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fit::RootMinuit

fit::RootMinuit< Function > Class Template Reference

#include <PhysicsTools/Utilities/interface/RootMinuit.h>

List of all members.

Public Member Functions

void addParameter (const funct::Parameter &par, double err, double min, double max)
void addParameter (const std::string &name, boost::shared_ptr< double > val, double err, double min, double max)
void fixParameter (const std::string &name)
template<unsigned int N>
void getErrorMatrix (ROOT::Math::SMatrix< double, N, N, ROOT::Math::MatRepSym< double, N > > &err)
double getParameter (const std::string &name)
double getParameter (const std::string &name, double &err)
double getParameterError (const std::string &name)
double getParameterError (const std::string &name, double &val)
double migrad ()
double minimize ()
double minValue ()
int numberOfFreeParameters ()
int numberOfParameters ()
void printFitResults (std::ostream &cout=std::cout)
void printParameters (std::ostream &cout=std::cout)
void releaseParameter (const std::string &name)
 RootMinuit (Function f, bool verbose=false)
void setParameter (const std::string &name, double val)
void setParameters ()

Private Member Functions

void init ()
size_t parameterIndex (const std::string &name) const

Static Private Member Functions

static void fcn_ (int &, double *, double &f, double *par, int)

Private Attributes

bool initialized_
std::auto_ptr< TMinuit > minuit_
double minValue_
std::map< std::string, size_t > parIndices_
parameterVector_t parMap_
std::vector< boost::shared_ptr
< double > > 		pars_
bool verbose_

Static Private Attributes

static Function f_
static std::vector
< boost::shared_ptr< double > > * 		fPars_ = 0

Detailed Description

template<class Function>
class fit::RootMinuit< Function >

Definition at line 21 of file RootMinuit.h.

Constructor & Destructor Documentation

template<class Function>
fit::RootMinuit< Function >::RootMinuit ( Function  f,
bool  verbose = false 
) [inline]

Definition at line 23 of file RootMinuit.h.

References fit::RootMinuit< Function >::f_.

00023                                                  : 
00024       initialized_(false), minValue_(0), verbose_(verbose) { 
00025       f_ = f;
00026     }

Member Function Documentation

template<class Function>
void fit::RootMinuit< Function >::addParameter ( const funct::Parameter &  par,
double  err,
double  min,
double  max 
) [inline]

Definition at line 43 of file RootMinuit.h.

References fit::RootMinuit< Function >::addParameter(), and funct::Parameter::name().

00043                                                                                       {
00044       return addParameter(par.name(), par, err, min, max);
00045     }

template<class Function>
void fit::RootMinuit< Function >::addParameter ( const std::string &  name,
boost::shared_ptr< double >  val,
double  err,
double  min,
double  max 
) [inline]

Definition at line 27 of file RootMinuit.h.

References edm::errors::Configuration, fit::parameter_t::err, fit::parameter_t::fixed, fit::RootMinuit< Function >::initialized_, fit::parameter_t::max, fit::parameter_t::min, fit::RootMinuit< Function >::parIndices_, fit::RootMinuit< Function >::parMap_, fit::RootMinuit< Function >::pars_, s, and fit::parameter_t::val.

Referenced by fit::RootMinuit< Function >::addParameter().

00027                                                                                                                {
00028       if(initialized_)
00029         throw edm::Exception(edm::errors::Configuration)
00030           << "RootMinuit: can't add parameter " << name 
00031           << " after minuit initialization\n";      
00032       pars_.push_back(val);
00033       parameter_t par;
00034       par.val = *val;
00035       par.err = err;
00036       par.min = min;
00037       par.max = max;
00038       par.fixed = false;
00039       parMap_.push_back(std::make_pair(name, par));
00040       size_t s = parIndices_.size();
00041       parIndices_[name] = s;
00042     }

template<class Function>
static void fit::RootMinuit< Function >::fcn_ ( int &  ,
double *  ,
double &  f,
double *  par,
int   
) [inline, static, private]

Definition at line 193 of file RootMinuit.h.

