, double &errLow, double &errUp, int=0) override
 
double GlobalCC (unsigned int i) const override
 
bool Hesse () override
 
 HybridMinimizer (EMinimizerType type=kMigrad)
 
 HybridMinimizer (const char *type)
 
const double * MinGradient () const override
 return pointer to gradient values at the minimum More...
 
bool Minimize () override
 
double MinValue () const override
 return minimum function value More...
 
unsigned int NCalls () const override
 number of function calls to reach the minimum More...
 
unsigned int NDim () const override
 
unsigned int NFree () const override
 
void PrintResults () override
 print result of minimization More...
 
bool ProvidesError () const override
 minimizer provides error and error matrix More...
 
bool Scan (unsigned int i, unsigned int &nstep, double *x, double *y, double xmin=0, double xmax=0) override
 
bool SetFixedVariable (unsigned int, const std::string &, double) override
 set fixed variable (override if minimizer supports them ) More...
 
void SetFunction (const ROOT::Math::IMultiGenFunction &func) override
 set the function to minimize More...
 
void SetFunction (const ROOT::Math::IMultiGradFunction &func) override
 set gradient the function to minimize More...
 
bool SetLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double, double) override
 set upper/lower limited variable (override if minimizer supports them ) More...
 
bool SetLowerLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double lower) override
 set lower limit variable (override if minimizer supports them ) More...
 
void SetMinimizerType (EMinimizerType type)
 
bool SetUpperLimitedVariable (unsigned int ivar, const std::string &name, double val, double step, double upper) override
 set upper limit variable (override if minimizer supports them ) More...
 
bool SetVariable (unsigned int ivar, const std::string &name, double val, double step) override
 set free variable More...
 
bool SetVariableValue (unsigned int ivar, double val) override
 set variable More...
 
bool SetVariableValues (const double *val) override
 
const
ROOT::Minuit2::MnUserParameterState & 
State ()
 return the minimizer state (containing values, step size , etc..) More...
 
int VariableIndex (const std::string &name) const override
 
std::string VariableName (unsigned int ivar) const override
 get name of variables (override if minimizer support storing of variable names) More...
 
const double * X () const override
 return pointer to X values at the minimum More...
 
 ~HybridMinimizer () override
 

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)
 

Private Member Functions

 HybridMinimizer (const HybridMinimizer &)
 
HybridMinimizeroperator= (const HybridMinimizer &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
 

Detailed Description

Definition at line 45 of file HybridMinimizer.h.

Member Enumeration Documentation

Constructor & Destructor Documentation

PSFitter::HybridMinimizer::HybridMinimizer ( EMinimizerType  type = kMigrad)

Default constructor

Definition at line 71 of file HybridMinimizer.cc.

References SetMinimizerType().

72  : Minimizer(), fDim(0), fMinimizer(nullptr), fMinuitFCN(nullptr), fMinimum(nullptr) {
73  // Default constructor implementation depending on minimizer type
75  }
ROOT::Minuit2::FCNBase * fMinuitFCN
ROOT::Minuit2::FunctionMinimum * fMinimum
void SetMinimizerType(EMinimizerType type)
ROOT::Minuit2::ModularFunctionMinimizer * fMinimizer
PSFitter::HybridMinimizer::HybridMinimizer ( const char *  type)

Constructor with a char (used by PM)

Definition at line 77 of file HybridMinimizer.cc.

References kCombined, kFumili, kMigrad, kScan, kSimplex, SetMinimizerType(), AlCaHLTBitMon_QueryRunRegistry::string, and HcalDetIdTransform::transform().

78  : Minimizer(), fDim(0), fMinimizer(nullptr), fMinuitFCN(nullptr), fMinimum(nullptr) {
79  // constructor from a string
80 
81  std::string algoname(type);
82  // tolower() is not an std function (Windows)
83  std::transform(algoname.begin(), algoname.end(), algoname.begin(), (int (*)(int))tolower);
84 
85  EMinimizerType algoType = kMigrad;
86  if (algoname == "simplex")
87  algoType = kSimplex;
88  if (algoname == "minimize")
89  algoType = kCombined;
90  if (algoname == "scan")
91  algoType = kScan;
92  if (algoname == "fumili")
93  algoType = kFumili;
94 
95  SetMinimizerType(algoType);
96  }
ROOT::Minuit2::FCNBase * fMinuitFCN
ROOT::Minuit2::FunctionMinimum * fMinimum
void SetMinimizerType(EMinimizerType type)
ROOT::Minuit2::ModularFunctionMinimizer * fMinimizer
unsigned transform(const HcalDetId &id, unsigned transformCode)
PSFitter::HybridMinimizer::~HybridMinimizer ( )
override

Destructor (no operations)

Definition at line 130 of file HybridMinimizer.cc.

References fMinimizer, fMinimum, and fMinuitFCN.

130  {
131  // Destructor implementation.
132  if (fMinimizer)
133  delete fMinimizer;
134  if (fMinuitFCN)
135  delete fMinuitFCN;
136  if (fMinimum)
137  delete fMinimum;
138  }
ROOT::Minuit2::FCNBase * fMinuitFCN
ROOT::Minuit2::FunctionMinimum * fMinimum
ROOT::Minuit2::ModularFunctionMinimizer * fMinimizer
PSFitter::HybridMinimizer::HybridMinimizer ( const HybridMinimizer )
private

Copy constructor

Definition at line 140 of file HybridMinimizer.cc.

140  : ROOT::Math::Minimizer() {
141  // Implementation of copy constructor.
142  }

Member Function Documentation

void PSFitter::HybridMinimizer::Clear ( )
override

Definition at line 151 of file HybridMinimizer.cc.

References fMinimum, and fState.

Referenced by PulseShapeFitOOTPileupCorrection::fit().

151  {
152  // delete the state in case of consecutive minimizations
153  fState = MnUserParameterState();
154  // clear also the function minimum
155  if (fMinimum)
156  delete fMinimum;
157  fMinimum = nullptr;
158  }
ROOT::Minuit2::MnUserParameterState fState
ROOT::Minuit2::FunctionMinimum * fMinimum
bool PSFitter::HybridMinimizer::Contour ( unsigned int  i,
unsigned int  j,
unsigned int &  npoints,
double *  xi,
double *  xj 
)
override

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();

Definition at line 858 of file HybridMinimizer.cc.

References cms::cuda::assert(), fMinimum, fMinuitFCN, fState, mps_fire::i, npoints, PSFitter::RestoreGlobalPrintLevel(), mps_fire::result, and PSFitter::TurnOffPrintInfoLevel().

