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improvement of Minuit minimizer

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This commit is contained in:
Antonin Portelli 2014-09-18 17:18:51 +01:00
parent d70d84862d
commit 36ef20c929
2 changed files with 17 additions and 12 deletions
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25
lib/MinuitMinimizer.cpp
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@ -25,6 +25,7 @@
#include <Minuit2/MnPrint.h> #include <Minuit2/MnPrint.h>
#include <Minuit2/MnPlot.h> #include <Minuit2/MnPlot.h>
#include <Minuit2/MnScan.h> #include <Minuit2/MnScan.h>
#include <Minuit2/MnSimplex.h>
#include <Minuit2/ScanMinimizer.h> #include <Minuit2/ScanMinimizer.h>
#include <Minuit2/SimplexMinimizer.h> #include <Minuit2/SimplexMinimizer.h>
#include <Minuit2/VariableMetricMinimizer.h> #include <Minuit2/VariableMetricMinimizer.h>
@ -34,6 +35,9 @@ using namespace ROOT;
using namespace Minuit2; using namespace Minuit2;
using namespace Latan; using namespace Latan;
static constexpr double initErr = 0.5;
static constexpr unsigned int maxTry = 10u;
/****************************************************************************** /******************************************************************************
* MinuitMinimizer implementation * * MinuitMinimizer implementation *
******************************************************************************/ ******************************************************************************/
@ -71,12 +75,12 @@ const DVec & MinuitMinimizer::operator()(const DoubleFunction &f)
for (Index i = 0; i < x.size(); ++i) for (Index i = 0; i < x.size(); ++i)
{ {
parameters.Add("x_" + strFrom(i), x(i), 0.1*fabs(x(i))); parameters.Add("x_" + strFrom(i), x(i), initErr*fabs(x(i)));
} }
// pre-minimization // pre-minimization
MnMigrad migrad1(minuitF, parameters, 1); MnSimplex preMinimizer(minuitF, parameters, 0);
FunctionMinimum min = migrad1(); FunctionMinimum min = preMinimizer();
if (verbosity >= Verbosity::Debug) if (verbosity >= Verbosity::Debug)
{ {
@ -85,16 +89,17 @@ const DVec & MinuitMinimizer::operator()(const DoubleFunction &f)
cout << "--------------------------------------------------------"; cout << "--------------------------------------------------------";
cout << endl; cout << endl;
} }
for (unsigned int i = 0; i < x.size(); ++i) parameters = preMinimizer.Parameters();
{
parameters.SetValue(i, min.UserParameters().Value(i));
parameters.SetError(i, min.UserParameters().Error(i));
}
// minimization and output // minimization and output
MnMigrad migrad2(minuitF, parameters, 2); MnMigrad minimizer(minuitF, parameters, 2);
unsigned int iTry = 0;
min = migrad2(); while ((!min.IsValid())&&(iTry < maxTry))
{
min = minimizer();
iTry++;
}
if (!min.IsValid()) if (!min.IsValid())
{ {
LATAN_WARNING("MINUIT library reported that minimization result is not valid"); LATAN_WARNING("MINUIT library reported that minimization result is not valid");

4
lib/MinuitMinimizer.hpp
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@ -48,8 +48,8 @@ private:
const DoubleFunction *f_; const DoubleFunction *f_;
}; };
public: public:
// constructors // constructor
using Minimizer::Minimizer; MinuitMinimizer(void) = default;
// destructor // destructor
virtual ~MinuitMinimizer(void) = default; virtual ~MinuitMinimizer(void) = default;
// minimization // minimization