PSFitter::HybridMinimizer Class Reference

#include <HybridMinimizer.h>

Inheritance diagram for PSFitter::HybridMinimizer:

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

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

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 &)
HybridMinimizer &	operator= (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

enum PSFitter::HybridMinimizer::EMinimizerType

Enumerator
kMigrad
kSimplex
kCombined
kScan
kFumili

Definition at line 49 of file HybridMinimizer.h.

Constructor & Destructor Documentation

PSFitter::HybridMinimizer::HybridMinimizer

(

EMinimizerType

type = kMigrad

)

Default constructor

Definition at line 73 of file HybridMinimizer.cc.

PSFitter::HybridMinimizer::HybridMinimizer

(

const char *

type

)

Constructor with a char (used by PM)

Definition at line 84 of file HybridMinimizer.cc.

PSFitter::HybridMinimizer::~HybridMinimizer ( )

virtual

Destructor (no operations)

Definition at line 138 of file HybridMinimizer.cc.

PSFitter::HybridMinimizer::HybridMinimizer ( const HybridMinimizer &  )

private

Copy constructor

Definition at line 146 of file HybridMinimizer.cc.

Member Function Documentation

void PSFitter::HybridMinimizer::Clear ( )

virtual

Definition at line 160 of file HybridMinimizer.cc.

bool PSFitter::HybridMinimizer::Contour ( unsigned int  i, unsigned int  j, unsigned int &  npoints, double *  xi, double *  xj  )

virtual

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 845 of file HybridMinimizer.cc.

double PSFitter::HybridMinimizer::Correlation ( unsigned int  i, unsigned int  j  ) const

virtual

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

Definition at line 614 of file HybridMinimizer.cc.

double PSFitter::HybridMinimizer::CovMatrix ( unsigned int  i, unsigned int  j  ) const

virtual

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 547 of file HybridMinimizer.cc.

int PSFitter::HybridMinimizer::CovMatrixStatus ( ) const

virtual

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 955 of file HybridMinimizer.cc.

virtual double PSFitter::HybridMinimizer::Edm ( ) const

inlinevirtual

return expected distance reached from the minimum

Definition at line 136 of file HybridMinimizer.h.

const double * PSFitter::HybridMinimizer::Errors ( ) const

virtual

return errors at the minimum

Definition at line 527 of file HybridMinimizer.cc.

bool PSFitter::HybridMinimizer::ExamineMinimum ( const ROOT::Minuit2::FunctionMinimum &  min )

protected

examine the minimum result

study the function minimum

Definition at line 411 of file HybridMinimizer.cc.

bool PSFitter::HybridMinimizer::GetCovMatrix ( double *  cov ) const

virtual

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 558 of file HybridMinimizer.cc.

virtual const ROOT::Minuit2::FCNBase* PSFitter::HybridMinimizer::GetFCN ( ) const

inlineprotectedvirtual

Definition at line 274 of file HybridMinimizer.h.

bool PSFitter::HybridMinimizer::GetHessianMatrix ( double *  h ) const

virtual

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 585 of file HybridMinimizer.cc.

virtual const ROOT::Minuit2::ModularFunctionMinimizer* PSFitter::HybridMinimizer::GetMinimizer ( ) const

inlineprotectedvirtual

Definition at line 270 of file HybridMinimizer.h.

bool PSFitter::HybridMinimizer::GetMinosError ( unsigned int  i, double &  errLow, double &  errUp, int  runopt = 0  )

virtual

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 642 of file HybridMinimizer.cc.

double PSFitter::HybridMinimizer::GlobalCC ( unsigned int  i ) const

virtual

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 628 of file HybridMinimizer.cc.

bool PSFitter::HybridMinimizer::Hesse ( )

virtual

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 893 of file HybridMinimizer.cc.

virtual const double* PSFitter::HybridMinimizer::MinGradient ( ) const

inlinevirtual

return pointer to gradient values at the minimum

Definition at line 142 of file HybridMinimizer.h.

bool PSFitter::HybridMinimizer::Minimize ( )

virtual

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 303 of file HybridMinimizer.cc.

virtual double PSFitter::HybridMinimizer::MinValue ( ) const

inlinevirtual

return minimum function value

Definition at line 133 of file HybridMinimizer.h.

virtual unsigned int PSFitter::HybridMinimizer::NCalls ( ) const

inlinevirtual

number of function calls to reach the minimum

Definition at line 145 of file HybridMinimizer.h.

virtual unsigned int PSFitter::HybridMinimizer::NDim ( ) const

inlinevirtual

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

Definition at line 149 of file HybridMinimizer.h.

virtual unsigned int PSFitter::HybridMinimizer::NFree ( ) const

inlinevirtual

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

Definition at line 153 of file HybridMinimizer.h.