858  {
859  // contour plot for parameter i and j
860  // need a valid FunctionMinimum otherwise exits
861  if (fMinimum == nullptr) {
862  edm::LogError("HybridMinimizer::Contour") << " no function minimum existing. Must minimize function before";
863  return false;
864  }
865 
866  if (!fMinimum->IsValid()) {
867  edm::LogError("HybridMinimizer::Contour") << "Invalid function minimum";
868  return false;
869  }
871 
872  fMinuitFCN->SetErrorDef(ErrorDef());
873  // if error def has been changed update it in FunctionMinimum
874  if (ErrorDef() != fMinimum->Up())
875  fMinimum->SetErrorDef(ErrorDef());
876 
877  // switch off Minuit2 printing (for level of 0,1)
878  int prev_level = (PrintLevel() <= 1) ? TurnOffPrintInfoLevel() : -2;
879 
880  //MnPrint::SetLevel(PrintLevel());
881 
882  // set the precision if needed
883  if (Precision() > 0)
884  fState.SetPrecision(Precision());
885 
886  // eventually one should specify tolerance in contours
887  MnContours contour(*fMinuitFCN, *fMinimum, Strategy());
888 
889  if (prev_level > -2)
890  RestoreGlobalPrintLevel(prev_level);
891 
892  std::vector<std::pair<double, double> > result = contour(ipar, jpar, npoints);
893  if (result.size() != npoints) {
894  edm::LogError("HybridMinimizer::Contour") << " Invalid result from MnContours";
895  return false;
896  }
897  for (unsigned int i = 0; i < npoints; ++i) {
898  x[i] = result[i].first;
899  y[i] = result[i].second;
900  }
901 
902  return true;
903  }
ROOT::Minuit2::MnUserParameterState fState
ROOT::Minuit2::FCNBase * fMinuitFCN
ROOT::Minuit2::FunctionMinimum * fMinimum
Log< level::Error, false > LogError
assert(be >=bs)
tuple result
Definition: mps_fire.py:311
static const int npoints
int TurnOffPrintInfoLevel()
void RestoreGlobalPrintLevel(int)
double PSFitter::HybridMinimizer::Correlation ( unsigned int  i,
unsigned int  j 
) const
override

return correlation coefficient between variable i and j. If the variable is fixed or const the return value is zero

Definition at line 613 of file HybridMinimizer.cc.

References funct::abs(), fDim, fState, isotrackApplyRegressor::k, cmsLHEtoEOSManager::l, mathSSE::sqrt(), and createJobs::tmp.

613  {
614  // get correlation between parameter i and j
615  if (i >= fDim || i >= fDim)
616  return 0;
617  if (!fState.HasCovariance())
618  return 0; // no info available when minimization has failed
619  if (fState.Parameter(i).IsFixed() || fState.Parameter(i).IsConst())
620  return 0;
621  if (fState.Parameter(j).IsFixed() || fState.Parameter(j).IsConst())
622  return 0;
623  unsigned int k = fState.IntOfExt(i);
624  unsigned int l = fState.IntOfExt(j);
625  double cij = fState.IntCovariance()(k, l);
626  double tmp = std::sqrt(std::abs(fState.IntCovariance()(k, k) * fState.IntCovariance()(l, l)));
627  if (tmp > 0)
628  return cij / tmp;
629  return 0;
630  }
ROOT::Minuit2::MnUserParameterState fState
T sqrt(T t)
Definition: SSEVec.h:19
Abs< T >::type abs(const T &t)
Definition: Abs.h:22
tmp
align.sh
Definition: createJobs.py:716
double PSFitter::HybridMinimizer::CovMatrix ( unsigned int  i,
unsigned int  j 
) const
override

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

Definition at line 540 of file HybridMinimizer.cc.

References fDim, fState, isotrackApplyRegressor::k, and cmsLHEtoEOSManager::l.

540  {
541  // get value of covariance matrices (transform from external to internal indices)
542  if (i >= fDim || i >= fDim)
543  return 0;
544  if (!fState.HasCovariance())
545  return 0; // no info available when minimization has failed
546  if (fState.Parameter(i).IsFixed() || fState.Parameter(i).IsConst())
547  return 0;
548  if (fState.Parameter(j).IsFixed() || fState.Parameter(j).IsConst())
549  return 0;
550  unsigned int k = fState.IntOfExt(i);
551  unsigned int l = fState.IntOfExt(j);
552  return fState.Covariance()(k, l);
553  }
ROOT::Minuit2::MnUserParameterState fState
int PSFitter::HybridMinimizer::CovMatrixStatus ( ) const
override

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

Definition at line 973 of file HybridMinimizer.cc.

References fMinimum, and fState.

973  {
974  // return status of covariance matrix
975  //-1 - not available (inversion failed or Hesse failed)
976  // 0 - available but not positive defined
977  // 1 - covariance only approximate
978  // 2 full matrix but forced pos def
979  // 3 full accurate matrix
980 
981  if (fMinimum) {
982  // case a function minimum is available
983  if (fMinimum->HasAccurateCovar())
984  return 3;
985  else if (fMinimum->HasMadePosDefCovar())
986  return 2;
987  else if (fMinimum->HasValidCovariance())
988  return 1;
989  else if (fMinimum->HasCovariance())
990  return 0;
991  return -1;
992  } else {
993  // case fMinimum is not available - use state information
994  return fState.CovarianceStatus();
995  }
996  return 0;
997  }
ROOT::Minuit2::MnUserParameterState fState
ROOT::Minuit2::FunctionMinimum * fMinimum
double PSFitter::HybridMinimizer::Edm ( ) const
inlineoverride

return expected distance reached from the minimum

Definition at line 134 of file HybridMinimizer.h.

References fState.

134 { return fState.Edm(); }
ROOT::Minuit2::MnUserParameterState fState
const double * PSFitter::HybridMinimizer::Errors ( ) const
override

return errors at the minimum

Definition at line 519 of file HybridMinimizer.cc.

References cms::cuda::assert(), fDim, fErrors, fState, and mps_fire::i.

519  {
520  // return error at minimum (set to zero for fixed and constant params)
521  const std::vector<MinuitParameter> &paramsObj = fState.MinuitParameters();
522  if (paramsObj.empty())
523  return nullptr;
524  assert(fDim == paramsObj.size());
525  // be careful for multiple calls of this function. I will redo an allocation here
526  // only when size of vectors has changed (e.g. after a new minimization)
527  if (fErrors.size() != fDim)
528  fErrors.resize(fDim);
529  for (unsigned int i = 0; i < fDim; ++i) {
530  const MinuitParameter &par = paramsObj[i];
531  if (par.IsFixed() || par.IsConst())
532  fErrors[i] = 0;
533  else
534  fErrors[i] = par.Error();
535  }
536 
537  return &fErrors.front();
538  }
ROOT::Minuit2::MnUserParameterState fState
assert(be >=bs)
std::vector< double > fErrors
bool PSFitter::HybridMinimizer::ExamineMinimum ( const ROOT::Minuit2::FunctionMinimum &  min)
protected

examine the minimum result

study the function minimum

Definition at line 404 of file HybridMinimizer.cc.

References HLT_FULL_cff::debugLevel, PrintResults(), and AlCaHLTBitMon_QueryRunRegistry::string.

Referenced by Minimize().

