class TMinuitMinimizer: public ROOT::Math::Minimizer


  TMinuitMinimizer class implementing the ROOT::Math::Minimizer interface using
  TMinuit.
  This class is normally instantiates using the plug-in manager
  (plug-in with name Minuit or TMinuit)
  In addition the user can choose the minimizer algorithm: Migrad (the default one), Simplex, or Minimize (combined Migrad + Simplex)


Function Members (Methods)

public:
TMinuitMinimizer(ROOT::Minuit::EMinimizerType type = ROOT::Minuit::kMigrad)
TMinuitMinimizer(const char* type)
virtual~TMinuitMinimizer()
static TClass*Class()
virtual voidROOT::Math::Minimizer::Clear()
virtual boolContour(unsigned int i, unsigned int j, unsigned int& npoints, double* xi, double* xj)
virtual doubleROOT::Math::Minimizer::Correlation(unsigned int i, unsigned int j) const
virtual doubleCovMatrix(unsigned int i, unsigned int j) const
virtual doubleEdm() const
doubleROOT::Math::Minimizer::ErrorDef() const
virtual const double*Errors() const
virtual boolGetMinosError(unsigned int i, double& errLow, double& errUp)
virtual doubleROOT::Math::Minimizer::GlobalCC(unsigned int) const
virtual TClass*IsA() const
boolROOT::Math::Minimizer::IsValidError() const
unsigned intROOT::Math::Minimizer::MaxFunctionCalls()
unsigned intROOT::Math::Minimizer::MaxIterations()
virtual const double*MinGradient() const
virtual boolMinimize()
virtual doubleMinValue() const
virtual unsigned intNCalls() const
virtual unsigned intNDim() const
virtual unsigned intNFree() const
intROOT::Math::Minimizer::PrintLevel() const
virtual voidPrintResults()
virtual boolProvidesError() const
virtual boolScan(unsigned int i, unsigned int& nstep, double* x, double* y, double xmin = 0, double xmax = 0)
voidROOT::Math::Minimizer::SetErrorDef(double up)
virtual boolSetFixedVariable(unsigned int, const string&, double)
virtual voidSetFunction(const ROOT::Math::IMultiGenFunction& func)
virtual voidSetFunction(const ROOT::Math::IMultiGradFunction& func)
virtual boolSetLimitedVariable(unsigned int ivar, const string& name, double val, double step, double, double)
virtual boolROOT::Math::Minimizer::SetLowerLimitedVariable(unsigned int ivar, const string& name, double val, double step, double lower)
voidROOT::Math::Minimizer::SetMaxFunctionCalls(unsigned int maxfcn)
voidROOT::Math::Minimizer::SetMaxIterations(unsigned int maxiter)
voidROOT::Math::Minimizer::SetPrintLevel(int level)
voidROOT::Math::Minimizer::SetStrategy(int strategyLevel)
voidROOT::Math::Minimizer::SetTolerance(double tol)
virtual boolROOT::Math::Minimizer::SetUpperLimitedVariable(unsigned int ivar, const string& name, double val, double step, double upper)
voidROOT::Math::Minimizer::SetValidError(bool on)
virtual boolSetVariable(unsigned int ivar, const string& name, double val, double step)
virtual boolSetVariableValue(unsigned int, double)
virtual boolROOT::Math::Minimizer::SetVariableValues(const double* x)
virtual voidShowMembers(TMemberInspector& insp, char* parent)
intROOT::Math::Minimizer::Status() const
intROOT::Math::Minimizer::Strategy() const
virtual voidStreamer(TBuffer& b)
voidStreamerNVirtual(TBuffer& b)
doubleROOT::Math::Minimizer::Tolerance() const
virtual const double*X() const
protected:
voidDoClear()
static voidFcn(int&, double*, double& f, double*, int)
static voidFcnGrad(int&, double* g, double& f, double*, int)
private:
TMinuitMinimizer(const TMinuitMinimizer&)
TMinuitMinimizer&operator=(const TMinuitMinimizer& rhs)

Data Members

protected:
intROOT::Math::Minimizer::fDebugprint level
unsigned intROOT::Math::Minimizer::fMaxCallsmax number of funciton calls
unsigned intROOT::Math::Minimizer::fMaxItermax number or iterations used to find the minimum
intROOT::Math::Minimizer::fStatusstatus of minimizer
intROOT::Math::Minimizer::fStrategyminimizer strategy
doubleROOT::Math::Minimizer::fToltolerance (absolute)
doubleROOT::Math::Minimizer::fUperror scale
boolROOT::Math::Minimizer::fValidErrorflag to control if errors have been validated (Hesse has been run in case of Minuit)
private:
vector<double>fCovar
unsigned intfDim
doublefEdm
vector<double>fErrors
doublefMinVal
boolfMinosRun
TMinuit*fMinuit
unsigned intfNFree
vector<double>fParams
unsigned intfStrategy
ROOT::Minuit::EMinimizerTypefType
boolfUsed
static ROOT::Math::IBaseFunctionMultiDim*fgFunc
static TMinuit*fgMinuit
static boolfgUsedflag to control if static instance has done minimization