HybridMinimizer & PSFitter::HybridMinimizer::operator= ( const HybridMinimizer &  rhs )

private

Assignment operator

Definition at line 152 of file HybridMinimizer.cc.

void PSFitter::HybridMinimizer::PrintResults ( )

virtual

print result of minimization

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

Definition at line 477 of file HybridMinimizer.cc.

virtual bool PSFitter::HybridMinimizer::ProvidesError ( ) const

inlinevirtual

minimizer provides error and error matrix

Definition at line 156 of file HybridMinimizer.h.

bool PSFitter::HybridMinimizer::Scan ( unsigned int  i, unsigned int &  nstep, double *  x, double *  y, double  xmin = 0, double  xmax = 0  )

virtual

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 787 of file HybridMinimizer.cc.

bool PSFitter::HybridMinimizer::SetFixedVariable ( unsigned int  ivar, const std::string &  name, double  val  )

virtual

set fixed variable (override if minimizer supports them )

Definition at line 224 of file HybridMinimizer.cc.

void PSFitter::HybridMinimizer::SetFunction ( const ROOT::Math::IMultiGenFunction &  func )

virtual

set the function to minimize

Definition at line 267 of file HybridMinimizer.cc.

void PSFitter::HybridMinimizer::SetFunction ( const ROOT::Math::IMultiGradFunction &  func )

virtual

set gradient the function to minimize

Definition at line 285 of file HybridMinimizer.cc.

bool PSFitter::HybridMinimizer::SetLimitedVariable ( unsigned int  ivar, const std::string &  name, double  val, double  step, double  lower, double  upper  )

virtual

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

Definition at line 217 of file HybridMinimizer.cc.

bool PSFitter::HybridMinimizer::SetLowerLimitedVariable ( unsigned int  ivar, const std::string &  name, double  val, double  step, double  lower  )

virtual

set lower limit variable (override if minimizer supports them )

Definition at line 201 of file HybridMinimizer.cc.

virtual void PSFitter::HybridMinimizer::SetMinimizer ( ROOT::Minuit2::ModularFunctionMinimizer *  m )

inlineprotectedvirtual

Definition at line 272 of file HybridMinimizer.h.

void PSFitter::HybridMinimizer::SetMinimizerType

(

EMinimizerType

type

)

Definition at line 106 of file HybridMinimizer.cc.

bool PSFitter::HybridMinimizer::SetUpperLimitedVariable ( unsigned int  ivar, const std::string &  name, double  val, double  step, double  upper  )

virtual

set upper limit variable (override if minimizer supports them )

Definition at line 208 of file HybridMinimizer.cc.

bool PSFitter::HybridMinimizer::SetVariable ( unsigned int  ivar, const std::string &  name, double  val, double  step  )

virtual

set free variable

Definition at line 171 of file HybridMinimizer.cc.

bool PSFitter::HybridMinimizer::SetVariableValue ( unsigned int  ivar, double  val  )

virtual

set variable

Definition at line 250 of file HybridMinimizer.cc.

bool PSFitter::HybridMinimizer::SetVariableValues ( const double *  val )

virtual

Definition at line 257 of file HybridMinimizer.cc.

const ROOT::Minuit2::MnUserParameterState& PSFitter::HybridMinimizer::State ( )

inline

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

Definition at line 262 of file HybridMinimizer.h.

int PSFitter::HybridMinimizer::VariableIndex ( const std::string &  name ) const

virtual

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

Definition at line 243 of file HybridMinimizer.cc.

std::string PSFitter::HybridMinimizer::VariableName ( unsigned int  ivar ) const

virtual

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

Definition at line 236 of file HybridMinimizer.cc.

const double * PSFitter::HybridMinimizer::X ( ) const

virtual

return pointer to X values at the minimum

Definition at line 511 of file HybridMinimizer.cc.

Member Data Documentation

unsigned int PSFitter::HybridMinimizer::fDim

private

Definition at line 281 of file HybridMinimizer.h.

std::vector<double> PSFitter::HybridMinimizer::fErrors

mutableprivate

Definition at line 290 of file HybridMinimizer.h.

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

private

Definition at line 286 of file HybridMinimizer.h.

ROOT::Minuit2::FunctionMinimum* PSFitter::HybridMinimizer::fMinimum

private

Definition at line 288 of file HybridMinimizer.h.

ROOT::Minuit2::FCNBase* PSFitter::HybridMinimizer::fMinuitFCN

private

Definition at line 287 of file HybridMinimizer.h.

ROOT::Minuit2::MnUserParameterState PSFitter::HybridMinimizer::fState

private

Definition at line 284 of file HybridMinimizer.h.

bool PSFitter::HybridMinimizer::fUseFumili

private

Definition at line 282 of file HybridMinimizer.h.

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

mutableprivate

Definition at line 289 of file HybridMinimizer.h.