404  {
406 
407  // debug ( print all the states)
408  int debugLevel = PrintLevel();
409  if (debugLevel >= 3) {
410  /*
411  const std::vector<ROOT::Minuit2::MinimumState>& iterationStates = min.States();
412  std::cout << "Number of iterations " << iterationStates.size() << std::endl;
413  for (unsigned int i = 0; i < iterationStates.size(); ++i) {
414  //std::cout << iterationStates[i] << std::endl;
415  const ROOT::Minuit2::MinimumState & st = iterationStates[i];
416  std::cout << "----------> Iteration " << i << std::endl;
417  int pr = std::cout.precision(12);
418  std::cout << " FVAL = " << st.Fval() << " Edm = " << st.Edm() << " Nfcn = " << st.NFcn() << std::endl;
419  std::cout.precision(pr);
420  std::cout << " Error matrix change = " << st.Error().Dcovar() << std::endl;
421  std::cout << " Parameters : ";
422  // need to transform from internal to external
423  for (int j = 0; j < st.size() ; ++j) std::cout << " p" << j << " = " << fState.Int2ext( j, st.Vec()(j) );
424  std::cout << std::endl;
425  }
426 */
427  }
428 
429  fStatus = 0;
430  std::string txt;
431  if (min.HasMadePosDefCovar()) {
432  txt = "Covar was made pos def";
433  fStatus = 1;
434  }
435  if (min.HesseFailed()) {
436  txt = "Hesse is not valid";
437  fStatus = 2;
438  }
439  if (min.IsAboveMaxEdm()) {
440  txt = "Edm is above max";
441  fStatus = 3;
442  }
443  if (min.HasReachedCallLimit()) {
444  txt = "Reached call limit";
445  fStatus = 4;
446  }
447 
448  bool validMinimum = min.IsValid();
449  if (validMinimum) {
450  // print a warning message in case something is not ok
451  if (fStatus != 0 && debugLevel > 0)
452  edm::LogInfo("HybridMinimizer::Minimize") << txt;
453  } else {
454  // minimum is not valid when state is not valid and edm is over max or has passed call limits
455  if (fStatus == 0) {
456  // this should not happen
457  txt = "unknown failure";
458  fStatus = 5;
459  }
460  edm::LogInfo("HybridMinimizer::Minimize").format("Minimization did NOT converge, {}", txt);
461  }
462 
463  if (debugLevel >= 1)
464  PrintResults();
465  return validMinimum;
466  }
T min(T a, T b)
Definition: MathUtil.h:58
Log< level::Info, false > LogInfo
void PrintResults() override
print result of minimization
bool PSFitter::HybridMinimizer::GetCovMatrix ( double *  cov) const
override

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

Definition at line 555 of file HybridMinimizer.cc.

References fDim, fState, mps_fire::i, dqmiolumiharvest::j, isotrackApplyRegressor::k, cmsLHEtoEOSManager::l, and visualization-live-secondInstance_cfg::m.

555  {
556  // get value of covariance matrices
557  if (!fState.HasCovariance())
558  return false; // no info available when minimization has failed
559  for (unsigned int i = 0; i < fDim; ++i) {
560  if (fState.Parameter(i).IsFixed() || fState.Parameter(i).IsConst()) {
561  for (unsigned int j = 0; j < fDim; ++j) {
562  cov[i * fDim + j] = 0;
563  }
564  } else {
565  unsigned int l = fState.IntOfExt(i);
566  for (unsigned int j = 0; j < fDim; ++j) {
567  // could probably speed up this loop (if needed)
568  int k = i * fDim + j;
569  if (fState.Parameter(j).IsFixed() || fState.Parameter(j).IsConst())
570  cov[k] = 0;
571  else {
572  // need to transform from external to internal indices)
573  // for taking care of the removed fixed row/columns in the Minuit2 representation
574  unsigned int m = fState.IntOfExt(j);
575  cov[k] = fState.Covariance()(l, m);
576  }
577  }
578  }
579  }
580  return true;
581  }
ROOT::Minuit2::MnUserParameterState fState
virtual const ROOT::Minuit2::FCNBase* PSFitter::HybridMinimizer::GetFCN ( ) const
inlineprotectedvirtual

Definition at line 267 of file HybridMinimizer.h.

References fMinuitFCN.

Referenced by Minimize().

267 { return fMinuitFCN; }
ROOT::Minuit2::FCNBase * fMinuitFCN
bool PSFitter::HybridMinimizer::GetHessianMatrix ( double *  h) const
override

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]

Definition at line 583 of file HybridMinimizer.cc.

References fDim, fState, mps_fire::i, dqmiolumiharvest::j, isotrackApplyRegressor::k, cmsLHEtoEOSManager::l, and visualization-live-secondInstance_cfg::m.

583  {
584  // get value of Hessian matrix
585  // this is the second derivative matrices
586  if (!fState.HasCovariance())
587  return false; // no info available when minimization has failed
588  for (unsigned int i = 0; i < fDim; ++i) {
589  if (fState.Parameter(i).IsFixed() || fState.Parameter(i).IsConst()) {
590  for (unsigned int j = 0; j < fDim; ++j) {
591  hess[i * fDim + j] = 0;
592  }
593  } else {
594  unsigned int l = fState.IntOfExt(i);
595  for (unsigned int j = 0; j < fDim; ++j) {
596  // could probably speed up this loop (if needed)
597  int k = i * fDim + j;
598  if (fState.Parameter(j).IsFixed() || fState.Parameter(j).IsConst())
599  hess[k] = 0;
600  else {
601  // need to transform from external to internal indices)
602  // for taking care of the removed fixed row/columns in the Minuit2 representation
603  unsigned int m = fState.IntOfExt(j);
604  hess[k] = fState.Hessian()(l, m);
605  }
606  }
607  }
608  }
609 
610  return true;
611  }
ROOT::Minuit2::MnUserParameterState fState
virtual const ROOT::Minuit2::ModularFunctionMinimizer* PSFitter::HybridMinimizer::GetMinimizer ( ) const
inlineprotectedvirtual

Definition at line 263 of file HybridMinimizer.h.

References fMinimizer.

Referenced by Minimize().

263 { return fMinimizer; }
ROOT::Minuit2::ModularFunctionMinimizer * fMinimizer
bool PSFitter::HybridMinimizer::GetMinosError ( unsigned int  i,
double &  errLow,
double &  errUp,
int  runopt = 0 
)
override

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

Definition at line 648 of file HybridMinimizer.cc.

References cms::cuda::assert(), HLT_FULL_cff::debugLevel, fMinimum, fMinuitFCN, fState, sistrip::SpyUtilities::isValid(), SiStripPI::max, hlt_dqm_clientPB-live_cfg::me, PSFitter::RestoreGlobalPrintLevel(), g4TestOverlap_cfg::Tolerance, PSFitter::TurnOffPrintInfoLevel(), and up.