References fit::RootMinuit< Function >::f_, fit::RootMinuit< Function >::fPars_, i, and size.

Referenced by fit::RootMinuit< Function >::init().

00193                                                                    {
00194       size_t size = fPars_->size();
00195       for(size_t i = 0; i < size; ++i) 
00196         *((*fPars_)[i]) = par[i];
00197       f = f_();
00198     }

template<class Function>
void fit::RootMinuit< Function >::fixParameter ( const std::string &  name  )  [inline]

Definition at line 87 of file RootMinuit.h.

References i, fit::RootMinuit< Function >::initialized_, fit::RootMinuit< Function >::minuit_, fit::RootMinuit< Function >::parameterIndex(), and fit::RootMinuit< Function >::parMap_.

Referenced by fit::RootMinuitCommands< Function >::run().

00087                                               {
00088       size_t i = parameterIndex(name);
00089       parMap_[i].second.fixed = true;
00090       if(initialized_) {
00091         minuit_->FixParameter(i);
00092       }
00093     }

template<class Function>
template<unsigned int N>
void fit::RootMinuit< Function >::getErrorMatrix ( ROOT::Math::SMatrix< double, N, N, ROOT::Math::MatRepSym< double, N > > &  err  )  [inline]

Definition at line 71 of file RootMinuit.h.

References edm::errors::Configuration, e, err, i, fit::RootMinuit< Function >::init(), j, fit::RootMinuit< Function >::minuit_, N, fit::RootMinuit< Function >::numberOfParameters(), and fit::RootMinuit< Function >::setParameters().

00071                                                                                             {
00072       init();
00073       if(N != numberOfParameters())
00074         throw edm::Exception(edm::errors::Configuration)
00075           << "RootMinuit: can't call getErrorMatrix passing an SMatrix of dimension " << N
00076           << " while the number of parameters is " << numberOfParameters() << "\n";
00077       double * e = new double[N*N];
00078       minuit_->mnemat(e, numberOfParameters());
00079       for(size_t i = 0; i < N; ++i) {
00080         for(size_t j = 0; j <= i; ++j) {
00081           err(i, j) = e[i + N*j];
00082         }
00083       }
00084       delete [] e;
00085       setParameters();
00086     }

template<class Function>
double fit::RootMinuit< Function >::getParameter ( const std::string &  name  )  [inline]

Definition at line 52 of file RootMinuit.h.

References err, fit::RootMinuit< Function >::init(), fit::RootMinuit< Function >::minuit_, and fit::RootMinuit< Function >::parameterIndex().

00052                                                 {
00053       double val, err;
00054       init();
00055       minuit_->GetParameter(parameterIndex(name), val, err);
00056       return val;
00057     }

template<class Function>
double fit::RootMinuit< Function >::getParameter ( const std::string &  name,
double &  err 
) [inline]

Definition at line 46 of file RootMinuit.h.

References fit::RootMinuit< Function >::init(), fit::RootMinuit< Function >::minuit_, and fit::RootMinuit< Function >::parameterIndex().

00046                                                               {
00047       double val;
00048       init();
00049       minuit_->GetParameter(parameterIndex(name), val, err);
00050       return val;
00051     }

template<class Function>
double fit::RootMinuit< Function >::getParameterError ( const std::string &  name  )  [inline]

Definition at line 64 of file RootMinuit.h.

References err, fit::RootMinuit< Function >::init(), fit::RootMinuit< Function >::minuit_, and fit::RootMinuit< Function >::parameterIndex().

00064                                                      {
00065       double val, err;
00066       init();
00067       minuit_->GetParameter(parameterIndex(name), val, err);
00068       return err;
00069     }

template<class Function>
double fit::RootMinuit< Function >::getParameterError ( const std::string &  name,
double &  val 
) [inline]

Definition at line 58 of file RootMinuit.h.

