// @(#)root/fumili:$Id$ // Author: L. Moneta Wed Oct 25 16:28:55 2006 /********************************************************************** * * * Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT * * * * * **********************************************************************/ // Header file for class TFumiliMinimizer #ifndef ROOT_TFumiliMinimizer #define ROOT_TFumiliMinimizer #include "Math/Minimizer.h" #include "Math/FitMethodFunction.h" #include "Rtypes.h" class TFumili; // namespace ROOT { // namespace Math { // class BasicFitMethodFunction; // class BasicFitMethodFunction; // } // } /** TFumiliMinimizer class: minimizer implementation based on TFumili. */ class TFumiliMinimizer : public ROOT::Math::Minimizer { public: /** Default constructor (an argument is needed by plug-in manager) */ TFumiliMinimizer (int dummy=0 ); /** Destructor (no operations) */ ~TFumiliMinimizer (); private: // usually copying is non trivial, so we make this unaccessible /** Copy constructor */ TFumiliMinimizer(const TFumiliMinimizer &); /** Assignment operator */ TFumiliMinimizer & operator = (const TFumiliMinimizer & rhs); public: /// set the function to minimize virtual void SetFunction(const ROOT::Math::IMultiGenFunction & func); /// set the function to minimize virtual void SetFunction(const ROOT::Math::IMultiGradFunction & func); /// set free variable virtual bool SetVariable(unsigned int ivar, const std::string & name, double val, double step); /// set upper/lower limited variable (override if minimizer supports them ) virtual bool SetLimitedVariable(unsigned int ivar , const std::string & name , double val , double step , double /* lower */, double /* upper */); #ifdef LATER /// set lower limit variable (override if minimizer supports them ) virtual bool SetLowerLimitedVariable(unsigned int ivar , const std::string & name , double val , double step , double lower ); /// set upper limit variable (override if minimizer supports them ) virtual bool SetUpperLimitedVariable(unsigned int ivar , const std::string & name , double val , double step , double upper ); #endif /// set fixed variable (override if minimizer supports them ) virtual bool SetFixedVariable(unsigned int /* ivar */, const std::string & /* name */, double /* val */); /// set the value of an existing variable virtual bool SetVariableValue(unsigned int ivar, double val ); /// method to perform the minimization virtual bool Minimize(); /// return minimum function value virtual double MinValue() const { return fMinVal; } /// return expected distance reached from the minimum virtual double Edm() const { return fEdm; } /// return pointer to X values at the minimum virtual const double * X() const { return &fParams.front(); } /// return pointer to gradient values at the minimum virtual const double * MinGradient() const { return 0; } // not available /// number of function calls to reach the minimum virtual unsigned int NCalls() const { return 0; } /// this is <= Function().NDim() which is the total /// number of variables (free+ constrained ones) virtual unsigned int NDim() const { return fDim; } /// number of free variables (real dimension of the problem) /// this is <= Function().NDim() which is the total virtual unsigned int NFree() const { return fNFree; } /// minimizer provides error and error matrix virtual bool ProvidesError() const { return true; } /// return errors at the minimum virtual const double * Errors() const { return &fErrors.front(); } /** return covariance matrices elements if the variable is fixed the matrix is zero The ordering of the variables is the same as in errors */ virtual double CovMatrix(unsigned int i, unsigned int j) const { return fCovar[i + fDim* j]; } /* return covariance matrix status */ virtual int CovMatrixStatus() const { if (fCovar.size() == 0) return 0; return (fStatus ==0) ? 3 : 1; } protected: /// implementation of FCN for Fumili static void Fcn( int &, double * , double & f, double * , int); /// implementation of FCN for Fumili when user provided gradient is used //static void FcnGrad( int &, double * g, double & f, double * , int); /// static function implementing the evaluation of the FCN (it uses static instance fgFumili) static double EvaluateFCN(const double * x, double * g); private: unsigned int fDim; unsigned int fNFree; double fMinVal; double fEdm; std::vector fParams; std::vector fErrors; std::vector fCovar; TFumili * fFumili; // need to have a static copy of the function //NOTE: This is NOT thread safe. static ROOT::Math::FitMethodFunction * fgFunc; static ROOT::Math::FitMethodGradFunction * fgGradFunc; static TFumili * fgFumili; // static instance (used by fcn function) ClassDef(TFumiliMinimizer,1) //Implementation of Minimizer interface using TFumili }; #endif /* ROOT_TFumiliMinimizer */