648  {
649  // return the minos error for parameter i
650  // if a minimum does not exist an error is returned
651  // runopt is a flag which specifies if only lower or upper error needs to be run
652  // if runopt = 0 both, = 1 only lower, + 2 only upper errors
653  errLow = 0;
654  errUp = 0;
655  bool runLower = runopt != 2;
656  bool runUpper = runopt != 1;
657 
659 
660  // need to know if parameter is const or fixed
661  if (fState.Parameter(i).IsConst() || fState.Parameter(i).IsFixed()) {
662  return false;
663  }
664 
665  int debugLevel = PrintLevel();
666  // internal minuit messages
667  //MnPrint::SetLevel(debugLevel);
668 
669  // to run minos I need function minimum class
670  // redo minimization from current state
671  // ROOT::Minuit2::FunctionMinimum min =
672  // GetMinimizer()->Minimize(*GetFCN(),fState, ROOT::Minuit2::MnStrategy(strategy), MaxFunctionCalls(), Tolerance());
673  // fState = min.UserState();
674  if (fMinimum == nullptr) {
675  edm::LogError("HybridMinimizer::GetMinosErrors") << " failed - no function minimum existing";
676  return false;
677  }
678 
679  if (!fMinimum->IsValid()) {
680  edm::LogError("HybridMinimizer::MINOS") << " failed due to invalid function minimum";
681  return false;
682  }
683 
684  fMinuitFCN->SetErrorDef(ErrorDef());
685  // if error def has been changed update it in FunctionMinimum
686  if (ErrorDef() != fMinimum->Up())
687  fMinimum->SetErrorDef(ErrorDef());
688 
689  // switch off Minuit2 printing
690  int prev_level = (PrintLevel() <= 0) ? TurnOffPrintInfoLevel() : -2;
691 
692  // set the precision if needed
693  if (Precision() > 0)
694  fState.SetPrecision(Precision());
695 
696  ROOT::Minuit2::MnMinos minos(*fMinuitFCN, *fMinimum);
697 
698  // run MnCross
699  MnCross low;
700  MnCross up;
701  int maxfcn = MaxFunctionCalls();
702  double tol = Tolerance();
703 
704  // const char * par_name = fState.Name(i);
705 
706  // now input tolerance for migrad calls inside Minos (MnFunctionCross)
707  // before it was fixed to 0.05
708  // cut off too small tolerance (they are not needed)
709  tol = std::max(tol, 0.01);
710 
711  /*
712  if (PrintLevel() >=1) {
713  // print the real number of maxfcn used (defined in MnMinos)
714  int maxfcn_used = maxfcn;
715  if (maxfcn_used == 0) {
716  int nvar = fState.VariableParameters();
717  maxfcn_used = 2*(nvar+1)*(200 + 100*nvar + 5*nvar*nvar);
718  }
719 // std::cout << "HybridMinimizer::GetMinosError for parameter " << i << " " << par_name
720 // << " using max-calls " << maxfcn_used << ", tolerance " << tol << std::endl;
721  }
722  */
723 
724  if (runLower)
725  low = minos.Loval(i, maxfcn, tol);
726  if (runUpper)
727  up = minos.Upval(i, maxfcn, tol);
728 
729  ROOT::Minuit2::MinosError me(i, fMinimum->UserState().Value(i), low, up);
730 
731  if (prev_level > -2)
732  RestoreGlobalPrintLevel(prev_level);
733 
734  // debug result of Minos
735  // print error message in Minos
736 
737  if (debugLevel >= 1) {
738  /*
739  if (runLower) {
740  if (!me.LowerValid() )
741  std::cout << "Minos: Invalid lower error for parameter " << par_name << std::endl;
742  if(me.AtLowerLimit())
743  std::cout << "Minos: Parameter : " << par_name << " is at Lower limit."<<std::endl;
744  if(me.AtLowerMaxFcn())
745  std::cout << "Minos: Maximum number of function calls exceeded when running for lower error" <<std::endl;
746  if(me.LowerNewMin() )
747  std::cout << "Minos: New Minimum found while running Minos for lower error" <<std::endl;
748 
749  if (debugLevel > 1) std::cout << "Minos: Lower error for parameter " << par_name << " : " << me.Lower() << std::endl;
750 
751  }
752  if (runUpper) {
753  if (!me.UpperValid() )
754  std::cout << "Minos: Invalid upper error for parameter " << par_name << std::endl;
755  if(me.AtUpperLimit())
756  std::cout << "Minos: Parameter " << par_name << " is at Upper limit."<<std::endl;
757  if(me.AtUpperMaxFcn())
758  std::cout << "Minos: Maximum number of function calls exceeded when running for upper error" <<std::endl;
759  if(me.UpperNewMin() )
760  std::cout << "Minos: New Minimum found while running Minos for upper error" <<std::endl;
761 
762  if (debugLevel > 1) std::cout << "Minos: Upper error for parameter " << par_name << " : " << me.Upper() << std::endl;
763  }
764 */
765  }
766 
767  bool lowerInvalid = (runLower && !me.LowerValid());
768  bool upperInvalid = (runUpper && !me.UpperValid());
769  int mstatus = 0;
770  if (lowerInvalid || upperInvalid) {
771  // set status accroding to bit
772  // bit 1: lower invalid Minos errors
773  // bit 2: uper invalid Minos error
774  // bit 3: invalid because max FCN
775  // bit 4 : invalid because a new minimum has been found
776  if (lowerInvalid) {
777  mstatus |= 1;
778  if (me.AtLowerMaxFcn())
779  mstatus |= 4;
780  if (me.LowerNewMin())
781  mstatus |= 8;
782  }
783  if (upperInvalid) {
784  mstatus |= 3;
785  if (me.AtUpperMaxFcn())
786  mstatus |= 4;
787  if (me.UpperNewMin())
788  mstatus |= 8;
789  }
790  //std::cout << "Error running Minos for parameter " << i << std::endl;
791  fStatus += 10 * mstatus;
792  }
793 
794  errLow = me.Lower();
795  errUp = me.Upper();
796 
797  bool isValid = (runLower && me.LowerValid()) || (runUpper && me.UpperValid());
798  return isValid;
799  }
Definition: BitonicSort.h:7
const bool isValid(const Frame &aFrame, const FrameQuality &aQuality, const uint16_t aExpectedPos)
ROOT::Minuit2::MnUserParameterState fState
ROOT::Minuit2::FCNBase * fMinuitFCN
ROOT::Minuit2::FunctionMinimum * fMinimum
Log< level::Error, false > LogError
assert(be >=bs)
int TurnOffPrintInfoLevel()
void RestoreGlobalPrintLevel(int)
double PSFitter::HybridMinimizer::GlobalCC ( unsigned int  i) const
override

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

Definition at line 632 of file HybridMinimizer.cc.

References fDim, fState, and isotrackApplyRegressor::k.

632  {
633  // get global correlation coefficient for the parameter i. This is a number between zero and one which gives
634  // the correlation between the i-th parameter and that linear combination of all other parameters which
635  // is most strongly correlated with i.
636 
637  if (i >= fDim || i >= fDim)
638  return 0;
639  // no info available when minimization has failed or has some problems
640  if (!fState.HasGlobalCC())
641  return 0;
642  if (fState.Parameter(i).IsFixed() || fState.Parameter(i).IsConst())
643  return 0;
644  unsigned int k = fState.IntOfExt(i);
645  return fState.GlobalCC().GlobalCC()[k];
646  }
ROOT::Minuit2::MnUserParameterState fState
bool PSFitter::HybridMinimizer::Hesse ( )
override

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

Definition at line 905 of file HybridMinimizer.cc.

References fMinimum, fMinuitFCN, fState, PSFitter::RestoreGlobalPrintLevel(), and PSFitter::TurnOffPrintInfoLevel().