References err, fit::RootMinuit< Function >::init(), fit::RootMinuit< Function >::minuit_, and fit::RootMinuit< Function >::parameterIndex().

Referenced by fit::RootMinuit< Function >::printParameters().

00058                                                                    {
00059       double err;
00060       init();
00061       minuit_->GetParameter(parameterIndex(name), val, err);
00062       return err;
00063     }

template<class Function>
void fit::RootMinuit< Function >::init ( void   )  [inline, private]

Definition at line 206 of file RootMinuit.h.

References edm::errors::Configuration, end, fit::parameter_t::err, fit::RootMinuit< Function >::fcn_(), fit::RootMinuit< Function >::fPars_, i, fit::RootMinuit< Function >::initialized_, fit::parameter_t::max, fit::parameter_t::min, fit::RootMinuit< Function >::minuit_, name, p, fit::RootMinuit< Function >::parMap_, fit::RootMinuit< Function >::pars_, fit::parameter_t::val, and fit::RootMinuit< Function >::verbose_.

Referenced by fit::RootMinuit< Function >::getErrorMatrix(), fit::RootMinuit< Function >::getParameter(), fit::RootMinuit< Function >::getParameterError(), fit::RootMinuit< Function >::migrad(), fit::RootMinuit< Function >::minimize(), fit::RootMinuit< Function >::minValue(), fit::RootMinuit< Function >::numberOfFreeParameters(), and fit::RootMinuit< Function >::numberOfParameters().

00206                 {
00207       if(initialized_) return;
00208       minuit_.reset(new TMinuit(parMap_.size()));
00209       double arglist[10];
00210       int ierflg = 0;      
00211       if (! verbose_) {
00212         arglist[0] = -1;
00213         minuit_->mnexcm("SET PRINT", arglist, 1, ierflg); 
00214         if (ierflg != 0) 
00215           throw edm::Exception(edm::errors::Configuration)
00216             << "RootMinuit: error in calling SET PRINT\n";
00217       }     
00218       arglist[0] = 1;
00219       minuit_->mnexcm("SET ERR", arglist, 1, ierflg);
00220       if (ierflg != 0) 
00221         throw edm::Exception(edm::errors::Configuration)
00222           << "RootMinuit: error in calling SET ERR\n";
00223 
00224       size_t i = 0;
00225       typename parameterVector_t::const_iterator p = parMap_.begin(), end = parMap_.end();
00226       for(; p != end; ++p, ++i) {
00227         const std::string & name = p->first;
00228         const parameter_t & par = p->second;
00229         minuit_->mnparm(i, name, par.val, par.err, par.min, par.max, ierflg);
00230         if(ierflg != 0)
00231           throw edm::Exception(edm::errors::Configuration)
00232             << "RootMinuit: error in setting parameter " << i 
00233             << " value = " << par.val << " error = " << par.err
00234             << " range = [" << par.min << ", " << par.max << "]\n";
00235       }
00236       initialized_ = true;
00237       for(i = 0, p = parMap_.begin(); p != end; ++p, ++i)
00238         if(p->second.fixed)
00239           minuit_->FixParameter(i);
00240       fPars_= & pars_; 
00241       minuit_->SetFCN(fcn_);
00242     }

template<class Function>
double fit::RootMinuit< Function >::migrad (  )  [inline]

Definition at line 146 of file RootMinuit.h.

References TestMuL1L2Filter_cff::cerr, lat::endl(), fit::RootMinuit< Function >::init(), m, fit::RootMinuit< Function >::minuit_, fit::RootMinuit< Function >::minValue(), fit::RootMinuit< Function >::setParameters(), and fit::RootMinuit< Function >::verbose_.

Referenced by fit::RootMinuitCommands< Function >::run().

