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/FCNBase.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 FCNBase {
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    bool HasGradient() const override { return true; }
0057
0058    /**
0059
0060       Constructor which initializes the class with the function provided by the
0061       user for modeling the data.
0062
0063       @param npar the number of parameters
0064
0065    */
0066
0067    FumiliFCNBase(unsigned int npar)
0068       : fNumberOfParameters(npar), fValue(0), fGradient(std::vector<double>(npar)),
0069         fHessian(std::vector<double>(static_cast<int>(0.5 * npar * (npar + 1))))
0070    {
0071    }
0072
0073
0074    /**
0075
0076       Evaluate function Value, Gradient and Hessian using Fumili approximation, for values of parameters p
0077       The result is cached inside and is return from the FumiliFCNBase::Value ,  FumiliFCNBase::Gradient and
0078       FumiliFCNBase::Hessian methods
0079
0080       @param par vector of parameters
0081
0082    **/
0083
0084    virtual void EvaluateAll(std::vector<double> const& par) = 0;
0085
0086    /**
0087       Return cached Value of objective function estimated previously using the  FumiliFCNBase::EvaluateAll method
0088
0089    **/
0090
0091    virtual double Value() const { return fValue; }
0092
0093    /**
0094       Return cached Value of function Gradient estimated previously using the  FumiliFCNBase::EvaluateAll method
0095    **/
0096
0097    virtual const std::vector<double> &Gradient() const { return fGradient; }
0098    std::vector<double> Gradient(std::vector<double> const&) const override { return fGradient;}
0099
0100    /**
0101       Return Value of the i-th j-th element of the Hessian matrix estimated previously using the
0102    FumiliFCNBase::EvaluateAll method
0103       @param row row Index of the matrix
0104       @param col col Index of the matrix
0105    **/
0106
0107    std::vector<double> Hessian(std::vector<double> const&) const override { return fHessian;}
0108    virtual double Hessian(unsigned int row, unsigned int col) const
0109    {
0110       assert(row < fGradient.size() && col < fGradient.size());
0111       if (row > col)
0112          return fHessian[col + row * (row + 1) / 2];
0113       else
0114          return fHessian[row + col * (col + 1) / 2];
0115    }
0116
0117    /**
0118       return number of function variable (parameters) , i.e. function dimension
0119    */
0120
0121    virtual unsigned int Dimension() { return fNumberOfParameters; }
0122
0123 protected:
0124    /**
0125       initialize and reset values of gradien and Hessian
0126    */
0127
0128    virtual void InitAndReset(unsigned int npar)
0129    {
0130       fNumberOfParameters = npar;
0131       fGradient = std::vector<double>(npar);
0132       fHessian = std::vector<double>(static_cast<int>(0.5 * npar * (npar + 1)));
0133    }
0134
0135    // methods to be used by the derived classes to set the values
0136    void SetFCNValue(double value) { fValue = value; }
0137
0138    std::vector<double> &Gradient() { return fGradient; }
0139
0140    std::vector<double> &Hessian() { return fHessian; }
0141
0142 private:
0143    unsigned int fNumberOfParameters;
0144    double fValue;
0145    std::vector<double> fGradient;
0146    std::vector<double> fHessian;
0147 };
0148
0149 } // namespace Minuit2
0150
0151 } // namespace ROOT
0152
0153 #endif // ROOT_Minuit2_FumiliFCNBase