905  {
906  // find Hessian (full second derivative calculations)
907  // the contained state will be updated with the Hessian result
908  // in case a function minimum exists and is valid the result will be
909  // appended in the function minimum
910 
911  if (!fMinuitFCN) {
912  edm::LogError("HybridMinimizer::Hesse") << "FCN function has not been set";
913  return false;
914  }
915 
916  int strategy = Strategy();
917  int maxfcn = MaxFunctionCalls();
918 
919  // switch off Minuit2 printing
920  int prev_level = (PrintLevel() <= 0) ? TurnOffPrintInfoLevel() : -2;
921 
922  //MnPrint::SetLevel(PrintLevel());
923 
924  // set the precision if needed
925  if (Precision() > 0)
926  fState.SetPrecision(Precision());
927 
928  ROOT::Minuit2::MnHesse hesse(strategy);
929 
930  // case when function minimum exists
931  if (fMinimum) {
932  // run hesse and function minimum will be updated with Hesse result
933  hesse(*fMinuitFCN, *fMinimum, maxfcn);
934  fState = fMinimum->UserState();
935  }
936 
937  else {
938  // run Hesse on point stored in current state (independent of function minimum validity)
939  // (x == 0)
940  fState = hesse(*fMinuitFCN, fState, maxfcn);
941  }
942 
943  if (prev_level > -2)
944  RestoreGlobalPrintLevel(prev_level);
945 
946  if (PrintLevel() >= 3) {
947  // std::cout << "State returned from Hesse " << std::endl;
948  // std::cout << fState << std::endl;
949  }
950 
951  if (!fState.HasCovariance()) {
952  // if false means error is not valid and this is due to a failure in Hesse
953  if (PrintLevel() > 0)
954  edm::LogInfo("HybridMinimizer::Hesse") << "Hesse failed ";
955  // update minimizer error status
956  int hstatus = 4;
957  // information on error state can be retrieved only if fMinimum is available
958  if (fMinimum) {
959  if (fMinimum->Error().HesseFailed())
960  hstatus = 1;
961  if (fMinimum->Error().InvertFailed())
962  hstatus = 2;
963  else if (!(fMinimum->Error().IsPosDef()))
964  hstatus = 3;
965  }
966  fStatus += 100 * hstatus;
967  return false;
968  }
969 
970  return true;
971  }
ROOT::Minuit2::MnUserParameterState fState
ROOT::Minuit2::FCNBase * fMinuitFCN
ROOT::Minuit2::FunctionMinimum * fMinimum
Log< level::Error, false > LogError
int TurnOffPrintInfoLevel()
void RestoreGlobalPrintLevel(int)
const double* PSFitter::HybridMinimizer::MinGradient ( ) const
inlineoverride

return pointer to gradient values at the minimum

Definition at line 140 of file HybridMinimizer.h.

140 { return nullptr; } // not available in Minuit2
bool PSFitter::HybridMinimizer::Minimize ( )
override

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

Definition at line 294 of file HybridMinimizer.cc.

References cms::cuda::assert(), ExamineMinimum(), fMinimum, fMinuitFCN, fState, GetFCN(), GetMinimizer(), min(), convertSQLiteXML::ok, PSFitter::RestoreGlobalPrintLevel(), g4TestOverlap_cfg::Tolerance, and PSFitter::TurnOffPrintInfoLevel().

Referenced by PulseShapeFitOOTPileupCorrection::fit().

294  {
295  // perform the minimization
296  // store a copy of FunctionMinimum
297  if (!fMinuitFCN) {
298  edm::LogError("HybridMinimizer::Minimize") << "FCN function has not been set";
299  return false;
300  }
301 
302  assert(GetMinimizer() != nullptr);
303 
304  // delete result of previous minimization
305  if (fMinimum)
306  delete fMinimum;
307  fMinimum = nullptr;
308 
309  int maxfcn = MaxFunctionCalls();
310  double tol = Tolerance();
311  int strategyLevel = Strategy();
312  fMinuitFCN->SetErrorDef(ErrorDef());
313 
314  /*
315  if (PrintLevel() >=1) {
316  // print the real number of maxfcn used (defined in ModularFuncitonMinimizer)
317  int maxfcn_used = maxfcn;
318  if (maxfcn_used == 0) {
319  int nvar = fState.VariableParameters();
320  maxfcn_used = 200 + 100*nvar + 5*nvar*nvar;
321  }
322 // std::cout << "HybridMinimizer: Minimize with max-calls " << maxfcn_used
323 // << " convergence for edm < " << tol << " strategy "
324 // << strategyLevel << std::endl;
325  }
326  */
327 
328  // internal minuit messages
329  //MnPrint::SetLevel(PrintLevel()); // MnPrint::SetLevel is not a static method anymore. Using it requires an object to exist
330 
331  // switch off Minuit2 printing
332  int prev_level = (PrintLevel() <= 0) ? TurnOffPrintInfoLevel() : -2;
333 
334  // set the precision if needed
335  if (Precision() > 0)
336  fState.SetPrecision(Precision());
337 
338  // set strategy and add extra options if needed
339  ROOT::Minuit2::MnStrategy strategy(strategyLevel);
340  ROOT::Math::IOptions *minuit2Opt = ROOT::Math::MinimizerOptions::FindDefault("Minuit2");
341  if (minuit2Opt) {
342  // set extra strategy options
343  int nGradCycles = strategy.GradientNCycles();
344  int nHessCycles = strategy.HessianNCycles();
345  int nHessGradCycles = strategy.HessianGradientNCycles();
346 
347  double gradTol = strategy.GradientTolerance();
348  double gradStepTol = strategy.GradientStepTolerance();
349  double hessStepTol = strategy.HessianStepTolerance();
350  double hessG2Tol = strategy.HessianG2Tolerance();
351 
352  minuit2Opt->GetValue("GradientNCycles", nGradCycles);
353  minuit2Opt->GetValue("HessianNCycles", nHessCycles);
354  minuit2Opt->GetValue("HessianGradientNCycles", nHessGradCycles);
355 
356  minuit2Opt->GetValue("GradientTolerance", gradTol);
357  minuit2Opt->GetValue("GradientStepTolerance", gradStepTol);
358  minuit2Opt->GetValue("HessianStepTolerance", hessStepTol);
359  minuit2Opt->GetValue("HessianG2Tolerance", hessG2Tol);
360 
361  strategy.SetGradientNCycles(nGradCycles);
362  strategy.SetHessianNCycles(nHessCycles);
363  strategy.SetHessianGradientNCycles(nHessGradCycles);
364 
365  strategy.SetGradientTolerance(gradTol);
366  strategy.SetGradientStepTolerance(gradStepTol);
367  strategy.SetHessianStepTolerance(hessStepTol);
368  strategy.SetHessianG2Tolerance(hessStepTol);
369 
370  if (PrintLevel() > 0) {
371  // std::cout << "HybridMinimizer::Minuit - Changing default stratgey options" << std::endl;
372  minuit2Opt->Print();
373  }
374  }
375 
376  const ROOT::Minuit2::FCNGradientBase *gradFCN = dynamic_cast<const ROOT::Minuit2::FCNGradientBase *>(fMinuitFCN);
377  if (gradFCN != nullptr) {
378  // use gradient
379  //SetPrintLevel(3);
380  ROOT::Minuit2::FunctionMinimum min = GetMinimizer()->Minimize(*gradFCN, fState, strategy, maxfcn, tol);
381  fMinimum = new ROOT::Minuit2::FunctionMinimum(min);
382  } else {
383  ROOT::Minuit2::FunctionMinimum min = GetMinimizer()->Minimize(*GetFCN(), fState, strategy, maxfcn, tol);
384  fMinimum = new ROOT::Minuit2::FunctionMinimum(min);
385  }
386 
387  // check if Hesse needs to be run
388  if (fMinimum->IsValid() && IsValidError() && fMinimum->State().Error().Dcovar() != 0) {
389  // run Hesse (Hesse will add results in the last state of fMinimum
390  ROOT::Minuit2::MnHesse hesse(strategy);
391  hesse(*fMinuitFCN, *fMinimum, maxfcn);
392  }
393 
394  // -2 is the highest low invalid value for gErrorIgnoreLevel
395  if (prev_level > -2)
396  RestoreGlobalPrintLevel(prev_level);
397 
398  fState = fMinimum->UserState();
399  bool ok = ExamineMinimum(*fMinimum);
400  //fMinimum = 0;
401  return ok;
402  }
ROOT::Minuit2::MnUserParameterState fState
ROOT::Minuit2::FCNBase * fMinuitFCN
ROOT::Minuit2::FunctionMinimum * fMinimum
Log< level::Error, false > LogError
assert(be >=bs)
bool ExamineMinimum(const ROOT::Minuit2::FunctionMinimum &min)
examine the minimum result
T min(T a, T b)
Definition: MathUtil.h:58
int TurnOffPrintInfoLevel()
void RestoreGlobalPrintLevel(int)
virtual const ROOT::Minuit2::ModularFunctionMinimizer * GetMinimizer() const
virtual const ROOT::Minuit2::FCNBase * GetFCN() const
double PSFitter::HybridMinimizer::MinValue ( ) const
inlineoverride

