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/FunctionMinimum.h"
0017
0018 #include <vector>
0019
0020 namespace ROOT {
0021
0022 namespace Minuit2 {
0023
0024 class MnFcn;
0025
0026 /**
0027
0028 Builds the FunctionMinimum using the Fumili method.
0029
0030 @author Andras Zsenei, Creation date: 29 Sep 2004
0031
0032 @see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function minimization,
0033 section 5
0034
0035 @ingroup Minuit
0036
0037 \todo the role of the strategy in Fumili
0038
0039 */
0040
0041 class FumiliBuilder : public MinimumBuilder {
0042
0043 public:
0044
0045    enum FumiliMethodType { kLineSearch = 0, kTrustRegion = 1, kTrustRegionScaled = 2};
0046
0047    void SetMethod(FumiliMethodType type) { fMethodType = type;}
0048
0049    /**
0050
0051    Class the member function calculating the Minimum and verifies the result
0052    depending on the strategy.
0053
0054    @param fMnFcn the function to be minimized.
0055
0056    @param fGradienCalculator not used in Fumili.
0057
0058    @param fMinimumSeed the seed generator.
0059
0060    @param fMnStrategy the strategy describing the number of function calls
0061    allowed for Gradient calculations.
0062
0063    @param maxfcn maximum number of function calls after which the calculation
0064    will be stopped even if it has not yet converged.
0065
0066    @param edmval expected vertical distance to the Minimum.
0067
0068    @return Returns the function Minimum found.
0069
0070
0071    \todo Complete the documentation by understanding what is the reason to
0072    have two Minimum methods.
0073
0074    */
0075
0076    FunctionMinimum Minimum(const MnFcn &fMnFcn, const GradientCalculator &fGradienCalculator,
0077                                    const MinimumSeed &fMinimumSeed, const MnStrategy &fMnStrategy, unsigned int maxfcn,
0078                                    double edmval) const override;
0079
0080    /**
0081
0082    Calculates the Minimum based on the Fumili method
0083
0084    @param fMnFcn the function to be minimized.
0085
0086    @param fGradienCalculator not used in Fumili
0087
0088    @param fMinimumSeed the seed generator.
0089
0090    @param states vector containing the state result of each iteration
0091
0092    @param maxfcn maximum number of function calls after which the calculation
0093    will be stopped even if it has not yet converged.
0094
0095    @param edmval expected vertical distance to the Minimum
0096
0097    @return Returns the function Minimum found.
0098
0099    @see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function
0100    minimization, section 5
0101
0102
0103    \todo some nice Latex based formula here...
0104
0105    */
0106
0107    FunctionMinimum Minimum(const MnFcn &fMnFcn, const GradientCalculator &fGradienCalculator,
0108                            const MinimumSeed &fMinimumSeed, std::vector<MinimumState> &states, unsigned int maxfcn,
0109                            double edmval) const;
0110
0111    /**
0112
0113    Accessor to the EDM (expected vertical distance to the Minimum) estimator.
0114
0115    @return The EDM estimator used in the builder.
0116
0117    \todo Maybe a little explanation concerning EDM in all relevant classes.
0118
0119    */
0120
0121    const VariableMetricEDMEstimator &Estimator() const { return fEstimator; }
0122
0123    /**
0124
0125    Accessor to the Error updator of the builder.
0126
0127    @return The FumiliErrorUpdator used by the FumiliBuilder.
0128
0129    */
0130
0131    const FumiliErrorUpdator &ErrorUpdator() const { return fErrorUpdator; }
0132
0133 private:
0134    VariableMetricEDMEstimator fEstimator;
0135    FumiliErrorUpdator fErrorUpdator;
0136    FumiliMethodType fMethodType = kTrustRegion;   // use Trust region as default method
0137 };
0138
0139 } // namespace Minuit2
0140
0141 } // namespace ROOT
0142
0143 #endif // ROOT_Minuit2_FumiliBuilder