root/Minuit2/MnApplication.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_MnApplication
0011 #define ROOT_Minuit2_MnApplication
0012
0013 #include "Minuit2/MnUserParameterState.h"
0014 #include "Minuit2/MnStrategy.h"
0015
0016 #include <vector>
0017
0018 namespace ROOT {
0019
0020 namespace Minuit2 {
0021
0022 class FunctionMinimum;
0023 class MinuitParameter;
0024 class MnMachinePrecision;
0025 class ModularFunctionMinimizer;
0026 class FCNBase;
0027
0028 //___________________________________________________________________________
0029 /**
0030     application interface class for minimizers (migrad, simplex, Minimize,
0031     Scan)
0032     User normally instantiates the derived class like ROOT::Minuit2::MnMigrad
0033     for using Migrad for minimization
0034  */
0035
0036 class MnApplication {
0037
0038 public:
0039    /// constructor from non-gradient functions
0040    MnApplication(const FCNBase &fcn, const MnUserParameterState &state, const MnStrategy &stra, unsigned int nfcn = 0);
0041
0042    virtual ~MnApplication() {}
0043
0044    /**
0045       Minimize the function
0046       @param maxfcn : max number of function calls (if = 0) default is used which is set to
0047                      200 + 100 * npar + 5 * npar**2
0048       @param tolerance : value used for terminating iteration procedure.
0049              For example, MIGRAD will stop iterating when edm (expected distance from minimum) will be:
0050              edm < tolerance * 10**-3
0051              Default value of tolerance used is 0.1
0052    */
0053    virtual FunctionMinimum operator()(unsigned int maxfcn = 0, double tolerance = 0.1);
0054
0055    virtual ModularFunctionMinimizer &Minimizer() = 0;
0056    virtual const ModularFunctionMinimizer &Minimizer() const = 0;
0057
0058    const MnMachinePrecision &Precision() const { return fState.Precision(); }
0059    const MnUserParameterState &State() const { return fState; }
0060    const MnUserParameters &Parameters() const { return fState.Parameters(); }
0061    const MnUserCovariance &Covariance() const { return fState.Covariance(); }
0062    virtual const FCNBase &Fcnbase() const { return fFCN; }
0063    const MnStrategy &Strategy() const { return fStrategy; }
0064    unsigned int NumOfCalls() const { return fNumCall; }
0065
0066 protected:
0067    const FCNBase &fFCN;
0068    MnUserParameterState fState;
0069    MnStrategy fStrategy;
0070    unsigned int fNumCall;
0071
0072 public:
0073    // facade: forward interface of MnUserParameters and MnUserTransformation
0074    // via MnUserParameterState
0075
0076    // access to parameters (row-wise)
0077    const std::vector<ROOT::Minuit2::MinuitParameter> &MinuitParameters() const;
0078    // access to parameters and errors in column-wise representation
0079    std::vector<double> Params() const;
0080    std::vector<double> Errors() const;
0081
0082    // access to single Parameter
0083    const MinuitParameter &Parameter(unsigned int i) const;
0084
0085    // add free Parameter
0086    void Add(const char *Name, double val, double err);
0087    // add limited Parameter
0088    void Add(const char *Name, double val, double err, double, double);
0089    // add const Parameter
0090    void Add(const char *, double);
0091
0092    // interaction via external number of Parameter
0093    void Fix(unsigned int);
0094    void Release(unsigned int);
0095    void SetValue(unsigned int, double);
0096    void SetError(unsigned int, double);
0097    void SetLimits(unsigned int, double, double);
0098    void RemoveLimits(unsigned int);
0099
0100    double Value(unsigned int) const;
0101    double Error(unsigned int) const;
0102
0103    // interaction via Name of Parameter
0104    void Fix(const char *);
0105    void Release(const char *);
0106    void SetValue(const char *, double);
0107    void SetError(const char *, double);
0108    void SetLimits(const char *, double, double);
0109    void RemoveLimits(const char *);
0110    void SetPrecision(double);
0111
0112    double Value(const char *) const;
0113    double Error(const char *) const;
0114
0115    // convert Name into external number of Parameter
0116    unsigned int Index(const char *) const;
0117    // convert external number into Name of Parameter
0118    const char *Name(unsigned int) const;
0119
0120    // transformation internal <-> external
0121    double Int2ext(unsigned int, double) const;
0122    double Ext2int(unsigned int, double) const;
0123    unsigned int IntOfExt(unsigned int) const;
0124    unsigned int ExtOfInt(unsigned int) const;
0125    unsigned int VariableParameters() const;
0126 };
0127
0128 } // namespace Minuit2
0129
0130 } // namespace ROOT
0131
0132 #endif // ROOT_Minuit2_MnApplication