return minimum function value

Definition at line 131 of file HybridMinimizer.h.

References fState.

Referenced by PulseShapeFitOOTPileupCorrection::fit().

131 { return fState.Fval(); }
ROOT::Minuit2::MnUserParameterState fState
unsigned int PSFitter::HybridMinimizer::NCalls ( ) const
inlineoverride

number of function calls to reach the minimum

Definition at line 143 of file HybridMinimizer.h.

References fState.

143 { return fState.NFcn(); }
ROOT::Minuit2::MnUserParameterState fState
unsigned int PSFitter::HybridMinimizer::NDim ( ) const
inlineoverride

this is <= Function().NDim() which is the total number of variables (free+ constrained ones)

Definition at line 147 of file HybridMinimizer.h.

References fDim.

147 { return fDim; }
unsigned int PSFitter::HybridMinimizer::NFree ( ) const
inlineoverride

number of free variables (real dimension of the problem) this is <= Function().NDim() which is the total

Definition at line 151 of file HybridMinimizer.h.

References fState.

151 { return fState.VariableParameters(); }
ROOT::Minuit2::MnUserParameterState fState
HybridMinimizer & PSFitter::HybridMinimizer::operator= ( const HybridMinimizer rhs)
private

Assignment operator

Definition at line 144 of file HybridMinimizer.cc.

144  {
145  // Implementation of assignment operator.
146  if (this == &rhs)
147  return *this; // time saving self-test
148  return *this;
149  }
void PSFitter::HybridMinimizer::PrintResults ( )
override

print result of minimization

return reference to the objective function virtual const ROOT::Math::IGenFunction & Function() const;

Definition at line 468 of file HybridMinimizer.cc.

References fMinimum.

Referenced by ExamineMinimum().

468  {
469  // print results of minimization
470  if (!fMinimum)
471  return;
472  if (fMinimum->IsValid()) {
473  // valid minimum
474  /*
475  std::cout << "HybridMinimizer : Valid minimum - status = " << fStatus << std::endl;
476  int pr = std::cout.precision(18);
477  std::cout << "FVAL = " << fState.Fval() << std::endl;
478  std::cout << "Edm = " << fState.Edm() << std::endl;
479  std::cout.precision(pr);
480  std::cout << "Nfcn = " << fState.NFcn() << std::endl;
481  for (unsigned int i = 0; i < fState.MinuitParameters().size(); ++i) {
482  const MinuitParameter & par = fState.Parameter(i);
483  std::cout << par.Name() << "\t = " << par.Value() << "\t ";
484  if (par.IsFixed() ) std::cout << "(fixed)" << std::endl;
485  else if (par.IsConst() ) std::cout << "(const)" << std::endl;
486  else if (par.HasLimits() )
487  std::cout << "+/- " << par.Error() << "\t(limited)"<< std::endl;
488  else
489  std::cout << "+/- " << par.Error() << std::endl;
490  }
491 */
492  } else {
493  /*
494  std::cout << "HybridMinimizer : Invalid Minimum - status = " << fStatus << std::endl;
495  std::cout << "FVAL = " << fState.Fval() << std::endl;
496  std::cout << "Edm = " << fState.Edm() << std::endl;
497  std::cout << "Nfcn = " << fState.NFcn() << std::endl;
498 */
499  }
500  }
ROOT::Minuit2::FunctionMinimum * fMinimum
bool PSFitter::HybridMinimizer::ProvidesError ( ) const
inlineoverride

minimizer provides error and error matrix

Definition at line 154 of file HybridMinimizer.h.

154 { return true; }
bool PSFitter::HybridMinimizer::Scan ( unsigned int  i,
unsigned int &  nstep,
double *  x,
double *  y,
double  xmin = 0,
double  xmax = 0 
)
override

scan a parameter i around the minimum. A minimization must have been done before, return false if it is not the case

Definition at line 801 of file HybridMinimizer.cc.

References fMinuitFCN, fState, mps_fire::i, PSFitter::RestoreGlobalPrintLevel(), mps_fire::result, and PSFitter::TurnOffPrintInfoLevel().

801  {
802  // scan a parameter (variable) around the minimum value
803  // the parameters must have been set before
804  // if xmin=0 && xmax == 0 by default scan around 2 sigma of the error
805  // if the errors are also zero then scan from min and max of parameter range
806 
807  if (!fMinuitFCN) {
808  edm::LogError("HybridMinimizer::Scan") << " Function must be set before using Scan";
809  return false;
810  }
811 
812  if (ipar > fState.MinuitParameters().size()) {
813  edm::LogError("HybridMinimizer::Scan") << " Invalid number. Minimizer variables must be set before using Scan";
814  return false;
815  }
816 
817  // switch off Minuit2 printing
818  int prev_level = (PrintLevel() <= 0) ? TurnOffPrintInfoLevel() : -2;
819 
820  //MnPrint::SetLevel(PrintLevel());
821 
822  // set the precision if needed
823  if (Precision() > 0)
824  fState.SetPrecision(Precision());
825 
826  MnParameterScan scan(*fMinuitFCN, fState.Parameters());
827  double amin = scan.Fval(); // fcn value of the function before scan
828 
829  // first value is param value
830  std::vector<std::pair<double, double> > result = scan(ipar, nstep - 1, xmin, xmax);
831 
832  if (prev_level > -2)
833  RestoreGlobalPrintLevel(prev_level);
834 
835  if (result.size() != nstep) {
836  edm::LogError("HybridMinimizer::Scan") << " Invalid result from MnParameterScan";
837  return false;
838  }
839  // sort also the returned points in x
840  std::sort(result.begin(), result.end());
841 
842  for (unsigned int i = 0; i < nstep; ++i) {
843  x[i] = result[i].first;
844  y[i] = result[i].second;
845  }
846 
847  // what to do if a new minimum has been found ?
848  // use that as new minimum
849  if (scan.Fval() < amin) {
850  if (PrintLevel() > 0)
851  edm::LogInfo("HybridMinimizer::Scan") << "A new minimum has been found";
852  fState.SetValue(ipar, scan.Parameters().Value(ipar));
853  }
854 
855  return true;
856  }
ROOT::Minuit2::MnUserParameterState fState
ROOT::Minuit2::FCNBase * fMinuitFCN
Log< level::Error, false > LogError
tuple result
Definition: mps_fire.py:311
int TurnOffPrintInfoLevel()
void RestoreGlobalPrintLevel(int)
bool PSFitter::HybridMinimizer::SetFixedVariable ( unsigned int  ivar,
const std::string &  name,
double  val 
)
override

set fixed variable (override if minimizer supports them )

Definition at line 215 of file HybridMinimizer.cc.

