LagrangeMultipliersFitter.h

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#ifndef RecoTauTag_ImpactParameter_LagrangeMultipliersFitter_h
#define RecoTauTag_ImpactParameter_LagrangeMultipliersFitter_h

/* From SimpleFits Package
 * Designed an written by
 * author: Ian M. Nugent
 * Humboldt Foundations
 */

#include "RecoTauTag/ImpactParameter/interface/LorentzVectorParticle.h"
#include "TMatrixT.h"
#include "TVectorT.h"
#include "TMatrixTSym.h"
#include <vector>

namespace tauImpactParameter {

  class LagrangeMultipliersFitter {
  public:
    enum Position { pos_x = 0, pos_y, pos_z, nposdim };
    enum Parameters { par_vx = 0, par_vy, par_vz, par_px, par_py, par_pz, par_m, npardim };
    enum ConvergeProc { ConstraintMin = 0, Chi2Min, Chi2AndConstaintMin };

    LagrangeMultipliersFitter();
    virtual ~LagrangeMultipliersFitter(){};

    virtual void setWeight(double weight) { weight_ = weight; }
    virtual void setMaxDelta(double MaxDelta) { maxDelta_ = MaxDelta; }
    virtual void setNIterMax(int Nitermax) { nitermax_ = Nitermax; }

    virtual bool fit();
    virtual bool isConverged();
    virtual bool isConfigured() { return isConfigured_; }
    virtual double chiSquare() { return chi2_; }
    virtual double cSum() { return delta_; };
    virtual double nIter() { return niter_; };
    virtual double nConstraints() = 0;
    virtual double ndf() = 0;
    virtual int nDaughters() = 0;

    virtual std::vector<LorentzVectorParticle> getRefitDaughters() = 0;
    virtual LorentzVectorParticle getMother() = 0;

  protected:
    virtual TVectorD value(const TVectorD& v) = 0;

    TVectorD par_0_;             // parameter values for linearization point
    TVectorD par_;               // current parameter values
    TMatrixTSym<double> cov_0_;  //covariance matrix for linearization point (corresponding to par_0)
    TMatrixTSym<double> cov_;    // current covariance matrix (corresponding to par)
    bool isConfigured_;
    bool isFit_;

  private:
    bool applyLagrangianConstraints();
    TMatrixT<double> derivative();
    double chiSquare(const TVectorT<double>& delta_alpha,
                     const TVectorT<double>& lambda,
                     const TMatrixT<double>& D,
                     const TVectorT<double>& d);
    double chiSquareUsingInitalPoint(const TVectorT<double>& alpha, const TVectorT<double>& lambda);
    double constraintDelta(const TVectorT<double>& par);
    TMatrixT<double> computeVariance();

    // Configuration parameters
    double epsilon_, weight_, maxDelta_, nitermax_;

    // Fit variables
    double chi2_, chi2prev_, delta_, niter_;

    // covariances and derivatives info
    TMatrixTSym<double> V_alpha0_inv_;
    TMatrixT<double> D_;
    TMatrixTSym<double> V_D_;
    double ScaleFactor_;
    TMatrixT<double> V_corr_prev_;
  };

}  // namespace tauImpactParameter
#endif