Class Charts

Inheritance Inherited Members Includes Libraries
Class Charts

Function documentation

TMinuitMinimizer(ROOT::Minuit::EMinimizerType type )
 Constructor for TMinuitMinimier class via an enumeration specifying the minimization
 algorithm type. Supported types are : kMigrad, kSimplex, kCombined (a combined
 Migrad + Simplex minimization) and kMigradImproved (a Migrad mininimization folloed by an
 improved search for global minima). The default type is Migrad (kMigrad).
TMinuitMinimizer(const char * type )
 constructor from a char * for the algorithm type, used by the plug-in manager
 The names supported (case unsensitive) are:
  Migrad (default), Simplex, Minimize (for the combined Migrad+ Simplex) and Migrad_imp
~TMinuitMinimizer()
 Destructor implementation.
TMinuitMinimizer(const TMinuitMinimizer &)
 Implementation of copy constructor (it is private).
void SetFunction(const ROOT::Math::IMultiGenFunction & func)
 Set the objective function to be minimized, by passing a function object implement the
 basic multi-dim Function interface. In this case the derivatives will be
 calculated by Minuit
void SetFunction(const ROOT::Math::IMultiGradFunction & func)
 Set the objective function to be minimized, by passing a function object implement the
 multi-dim gradient Function interface. In this case the function derivatives are provided
 by the user via this interface and there not calculated by Minuit.
void Fcn(int& , double* , double& f, double* , int )
 implementation of FCN static function used internally by TMinuit.
 Adapt IMultiGenFunction interface to TMinuit FCN static function
void FcnGrad(int& , double* g, double& f, double* , int )
 implementation of FCN static function used internally by TMinuit.
 Adapt IMultiGradFunciton interface to TMinuit FCN static function in the case of user
 provided gradient.
bool SetVariable(unsigned int ivar, const string& name, double val, double step)
 set a free variable.
bool SetLimitedVariable(unsigned int ivar, const string& name, double val, double step, double , double )
 set a limited variable.
bool SetFixedVariable(unsigned int , const string& , double )
 set a fixed variable.
bool SetVariableValue(unsigned int , double )
 set the value of an existing variable
 parameter must exist or return false
bool Minimize()
 perform the minimization using the algorithm chosen previously by the user
 By default Migrad is used.
 Return true if the found minimum is valid and update internal chached values of
 minimum values, errors and covariance matrix.
 Status of minimizer is set to:
 migradResult + 10*minosResult + 100*hesseResult + 1000*improveResult
bool GetMinosError(unsigned int i, double& errLow, double& errUp)
 Perform Minos analysis for the given parameter  i
void DoClear()
 reset TMinuit
void PrintResults()
 print minimizer result
bool Contour(unsigned int i, unsigned int j, unsigned int& npoints, double* xi, double* xj)
 contour plot for parameter i and j
 need a valid FuncitonMinimum otherwise exits
bool Scan(unsigned int i, unsigned int& nstep, double* x, double* y, double xmin = 0, double xmax = 0)
 scan a parameter (variable) around the minimum value
 the parameters must have been set before
 if xmin=0 && xmax == 0  by default scan around 2 sigma of the error
 if the errors  are also zero then scan from min and max of parameter range
 (if parameters are limited Minuit scan from min and max instead of 2 sigma by default)
 (force in that case to use errors)
double MinValue() const
 return minimum function value
{ return fMinVal; }
double Edm() const
 return expected distance reached from the minimum
{ return fEdm; }
const double * X() const
 return  pointer to X values at the minimum
{ return &fParams.front(); }
const double * MinGradient() const
 return pointer to gradient values at the minimum
{ return 0; }
unsigned int NCalls() const
 number of function calls to reach the minimum
{ return 0; }
unsigned int NDim() const
 this is <= Function().NDim() which is the total
 number of variables (free+ constrained ones)
{ return fDim; }
unsigned int NFree() const
 number of free variables (real dimension of the problem)
 this is <= Function().NDim() which is the total
{ return fNFree; }
bool ProvidesError() const
 minimizer provides error and error matrix
{ return true; }
const double * Errors() const
 return errors at the minimum
{ return &fErrors.front(); }
double CovMatrix(unsigned int i, unsigned int j) const
 return covariance matrices elements
       if the variable is fixed the matrix is zero
       The ordering of the variables is the same as in errors


Author: L. Moneta Wed Oct 25 16:28:55 2006
Last change: root/minuit:$Id: TMinuitMinimizer.h 26866 2008-12-12 10:50:07Z moneta $
Last generated: 2008-12-16 09:15
Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT *

This page has been automatically generated. If you have any comments or suggestions about the page layout send a mail to ROOT support, or contact the developers with any questions or problems regarding ROOT.