References funct::abs(), fState, and SetVariable().

Referenced by PulseShapeFitOOTPileupCorrection::fit().

215  {
216  // add a fixed variable
217  // need a step size otherwise treated as a constant
218  // use 10%
219  double step = (val != 0) ? 0.1 * std::abs(val) : 0.1;
220  if (!SetVariable(ivar, name, val, step)) {
221  ivar = fState.Index(name);
222  }
223  fState.Fix(ivar);
224  return true;
225  }
bool SetVariable(unsigned int ivar, const std::string &name, double val, double step) override
set free variable
ROOT::Minuit2::MnUserParameterState fState
Abs< T >::type abs(const T &t)
Definition: Abs.h:22
step
Definition: StallMonitor.cc:94
void PSFitter::HybridMinimizer::SetFunction ( const ROOT::Math::IMultiGenFunction &  func)
override

set the function to minimize

Definition at line 258 of file HybridMinimizer.cc.

References fDim, fMinuitFCN, cms::cuda::func, and fUseFumili.

Referenced by PulseShapeFitOOTPileupCorrection::fit().

258  {
259  // set function to be minimized
260  if (fMinuitFCN)
261  delete fMinuitFCN;
262  fDim = func.NDim();
263  if (!fUseFumili) {
264  fMinuitFCN = new ROOT::Minuit2::FCNAdapter<ROOT::Math::IMultiGenFunction>(func, ErrorDef());
265  } else {
266  // for Fumili the fit method function interface is required
267  const ROOT::Math::FitMethodFunction *fcnfunc = dynamic_cast<const ROOT::Math::FitMethodFunction *>(&func);
268  if (!fcnfunc) {
269  edm::LogError("HybridMinimizer::SetFunction") << "HybridMinimizer: Wrong Fit method function for Fumili";
270  return;
271  }
272  fMinuitFCN = new ROOT::Minuit2::FumiliFCNAdapter<ROOT::Math::FitMethodFunction>(*fcnfunc, fDim, ErrorDef());
273  }
274  }
ROOT::Minuit2::FCNBase * fMinuitFCN
uint32_t T const *__restrict__ uint32_t const *__restrict__ int32_t int Histo::index_type cudaStream_t Func __host__ __device__ V int Func func
Log< level::Error, false > LogError
void PSFitter::HybridMinimizer::SetFunction ( const ROOT::Math::IMultiGradFunction &  func)
override

set gradient the function to minimize

Definition at line 276 of file HybridMinimizer.cc.

References fDim, fMinuitFCN, cms::cuda::func, and fUseFumili.

276  {
277  // set function to be minimized
278  fDim = func.NDim();
279  if (fMinuitFCN)
280  delete fMinuitFCN;
281  if (!fUseFumili) {
282  fMinuitFCN = new ROOT::Minuit2::FCNGradAdapter<ROOT::Math::IMultiGradFunction>(func, ErrorDef());
283  } else {
284  // for Fumili the fit method function interface is required
285  const ROOT::Math::FitMethodGradFunction *fcnfunc = dynamic_cast<const ROOT::Math::FitMethodGradFunction *>(&func);
286  if (!fcnfunc) {
287  edm::LogError("HybridMinimizer::SetFunction") << "HybridMinimizer: Wrong Fit method function for Fumili";
288  return;
289  }
290  fMinuitFCN = new ROOT::Minuit2::FumiliFCNAdapter<ROOT::Math::FitMethodGradFunction>(*fcnfunc, fDim, ErrorDef());
291  }
292  }
ROOT::Minuit2::FCNBase * fMinuitFCN
uint32_t T const *__restrict__ uint32_t const *__restrict__ int32_t int Histo::index_type cudaStream_t Func __host__ __device__ V int Func func
Log< level::Error, false > LogError
bool PSFitter::HybridMinimizer::SetLimitedVariable ( unsigned int  ivar,
const std::string &  name,
double  val,
double  step,
double  lower,
double  upper 
)
override

set upper/lower limited variable (override if minimizer supports them )

Definition at line 206 of file HybridMinimizer.cc.

References fState, and SetVariable().

Referenced by PulseShapeFitOOTPileupCorrection::fit().

207  {
208  // add a double bound variable
209  if (!SetVariable(ivar, name, val, step))
210  return false;
211  fState.SetLimits(ivar, lower, upper);
212  return true;
213  }
bool SetVariable(unsigned int ivar, const std::string &name, double val, double step) override
set free variable
ROOT::Minuit2::MnUserParameterState fState
step
Definition: StallMonitor.cc:94
bool PSFitter::HybridMinimizer::SetLowerLimitedVariable ( unsigned int  ivar,
const std::string &  name,
double  val,
double  step,
double  lower 
)
override

set lower limit variable (override if minimizer supports them )

Definition at line 188 of file HybridMinimizer.cc.

References fState, and SetVariable().

189  {
190  // add a lower bounded variable
191  if (!SetVariable(ivar, name, val, step))
192  return false;
193  fState.SetLowerLimit(ivar, lower);
194  return true;
195  }
bool SetVariable(unsigned int ivar, const std::string &name, double val, double step) override
set free variable
ROOT::Minuit2::MnUserParameterState fState
step
Definition: StallMonitor.cc:94
virtual void PSFitter::HybridMinimizer::SetMinimizer ( ROOT::Minuit2::ModularFunctionMinimizer *  m)
inlineprotectedvirtual

Definition at line 265 of file HybridMinimizer.h.

References fMinimizer, and visualization-live-secondInstance_cfg::m.

Referenced by SetMinimizerType().

void PSFitter::HybridMinimizer::SetMinimizerType ( EMinimizerType  type)

Definition at line 98 of file HybridMinimizer.cc.

References fMinimizer, fUseFumili, kCombined, kFumili, kMigrad, kScan, kSimplex, and SetMinimizer().

Referenced by PulseShapeFitOOTPileupCorrection::fit(), and HybridMinimizer().

