LatAnalyze/lib/MinuitMinimizer.hpp

/*
 * MinuitMinimizer.hpp, part of LatAnalyze 3
 *
 * Copyright (C) 2013 - 2015 Antonin Portelli
 *
 * LatAnalyze 3 is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * LatAnalyze 3 is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
 */

#ifndef Latan_MinuitMinimizer_hpp_
#define Latan_MinuitMinimizer_hpp_

#include <LatAnalyze/Global.hpp>
#include <LatAnalyze/Function.hpp>
#include <LatAnalyze/Minimizer.hpp>
#include <Minuit2/FCNBase.h>

BEGIN_LATAN_NAMESPACE

/******************************************************************************
 *                             Minuit minimizer                               *
 ******************************************************************************/

class MinuitMinimizer: public Minimizer
{
public:
    enum class Algorithm
    {
        Migrad  = 1,
        Simplex = 2
    };
private:
    class MinuitFunction: public ROOT::Minuit2::FCNBase
    {
    public:
        // constructor
        explicit MinuitFunction(const DoubleFunction &f);
        // destructor
        virtual ~MinuitFunction(void) = default;
        // minuit members
        virtual double operator()(const std::vector<double> &x) const;
        virtual double Up(void) const;
    private:
        const DoubleFunction *f_;
    };
public:
    // constructors
    MinuitMinimizer(const Algorithm algorithm = Algorithm::Migrad);
    explicit MinuitMinimizer(const Index dim,
                             const Algorithm algorithm = Algorithm::Migrad);
    // destructor
    virtual ~MinuitMinimizer(void) = default;
    // access
    virtual double getPrecision(void) const;
    Algorithm      getAlgorithm(void) const;
    virtual void   setPrecision(const double precision);
    void           setAlgorithm(const Algorithm algorithm);
    // minimization
    virtual const DVec & operator()(const DoubleFunction &f);
private:
    Algorithm algorithm_;
};

END_LATAN_NAMESPACE

#endif // Latan_MinuitMinimizer_hpp_