root/Math/GSLMinimizer.h

0001 // @(#)root/mathmore:$Id$
0002 // Author: L. Moneta Wed Oct 18 11:48:00 2006
0003
0004  /**********************************************************************
0005   *                                                                    *
0006   * Copyright (c) 2006  LCG ROOT Math Team, CERN/PH-SFT                *
0007   *                                                                    *
0008   * This library is free software; you can redistribute it and/or      *
0009   * modify it under the terms of the GNU General Public License        *
0010   * as published by the Free Software Foundation; either version 2     *
0011   * of the License, or (at your option) any later version.             *
0012   *                                                                    *
0013   * This library is distributed in the hope that it will be useful,    *
0014   * but WITHOUT ANY WARRANTY; without even the implied warranty of     *
0015   * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU   *
0016   * General Public License for more details.                           *
0017   *                                                                    *
0018   * You should have received a copy of the GNU General Public License  *
0019   * along with this library (see file COPYING); if not, write          *
0020   * to the Free Software Foundation, Inc., 59 Temple Place, Suite      *
0021   * 330, Boston, MA 02111-1307 USA, or contact the author.             *
0022   *                                                                    *
0023   **********************************************************************/
0024
0025
0026 // Header file for class GSLMinimizer
0027
0028 #ifndef ROOT_Math_GSLMinimizer
0029 #define ROOT_Math_GSLMinimizer
0030
0031 #include "Math/Minimizer.h"
0032
0033 #include "Math/IFunctionfwd.h"
0034
0035 #include "Math/IParamFunctionfwd.h"
0036
0037 #include "Math/BasicMinimizer.h"
0038
0039
0040 namespace ROOT {
0041
0042 namespace Math {
0043
0044
0045    /**
0046       enumeration specifying the types of GSL minimizers
0047       @ingroup MultiMin
0048    */
0049    enum EGSLMinimizerType {
0050       kConjugateFR,
0051       kConjugatePR,
0052       kVectorBFGS,
0053       kVectorBFGS2,
0054       kSteepestDescent
0055    };
0056
0057
0058    class GSLMultiMinimizer;
0059
0060    class MinimTransformFunction;
0061
0062
0063 //_____________________________________________________________________________________
0064 /**
0065    GSLMinimizer class.
0066    Implementation of the ROOT::Math::Minimizer interface using the GSL multi-dimensional
0067    minimization algorithms.
0068
0069    See <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Multidimensional-Minimization.html">GSL doc</A>
0070    from more info on the GSL minimization algorithms.
0071
0072    The class implements the ROOT::Math::Minimizer interface and can be instantiated using the
0073    ROOT plugin manager (plugin name is "GSLMultiMin"). The various minimization algorithms
0074    (conjugatefr, conjugatepr, bfgs, etc..) can be passed as enumerations and also as a string.
0075    The default algorithm is conjugatefr (Fletcher-Reeves conjugate gradient algorithm).
0076
0077    @ingroup MultiMin
0078 */
0079 class GSLMinimizer : public ROOT::Math::BasicMinimizer {
0080
0081 public:
0082
0083    /**
0084       Default constructor
0085    */
0086    GSLMinimizer (ROOT::Math::EGSLMinimizerType type = ROOT::Math::kConjugateFR  );
0087
0088    /**
0089       Constructor with a string giving name of algorithm
0090     */
0091    GSLMinimizer (const char *  type  );
0092
0093    /**
0094       Destructor
0095    */
0096    ~GSLMinimizer () override;
0097
0098 private:
0099    // usually copying is non trivial, so we make this unaccessible
0100
0101    /**
0102       Copy constructor
0103    */
0104    GSLMinimizer(const GSLMinimizer &) : BasicMinimizer() {}
0105
0106    /**
0107       Assignment operator
0108    */
0109    GSLMinimizer & operator = (const GSLMinimizer & rhs) {
0110       if (this == &rhs) return *this;  // time saving self-test
0111       return *this;
0112    }
0113
0114 public:
0115
0116    /// set the function to minimize
0117    void SetFunction(const ROOT::Math::IMultiGenFunction & func) override;
0118
0119
0120    /// method to perform the minimization
0121     bool Minimize() override;
0122
0123
0124    /// return expected distance reached from the minimum
0125    double Edm() const override { return 0; } // not impl. }
0126
0127
0128    /// return pointer to gradient values at the minimum
0129    const double *  MinGradient() const override;
0130
0131    /// number of function calls to reach the minimum
0132    unsigned int NCalls() const override;
0133
0134
0135    /// minimizer provides error and error matrix
0136    bool ProvidesError() const override { return false; }
0137
0138    /// return errors at the minimum
0139    const double * Errors() const override { return nullptr; }
0140
0141    /** return covariance matrices elements
0142        if the variable is fixed the matrix is zero
0143        The ordering of the variables is the same as in errors
0144    */
0145    double CovMatrix(unsigned int , unsigned int ) const override { return 0; }
0146
0147
0148
0149
0150 protected:
0151
0152 private:
0153
0154
0155    ROOT::Math::GSLMultiMinimizer * fGSLMultiMin;
0156
0157    double fLSTolerance;  // Line Search Tolerance
0158
0159 };
0160
0161    } // end namespace Fit
0162
0163 } // end namespace ROOT
0164
0165
0166
0167 #endif /* ROOT_Math_GSLMinimizer */