98  {
99  // Set minimizer algorithm type
100  fUseFumili = false;
101 
102  if (fMinimizer)
103  delete fMinimizer;
104 
105  switch (type) {
106  case kMigrad:
107  //std::cout << "HybridMinimizer: minimize using MIGRAD " << std::endl;
108  SetMinimizer(new ROOT::Minuit2::VariableMetricMinimizer());
109  return;
110  case kSimplex:
111  //std::cout << "HybridMinimizer: minimize using SIMPLEX " << std::endl;
112  SetMinimizer(new ROOT::Minuit2::SimplexMinimizer());
113  return;
114  case kCombined:
115  SetMinimizer(new ROOT::Minuit2::CombinedMinimizer());
116  return;
117  case kScan:
118  SetMinimizer(new ROOT::Minuit2::ScanMinimizer());
119  return;
120  case kFumili:
121  SetMinimizer(new ROOT::Minuit2::FumiliMinimizer());
122  fUseFumili = true;
123  return;
124  default:
125  //migrad minimizer
126  SetMinimizer(new ROOT::Minuit2::VariableMetricMinimizer());
127  }
128  }
virtual void SetMinimizer(ROOT::Minuit2::ModularFunctionMinimizer *m)
ROOT::Minuit2::ModularFunctionMinimizer * fMinimizer
bool PSFitter::HybridMinimizer::SetUpperLimitedVariable ( unsigned int  ivar,
const std::string &  name,
double  val,
double  step,
double  upper 
)
override

set upper limit variable (override if minimizer supports them )

Definition at line 197 of file HybridMinimizer.cc.

References fState, and SetVariable().

198  {
199  // add a upper bounded variable
200  if (!SetVariable(ivar, name, val, step))
201  return false;
202  fState.SetUpperLimit(ivar, upper);
203  return true;
204  }
bool SetVariable(unsigned int ivar, const std::string &name, double val, double step) override
set free variable
ROOT::Minuit2::MnUserParameterState fState
step
Definition: StallMonitor.cc:94
bool PSFitter::HybridMinimizer::SetVariable ( unsigned int  ivar,
const std::string &  name,
double  val,
double  step 
)
override

set free variable

Definition at line 162 of file HybridMinimizer.cc.

References fState.

Referenced by SetFixedVariable(), SetLimitedVariable(), SetLowerLimitedVariable(), and SetUpperLimitedVariable().

162  {
163  // set a free variable.
164  // Add the variable if not existing otherwise set value if exists already
165  // this is implemented in MnUserParameterState::Add
166  // if index is wrong (i.e. variable already exists but with a different index return false) but
167  // value is set for corresponding variable name
168 
169  // std::cout << " add parameter " << name << " " << val << " step " << step << std::endl;
170 
171  if (step <= 0) {
172  edm::LogInfo("HybridMinimizer::SetVariable")
173  .format("Parameter {} has zero or invalid step size - consider it as constant", name);
174  fState.Add(name, val);
175  } else
176  fState.Add(name, val, step);
177 
178  unsigned int minuit2Index = fState.Index(name);
179  if (minuit2Index != ivar) {
180  edm::LogInfo("HybridMinimizer::SetVariable").format("Wrong index used for the variable {} {}", name, minuit2Index);
181  return false;
182  }
183  fState.RemoveLimits(ivar);
184 
185  return true;
186  }
ROOT::Minuit2::MnUserParameterState fState
Log< level::Info, false > LogInfo
step
Definition: StallMonitor.cc:94
bool PSFitter::HybridMinimizer::SetVariableValue ( unsigned int  ivar,
double  val 
)
override

set variable

Definition at line 240 of file HybridMinimizer.cc.

References fState.

240  {
241  // set value for variable ivar (only for existing parameters)
242  if (ivar >= fState.MinuitParameters().size())
243  return false;
244  fState.SetValue(ivar, val);
245  return true;
246  }
ROOT::Minuit2::MnUserParameterState fState
bool PSFitter::HybridMinimizer::SetVariableValues ( const double *  val)
override

Definition at line 248 of file HybridMinimizer.cc.

References fState, and dqmiodumpmetadata::n.

248  {
249  // set value for variable ivar (only for existing parameters)
250  unsigned int n = fState.MinuitParameters().size();
251  if (n == 0)
252  return false;
253  for (unsigned int ivar = 0; ivar < n; ++ivar)
254  fState.SetValue(ivar, x[ivar]);
255  return true;
256  }
ROOT::Minuit2::MnUserParameterState fState
const ROOT::Minuit2::MnUserParameterState& PSFitter::HybridMinimizer::State ( )
inline

return the minimizer state (containing values, step size , etc..)

Definition at line 256 of file HybridMinimizer.h.

References fState.

256 { return fState; }
ROOT::Minuit2::MnUserParameterState fState
int PSFitter::HybridMinimizer::VariableIndex ( const std::string &  name) const
override

get index of variable given a variable given a name return -1 if variable is not found

Definition at line 234 of file HybridMinimizer.cc.

References fState.

234  {
235  // return the variable index
236  // check if variable exist
237  return fState.Trafo().FindIndex(name);
238  }
ROOT::Minuit2::MnUserParameterState fState
std::string PSFitter::HybridMinimizer::VariableName ( unsigned int  ivar) const
override

get name of variables (override if minimizer support storing of variable names)

Definition at line 227 of file HybridMinimizer.cc.

References fState, and AlCaHLTBitMon_QueryRunRegistry::string.

227  {
228  // return the variable name
229  if (ivar >= fState.MinuitParameters().size())
230  return std::string();
231  return fState.GetName(ivar);
232  }
ROOT::Minuit2::MnUserParameterState fState
const double * PSFitter::HybridMinimizer::X ( ) const
override

return pointer to X values at the minimum

Definition at line 502 of file HybridMinimizer.cc.

References cms::cuda::assert(), fDim, fState, fValues, and mps_fire::i.

Referenced by svgfig.Curve.Sample::__repr__(), and PulseShapeFitOOTPileupCorrection::fit().

502  {
503  // return values at minimum
504  const std::vector<MinuitParameter> &paramsObj = fState.MinuitParameters();
505  if (paramsObj.empty())
506  return nullptr;
507  assert(fDim == paramsObj.size());
508  // be careful for multiple calls of this function. I will redo an allocation here
509  // only when size of vectors has changed (e.g. after a new minimization)
510  if (fValues.size() != fDim)
511  fValues.resize(fDim);
512  for (unsigned int i = 0; i < fDim; ++i) {
513  fValues[i] = paramsObj[i].Value();
514  }
515 
516  return &fValues.front();
517  }
ROOT::Minuit2::MnUserParameterState fState
assert(be >=bs)
std::vector< double > fValues

Member Data Documentation

unsigned int PSFitter::HybridMinimizer::fDim
private
std::vector<double> PSFitter::HybridMinimizer::fErrors
mutableprivate

Definition at line 282 of file HybridMinimizer.h.

Referenced by Errors().

ROOT::Minuit2::ModularFunctionMinimizer* PSFitter::HybridMinimizer::fMinimizer
private

Definition at line 278 of file HybridMinimizer.h.

Referenced by GetMinimizer(), SetMinimizer(), SetMinimizerType(), and ~HybridMinimizer().

ROOT::Minuit2::FunctionMinimum* PSFitter::HybridMinimizer::fMinimum
private
ROOT::Minuit2::FCNBase* PSFitter::HybridMinimizer::fMinuitFCN
private
ROOT::Minuit2::MnUserParameterState PSFitter::HybridMinimizer::fState
private
bool PSFitter::HybridMinimizer::fUseFumili
private

Definition at line 274 of file HybridMinimizer.h.

Referenced by SetFunction(), and SetMinimizerType().

std::vector<double> PSFitter::HybridMinimizer::fValues
mutableprivate

Definition at line 281 of file HybridMinimizer.h.

Referenced by X().