00146                     {
00147       init();
00148       double arglist[10];
00149       arglist[0] = 5000;
00150       arglist[1] = 0.1;
00151       int ierflag;
00152       minuit_->mnexcm("MIGRAD", arglist, 2, ierflag);
00153       if ( ierflag != 0 ) std::cerr << "ERROR in migrad!!" << std::endl;
00154       if(verbose_) minuit_->mnmatu(1); //Prints the covariance matrix
00155       double m = minValue();
00156       if(verbose_) minuit_->mnprin(3, m);
00157       setParameters();
00158       return m;
00159     }

template<class Function>
double fit::RootMinuit< Function >::minimize (  )  [inline]

Definition at line 132 of file RootMinuit.h.

References TestMuL1L2Filter_cff::cerr, lat::endl(), fit::RootMinuit< Function >::init(), m, fit::RootMinuit< Function >::minuit_, fit::RootMinuit< Function >::minValue(), fit::RootMinuit< Function >::setParameters(), and fit::RootMinuit< Function >::verbose_.

Referenced by fit::RootMinuitCommands< Function >::run().

00132                       {
00133       init();
00134       double arglist[10];
00135       arglist[0] = 5000;
00136       arglist[1] = 0.1;
00137       int ierflag;
00138       minuit_->mnexcm("MINIMIZE", arglist, 2, ierflag);
00139       if ( ierflag != 0 ) std::cerr << "ERROR in minimize!!" << std::endl;
00140       if(verbose_) minuit_->mnmatu(1); //Prints the covariance matrix
00141       double m = minValue();
00142       if(verbose_) minuit_->mnprin(3, m);
00143       setParameters();
00144       return m;
00145     }

template<class Function>
double fit::RootMinuit< Function >::minValue ( void   )  [inline]

Definition at line 160 of file RootMinuit.h.

References fit::RootMinuit< Function >::init(), fit::RootMinuit< Function >::minuit_, and fit::RootMinuit< Function >::minValue_.

Referenced by fit::RootMinuit< Function >::migrad(), fit::RootMinuit< Function >::minimize(), and fit::RootMinuit< Function >::printFitResults().

00160                       {
00161       init();
00162       int ierflag;
00163       double edm, errdef;
00164       int nvpar, nparx;
00165       minuit_->mnstat(minValue_, edm, errdef, nvpar, nparx, ierflag);
00166       return minValue_;
00167     }

template<class Function>
int fit::RootMinuit< Function >::numberOfFreeParameters (  )  [inline]

Definition at line 128 of file RootMinuit.h.

References fit::RootMinuit< Function >::init(), and fit::RootMinuit< Function >::minuit_.

Referenced by fit::RootMinuit< Function >::printFitResults().

00128                                  { 
00129       init();
00130       return minuit_->GetNumFreePars();
00131     }

template<class Function>
int fit::RootMinuit< Function >::numberOfParameters (  )  [inline]

Definition at line 124 of file RootMinuit.h.

References fit::RootMinuit< Function >::init(), and fit::RootMinuit< Function >::minuit_.

Referenced by fit::RootMinuit< Function >::getErrorMatrix().

00124                              { 
00125       init();
00126       return minuit_->GetNumPars();
00127     }

template<class Function>
size_t fit::RootMinuit< Function >::parameterIndex ( const std::string &  name  )  const [inline, private]

Definition at line 199 of file RootMinuit.h.

References edm::errors::Configuration, p, and fit::RootMinuit< Function >::parIndices_.

Referenced by fit::RootMinuit< Function >::fixParameter(), fit::RootMinuit< Function >::getParameter(), fit::RootMinuit< Function >::getParameterError(), fit::RootMinuit< Function >::releaseParameter(), and fit::RootMinuit< Function >::setParameter().

00199                                                        {
00200       typename std::map<std::string, size_t>::const_iterator p = parIndices_.find(name);
00201       if(p == parIndices_.end())
00202         throw edm::Exception(edm::errors::Configuration)
00203           << "RootMinuit: can't find parameter " << name << "\n";
00204       return p->second;
00205     }

template<class Function>
void fit::RootMinuit< Function >::printFitResults ( std::ostream &  cout = std::cout  )  [inline]

Definition at line 175 of file RootMinuit.h.

