root/Minuit2/FumiliFCNBase.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_FumiliFCNBase
0011 #define ROOT_Minuit2_FumiliFCNBase
0012
0013 #include "Minuit2/FCNGradientBase.h"
0014 #include <cassert>
0015 #include <vector>
0016
0017 namespace ROOT {
0018
0019 namespace Minuit2 {
0020
0021 //____________________________________________________________________________________________
0022 /**
0023
0024 Extension of the FCNBase for the Fumili method. Fumili applies only to
0025 minimization problems used for fitting. The method is based on a
0026 linearization of the model function negleting second derivatives.
0027 User needs to provide the model function. The figure-of-merit describing
0028 the difference between the model function and the actual measurements
0029 has to be implemented by the user in a subclass of FumiliFCNBase.
0030 For an example see the FumiliChi2FCN and FumiliStandardChi2FCN classes.
0031
0032
0033 @author  Andras Zsenei and Lorenzo Moneta, Creation date: 23 Aug 2004
0034
0035 @see <A HREF="http://www.cern.ch/winkler/minuit/tutorial/mntutorial.pdf">MINUIT Tutorial</A> on function minimization,
0036 section 5
0037
0038 @see FumiliChi2FCN
0039
0040 @see FumiliStandardChi2FCN
0041
0042 @ingroup Minuit
0043
0044  */
0045
0046 class FumiliFCNBase : public FCNGradientBase {
0047
0048 public:
0049    /**
0050       Default Constructor. Need in this case to create when implementing EvaluateAll the Gradient and Hessian vectors
0051       with the right size
0052    */
0053
0054    FumiliFCNBase() : fNumberOfParameters(0), fValue(0) {}
0055
0056    /**
0057
0058       Constructor which initializes the class with the function provided by the
0059       user for modeling the data.
0060
0061       @param npar the number of parameters
0062
0063    */
0064
0065    FumiliFCNBase(unsigned int npar)
0066       : fNumberOfParameters(npar), fValue(0), fGradient(std::vector<double>(npar)),
0067         fHessian(std::vector<double>(static_cast<int>(0.5 * npar * (npar + 1))))
0068    {
0069    }
0070
0071    //   FumiliFCNBase(const ParametricFunction& modelFCN) { fModelFunction = &modelFCN; }
0072
0073    ~FumiliFCNBase() override {}
0074
0075    /**
0076
0077       Evaluate function Value, Gradient and Hessian using Fumili approximation, for values of parameters p
0078       The result is cached inside and is return from the FumiliFCNBase::Value ,  FumiliFCNBase::Gradient and
0079       FumiliFCNBase::Hessian methods
0080
0081       @param par vector of parameters
0082
0083    **/
0084
0085    virtual void EvaluateAll(const std::vector<double> &par) = 0;
0086
0087    /**
0088       Return cached Value of objective function estimated previously using the  FumiliFCNBase::EvaluateAll method
0089
0090    **/
0091
0092    virtual double Value() const { return fValue; }
0093
0094    /**
0095       Return cached Value of function Gradient estimated previously using the  FumiliFCNBase::EvaluateAll method
0096    **/
0097
0098    virtual const std::vector<double> &Gradient() const { return fGradient; }
0099    std::vector<double> Gradient(const std::vector<double> &) const override { return fGradient;}
0100
0101    /**
0102       Return Value of the i-th j-th element of the Hessian matrix estimated previously using the
0103    FumiliFCNBase::EvaluateAll method
0104       @param row row Index of the matrix
0105       @param col col Index of the matrix
0106    **/
0107
0108    std::vector<double> Hessian(const std::vector<double> &) const override { return fHessian;}
0109    virtual double Hessian(unsigned int row, unsigned int col) const
0110    {
0111       assert(row < fGradient.size() && col < fGradient.size());
0112       if (row > col)
0113          return fHessian[col + row * (row + 1) / 2];
0114       else
0115          return fHessian[row + col * (col + 1) / 2];
0116    }
0117
0118    /**
0119       return number of function variable (parameters) , i.e. function dimension
0120    */
0121
0122    virtual unsigned int Dimension() { return fNumberOfParameters; }
0123
0124 protected:
0125    /**
0126       initialize and reset values of gradien and Hessian
0127    */
0128
0129    virtual void InitAndReset(unsigned int npar)
0130    {
0131       fNumberOfParameters = npar;
0132       fGradient = std::vector<double>(npar);
0133       fHessian = std::vector<double>(static_cast<int>(0.5 * npar * (npar + 1)));
0134    }
0135
0136    // methods to be used by the derived classes to set the values
0137    void SetFCNValue(double value) { fValue = value; }
0138
0139    std::vector<double> &Gradient() { return fGradient; }
0140
0141    std::vector<double> &Hessian() { return fHessian; }
0142
0143 private:
0144    unsigned int fNumberOfParameters;
0145    double fValue;
0146    std::vector<double> fGradient;
0147    std::vector<double> fHessian;
0148 };
0149
0150 } // namespace Minuit2
0151
0152 } // namespace ROOT
0153
0154 #endif // ROOT_Minuit2_FumiliFCNBase