root/Minuit2/FumiliGradientCalculator.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_FumiliGradientCalculator
0011 #define ROOT_Minuit2_FumiliGradientCalculator
0012
0013 #include "Minuit2/AnalyticalGradientCalculator.h"
0014 #include "Minuit2/MnMatrix.h"
0015
0016 namespace ROOT {
0017
0018 namespace Minuit2 {
0019
0020 class FumiliFCNBase;
0021 class MnUserTransformation;
0022
0023 /// Fumili gradient calculator using external gradient provided by FCN
0024 /// Note that the computed Hessian and G2 are an approximation valid for small residuals
0025 class FumiliGradientCalculator : public AnalyticalGradientCalculator {
0026
0027 public:
0028    FumiliGradientCalculator(const FumiliFCNBase &fcn, const MnUserTransformation &trafo, int n);
0029
0030    ~FumiliGradientCalculator() override {}
0031
0032    FunctionGradient operator()(const MinimumParameters &) const override;
0033
0034    FunctionGradient operator()(const MinimumParameters &, const FunctionGradient &) const override;
0035
0036    const MnUserTransformation &Trafo() const { return fTransformation; }
0037
0038    const MnAlgebraicSymMatrix &GetHessian() const { return fHessian; }
0039
0040    bool Hessian(const MinimumParameters &, MnAlgebraicSymMatrix &) const override;
0041
0042    bool G2(const MinimumParameters &, MnAlgebraicVector &) const override;
0043
0044    bool CanComputeG2() const override { return true;}
0045
0046    bool CanComputeHessian() const override { return true;}
0047
0048
0049 private:
0050    const FumiliFCNBase &fFcn;
0051    mutable MnAlgebraicSymMatrix fHessian;
0052 };
0053
0054 } // namespace Minuit2
0055
0056 } // namespace ROOT
0057
0058 #endif // ROOT_Minuit2_FumiliGradientCalculator