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    /// set the function to minimize
0099    void SetFunction(const ROOT::Math::IMultiGenFunction & func) override;
0100
0101
0102    /// method to perform the minimization
0103     bool Minimize() override;
0104
0105
0106    /// return expected distance reached from the minimum
0107    double Edm() const override { return 0; } // not impl. }
0108
0109
0110    /// return pointer to gradient values at the minimum
0111    const double *  MinGradient() const override;
0112
0113    /// number of function calls to reach the minimum
0114    unsigned int NCalls() const override;
0115
0116
0117    /// minimizer provides error and error matrix
0118    bool ProvidesError() const override { return false; }
0119
0120    /// return errors at the minimum
0121    const double * Errors() const override { return nullptr; }
0122
0123    /** return covariance matrices elements
0124        if the variable is fixed the matrix is zero
0125        The ordering of the variables is the same as in errors
0126    */
0127    double CovMatrix(unsigned int , unsigned int ) const override { return 0; }
0128
0129
0130
0131
0132 protected:
0133
0134 private:
0135
0136
0137    ROOT::Math::GSLMultiMinimizer * fGSLMultiMin;
0138
0139    double fLSTolerance;  // Line Search Tolerance
0140
0141 };
0142
0143    } // end namespace Fit
0144
0145 } // end namespace ROOT
0146
0147
0148
0149 #endif /* ROOT_Math_GSLMinimizer */