References GenMuonPlsPt100GeV_cfg::cout, lat::endl(), fit::RootMinuit< Function >::f_, fit::RootMinuit< Function >::minValue(), fit::RootMinuit< Function >::numberOfFreeParameters(), and fit::RootMinuit< Function >::printParameters().

Referenced by fit::RootMinuitCommands< Function >::run().

00175                                                      {
00176       double amin = minValue();
00177       int ndof = f_.degreesOfFreedom() - numberOfFreeParameters();
00178         cout << "chi-squared/n.d.o.f. = " << amin << "/" << ndof << " = " << amin/ndof 
00179            << "; prob: " << TMath::Prob(amin, ndof)
00180            << std::endl;
00181       printParameters(cout);
00182     }

template<class Function>
void fit::RootMinuit< Function >::printParameters ( std::ostream &  cout = std::cout  )  [inline]

Definition at line 168 of file RootMinuit.h.

References GenMuonPlsPt100GeV_cfg::cout, end, lat::endl(), fit::RootMinuit< Function >::getParameterError(), i, fit::RootMinuit< Function >::parIndices_, and fit::RootMinuit< Function >::pars_.

Referenced by fit::RootMinuit< Function >::printFitResults().

00168                                                      {
00169       std::map<std::string, size_t>::const_iterator i = parIndices_.begin(), end = parIndices_.end();
00170       for(; i != end; ++i) {
00171         cout << i->first << " = " << *pars_[i->second] 
00172              << " +/- " << getParameterError(i->first) << std::endl;
00173       }
00174     }

template<class Function>
void fit::RootMinuit< Function >::releaseParameter ( const std::string &  name  )  [inline]

Definition at line 94 of file RootMinuit.h.

References i, fit::RootMinuit< Function >::initialized_, fit::RootMinuit< Function >::minuit_, fit::RootMinuit< Function >::parameterIndex(), and fit::RootMinuit< Function >::parMap_.

Referenced by fit::RootMinuitCommands< Function >::run().

00094                                                   {
00095       size_t i = parameterIndex(name);
00096       parMap_[i].second.fixed = false;
00097       if(initialized_) {
00098         minuit_->Release(i);
00099       }
00100     }

template<class Function>
void fit::RootMinuit< Function >::setParameter ( const std::string &  name,
double  val 
) [inline]

Definition at line 101 of file RootMinuit.h.

References edm::errors::Configuration, fit::parameter_t::err, i, fit::RootMinuit< Function >::initialized_, fit::parameter_t::max, fit::parameter_t::min, fit::RootMinuit< Function >::minuit_, fit::RootMinuit< Function >::parameterIndex(), fit::RootMinuit< Function >::parMap_, and fit::parameter_t::val.

Referenced by fit::RootMinuitCommands< Function >::run().

00101                                                           {
00102       size_t i = parameterIndex(name);
00103       parameter_t & par = parMap_[i].second;
00104       par.val = val;
00105       if(initialized_) {
00106         int ierflg = 0;      
00107         minuit_->mnparm(i, name, par.val, par.err, par.min, par.max, ierflg);
00108         if(ierflg != 0)
00109           throw edm::Exception(edm::errors::Configuration)
00110             << "RootMinuit: error in setting parameter " << i 
00111             << " value = " << par.val << " error = " << par.err
00112             << " range = [" << par.min << ", " << par.max << "]\n";
00113       }
00114     }

template<class Function>
void fit::RootMinuit< Function >::setParameters (  )  [inline]

Definition at line 115 of file RootMinuit.h.

References end, err, i, index, fit::RootMinuit< Function >::minuit_, fit::RootMinuit< Function >::parIndices_, and fit::RootMinuit< Function >::pars_.

Referenced by fit::RootMinuit< Function >::getErrorMatrix(), fit::RootMinuit< Function >::migrad(), and fit::RootMinuit< Function >::minimize().

