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0001 // @(#)root/mathcore:$Id$ 0002 // Author: David Gonzalez Maline 2/2008 0003 /********************************************************************** 0004 * * 0005 * Copyright (c) 2004 CERN * 0006 * All rights reserved. * 0007 * * 0008 * For the licensing terms see $ROOTSYS/LICENSE. * 0009 * For the list of contributors see $ROOTSYS/README/CREDITS. * 0010 * * 0011 **********************************************************************/ 0012 0013 // Header file for class BrentMinimizer1D 0014 // 0015 // Created by: Maline at Mon Feb 4 09:32:36 2008 0016 // 0017 // 0018 0019 0020 #ifndef ROOT_Math_BrentMinimizer1D 0021 #define ROOT_Math_BrentMinimizer1D 0022 0023 #include "Math/IMinimizer1D.h" 0024 0025 #include "Math/IFunctionfwd.h" 0026 0027 0028 namespace ROOT { 0029 namespace Math { 0030 0031 //___________________________________________________________________________________________ 0032 /** 0033 User class for performing function minimization 0034 0035 It will use the Brent Method for function minimization in a given interval. 0036 First, a grid search is used to bracket the minimum value 0037 with the a step size = (xmax-xmin)/npx. The step size 0038 can be controlled via the SetNpx() function. A default value of npx = 100 is used. 0039 The default value con be changed using the static method SetDefaultNpx. 0040 If the function is unimodal or if its extrema are far apart, setting the fNpx to 0041 a small value speeds the algorithm up many times. 0042 Then, Brent's method is applied on the bracketed interval. 0043 If the Brent method fails to converge the bracketing is repeated on the latest best estimate of the 0044 interval. The procedure is repeated with a maximum value (default =10) which can be set for all 0045 BrentRootFinder classes with the method SetDefaultNSearch 0046 0047 0048 0049 This class is implemented from TF1::GetMinimum. 0050 0051 To use the class, three steps have to be taken: 0052 1. Create the class. 0053 2. Set a function within an interval to look for the minimum. 0054 3. Call the Minimize function with the error parameters. 0055 0056 If another minimization is to be performed, repeat the last two steps. 0057 0058 @ingroup Min1D 0059 0060 */ 0061 0062 class BrentMinimizer1D: private ROOT::Math::IMinimizer1D { 0063 0064 public: 0065 0066 /** Default Constructor. */ 0067 BrentMinimizer1D(); 0068 0069 /** Default Destructor. */ 0070 ~BrentMinimizer1D() override {} 0071 0072 public: 0073 0074 /** Return current estimate of the position of the minimum. */ 0075 double XMinimum() const override { return fXMinimum; } 0076 0077 /** Return current lower bound of the minimization interval. */ 0078 double XLower() const override { return fXMin; } 0079 0080 /** Return current upper bound of the minimization interval. */ 0081 double XUpper() const override { return fXMax; } 0082 0083 /** Return function value at current estimate of the minimum. */ 0084 double FValMinimum() const override; 0085 0086 /** Return function value at current lower bound of the minimization interval. */ 0087 double FValLower() const override; 0088 0089 /** Return function value at current upper bound of the minimization interval. */ 0090 double FValUpper() const override; 0091 0092 /** Find minimum position iterating until convergence specified by the absolute and relative tolerance or 0093 the maximum number of iteration is reached. 0094 Return true if iterations converged successfully 0095 \@param maxIter maximum number of iterations. 0096 \@param absTol desired absolute error in the minimum position (default 1.E-8) 0097 \@param absTol desired relative error in the minimum position (default = 1.E-10) 0098 */ 0099 bool Minimize( int maxIter, double absTol = 1.E-8, double relTol = 1.E-10) override; 0100 0101 /** Return number of iteration used to find minimum */ 0102 int Iterations() const override { return fNIter; } 0103 0104 /** Return name of minimization algorithm ("BrentMinimizer1D") */ 0105 const char * Name() const override; 0106 0107 /** Sets function to be minimized. 0108 0109 \@param f Function to be minimized. 0110 \@param xlow Lower bound of the search interval. 0111 \@param xup Upper bound of the search interval. 0112 */ 0113 void SetFunction(const ROOT::Math::IGenFunction& f, double xlow, double xup); 0114 0115 /** Set the number of point used to bracket root using a grid */ 0116 void SetNpx(int npx) { fNpx = npx; } 0117 0118 /** 0119 Set a log grid scan (default is equidistant bins) 0120 will work only if xlow > 0 0121 */ 0122 void SetLogScan(bool on) { fLogScan = on; } 0123 0124 0125 /** Returns status of last estimate. If = 0 is OK */ 0126 int Status() const override { return fStatus; } 0127 0128 // static function used to modify the default parameters 0129 0130 /** set number of default Npx used at construction time (when SetNpx is not called) 0131 Default value is 100 0132 */ 0133 static void SetDefaultNpx(int npx); 0134 0135 /** set number of times the bracketing search in combination with is done to find a good interval 0136 Default value is 10 0137 */ 0138 static void SetDefaultNSearch(int n); 0139 0140 private: 0141 0142 const IGenFunction* fFunction; ///< Pointer to the function. 0143 bool fLogScan; ///< flag to control usage of a log scan 0144 int fNIter; ///< Number of iterations needed for the last estimation. 0145 int fNpx; ///< Number of points to bracket minimum with grid (def is 100) 0146 int fStatus; ///< Status of code of the last estimate 0147 double fXMin; ///< Lower bound of the search interval. 0148 double fXMax; ///< Upper bound of the search interval 0149 double fXMinimum; ///< Position of the estimated minimum. 0150 0151 }; // end class BrentMinimizer1D 0152 0153 } // end namespace Math 0154 0155 } // end namespace ROOT 0156 0157 #endif /* ROOT_Math_BrentMinimizer1D */
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