root/Minuit2/FumiliBuilder.h

0001 // @(#)root/minuit2:$Id$
0002 // Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005
0003
0004 /**********************************************************************
0005  *                                                                    *
0006  * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
0007  *                                                                    *
0008  **********************************************************************/
0009
0010 #ifndef ROOT_Minuit2_FumiliBuilder
0011 #define ROOT_Minuit2_FumiliBuilder
0012
0013 #include "Minuit2/MinimumBuilder.h"
0014 #include "Minuit2/VariableMetricEDMEstimator.h"
0015 #include "Minuit2/FumiliErrorUpdator.h"
0016 #include "Minuit2/MnFcn.h"
0017 #include "Minuit2/FunctionMinimum.h"
0018
0019 #include <vector>
0020
0021 namespace ROOT {
0022
0023 namespace Minuit2 {
0024
0025 /**
0026
0027 Builds the FunctionMinimum using the Fumili method.
0028
0029 @author Andras Zsenei, Creation date: 29 Sep 2004
0030
0031 @see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function minimization,
0032 section 5
0033
0034 @ingroup Minuit
0035
0036 \todo the role of the strategy in Fumili
0037
0038 */
0039
0040 class FumiliBuilder : public MinimumBuilder {
0041
0042 public:
0043    FumiliBuilder() : fEstimator(VariableMetricEDMEstimator()), fErrorUpdator(FumiliErrorUpdator()) {}
0044
0045    ~FumiliBuilder() override {}
0046
0047    /**
0048
0049    Class the member function calculating the Minimum and verifies the result
0050    depending on the strategy.
0051
0052    @param fMnFcn the function to be minimized.
0053
0054    @param fGradienCalculator not used in Fumili.
0055
0056    @param fMinimumSeed the seed generator.
0057
0058    @param fMnStrategy the strategy describing the number of function calls
0059    allowed for Gradient calculations.
0060
0061    @param maxfcn maximum number of function calls after which the calculation
0062    will be stopped even if it has not yet converged.
0063
0064    @param edmval expected vertical distance to the Minimum.
0065
0066    @return Returns the function Minimum found.
0067
0068
0069    \todo Complete the documentation by understanding what is the reason to
0070    have two Minimum methods.
0071
0072    */
0073
0074    FunctionMinimum Minimum(const MnFcn &fMnFcn, const GradientCalculator &fGradienCalculator,
0075                                    const MinimumSeed &fMinimumSeed, const MnStrategy &fMnStrategy, unsigned int maxfcn,
0076                                    double edmval) const override;
0077
0078    /**
0079
0080    Calculates the Minimum based on the Fumili method
0081
0082    @param fMnFcn the function to be minimized.
0083
0084    @param fGradienCalculator not used in Fumili
0085
0086    @param fMinimumSeed the seed generator.
0087
0088    @param states vector containing the state result of each iteration
0089
0090    @param maxfcn maximum number of function calls after which the calculation
0091    will be stopped even if it has not yet converged.
0092
0093    @param edmval expected vertical distance to the Minimum
0094
0095    @return Returns the function Minimum found.
0096
0097    @see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function
0098    minimization, section 5
0099
0100
0101    \todo some nice Latex based formula here...
0102
0103    */
0104
0105    FunctionMinimum Minimum(const MnFcn &fMnFcn, const GradientCalculator &fGradienCalculator,
0106                            const MinimumSeed &fMinimumSeed, std::vector<MinimumState> &states, unsigned int maxfcn,
0107                            double edmval) const;
0108
0109    /**
0110
0111    Accessor to the EDM (expected vertical distance to the Minimum) estimator.
0112
0113    @return The EDM estimator used in the builder.
0114
0115    \todo Maybe a little explanation concerning EDM in all relevant classes.
0116
0117    */
0118
0119    const VariableMetricEDMEstimator &Estimator() const { return fEstimator; }
0120
0121    /**
0122
0123    Accessor to the Error updator of the builder.
0124
0125    @return The FumiliErrorUpdator used by the FumiliBuilder.
0126
0127    */
0128
0129    const FumiliErrorUpdator &ErrorUpdator() const { return fErrorUpdator; }
0130
0131 private:
0132    VariableMetricEDMEstimator fEstimator;
0133    FumiliErrorUpdator fErrorUpdator;
0134 };
0135
0136 } // namespace Minuit2
0137
0138 } // namespace ROOT
0139
0140 #endif // ROOT_Minuit2_FumiliBuilder