root/Minuit2/HessianGradientCalculator.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_HessianGradientCalculator
0011 #define ROOT_Minuit2_HessianGradientCalculator
0012
0013 #include "Minuit2/GradientCalculator.h"
0014 #include "Minuit2/MnMatrix.h"
0015 #include <utility>
0016
0017 namespace ROOT {
0018
0019 namespace Minuit2 {
0020
0021 class MnFcn;
0022 class MnUserTransformation;
0023 class MnMachinePrecision;
0024 class MnStrategy;
0025
0026 /**
0027    HessianGradientCalculator: class to calculate Gradient for Hessian
0028  */
0029
0030 class HessianGradientCalculator : public GradientCalculator {
0031
0032 public:
0033    HessianGradientCalculator(const MnFcn &fcn, const MnUserTransformation &par, const MnStrategy &stra)
0034       : fFcn(fcn), fTransformation(par), fStrategy(stra)
0035    {
0036    }
0037
0038    ~HessianGradientCalculator() override {}
0039
0040    FunctionGradient operator()(const MinimumParameters &) const override;
0041
0042    FunctionGradient operator()(const MinimumParameters &, const FunctionGradient &) const override;
0043
0044    std::pair<FunctionGradient, MnAlgebraicVector>
0045    DeltaGradient(const MinimumParameters &, const FunctionGradient &) const;
0046
0047    const MnFcn &Fcn() const { return fFcn; }
0048    const MnUserTransformation &Trafo() const { return fTransformation; }
0049    const MnMachinePrecision &Precision() const;
0050    const MnStrategy &Strategy() const { return fStrategy; }
0051
0052    unsigned int Ncycle() const;
0053    double StepTolerance() const;
0054    double GradTolerance() const;
0055
0056 private:
0057    const MnFcn &fFcn;
0058    const MnUserTransformation &fTransformation;
0059    const MnStrategy &fStrategy;
0060 };
0061
0062 } // namespace Minuit2
0063
0064 } // namespace ROOT
0065
0066 #endif // ROOT_Minuit2_HessianGradientCalculator