00115                          {
00116       std::map<std::string, size_t>::const_iterator i = parIndices_.begin(), end = parIndices_.end();
00117       double val, err;
00118       for(; i != end; ++i) {
00119         size_t index = i->second;
00120         minuit_->GetParameter(index, val, err);
00121         *pars_[index] = val;
00122       }
00123     }

Member Data Documentation

template<class Function>
Function fit::RootMinuit< Function >::f_ [inline, static, private]

Definition at line 192 of file RootMinuit.h.

Referenced by fit::RootMinuit< Function >::fcn_(), fit::RootMinuit< Function >::printFitResults(), and fit::RootMinuit< Function >::RootMinuit().

template<class Function>
std::vector< boost::shared_ptr< double > > * fit::RootMinuit< Function >::fPars_ = 0 [inline, static, private]

Definition at line 190 of file RootMinuit.h.

Referenced by fit::RootMinuit< Function >::fcn_(), and fit::RootMinuit< Function >::init().

template<class Function>
bool fit::RootMinuit< Function >::initialized_ [private]

Definition at line 186 of file RootMinuit.h.

Referenced by fit::RootMinuit< Function >::addParameter(), fit::RootMinuit< Function >::fixParameter(), fit::RootMinuit< Function >::init(), fit::RootMinuit< Function >::releaseParameter(), and fit::RootMinuit< Function >::setParameter().

template<class Function>
std::auto_ptr<TMinuit> fit::RootMinuit< Function >::minuit_ [private]

Definition at line 188 of file RootMinuit.h.

Referenced by fit::RootMinuit< Function >::fixParameter(), fit::RootMinuit< Function >::getErrorMatrix(), fit::RootMinuit< Function >::getParameter(), fit::RootMinuit< Function >::getParameterError(), fit::RootMinuit< Function >::init(), fit::RootMinuit< Function >::migrad(), fit::RootMinuit< Function >::minimize(), fit::RootMinuit< Function >::minValue(), fit::RootMinuit< Function >::numberOfFreeParameters(), fit::RootMinuit< Function >::numberOfParameters(), fit::RootMinuit< Function >::releaseParameter(), fit::RootMinuit< Function >::setParameter(), and fit::RootMinuit< Function >::setParameters().

template<class Function>
double fit::RootMinuit< Function >::minValue_ [private]

Definition at line 187 of file RootMinuit.h.

Referenced by fit::RootMinuit< Function >::minValue().

template<class Function>
std::map<std::string, size_t> fit::RootMinuit< Function >::parIndices_ [private]

Definition at line 185 of file RootMinuit.h.

Referenced by fit::RootMinuit< Function >::addParameter(), fit::RootMinuit< Function >::parameterIndex(), fit::RootMinuit< Function >::printParameters(), and fit::RootMinuit< Function >::setParameters().

template<class Function>
parameterVector_t fit::RootMinuit< Function >::parMap_ [private]

Definition at line 184 of file RootMinuit.h.

Referenced by fit::RootMinuit< Function >::addParameter(), fit::RootMinuit< Function >::fixParameter(), fit::RootMinuit< Function >::init(), fit::RootMinuit< Function >::releaseParameter(), and fit::RootMinuit< Function >::setParameter().

template<class Function>
std::vector<boost::shared_ptr<double> > fit::RootMinuit< Function >::pars_ [private]

Definition at line 189 of file RootMinuit.h.

Referenced by fit::RootMinuit< Function >::addParameter(), fit::RootMinuit< Function >::init(), fit::RootMinuit< Function >::printParameters(), and fit::RootMinuit< Function >::setParameters().

template<class Function>
bool fit::RootMinuit< Function >::verbose_ [private]

Definition at line 191 of file RootMinuit.h.

Referenced by fit::RootMinuit< Function >::init(), fit::RootMinuit< Function >::migrad(), and fit::RootMinuit< Function >::minimize().

The documentation for this class was generated from the following file:
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