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interface to GSL minimisers

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Antonin Portelli
2016-04-12 20:10:37 +01:00
parent 8683721c5a
commit 9bf538dfca
14 changed files with 517 additions and 59 deletions
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25
examples/exFit.cpp
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@ -2,8 +2,7 @@
#include <cmath>
#include <LatAnalyze/CompiledModel.hpp>
#include <LatAnalyze/Io.hpp>
#include <LatAnalyze/MinuitMinimizer.hpp>
#include <LatAnalyze/NloptMinimizer.hpp>
#include <LatAnalyze/GslMinimizer.hpp>
#include <LatAnalyze/Plot.hpp>
#include <LatAnalyze/XYStatData.hpp>
@ -48,26 +47,12 @@ int main(void)
data.setYError(0, DVec::Constant(data.getYSize(), yErr));
// set minimizers
DVec init = DVec::Constant(2, 0.1);
FitResult p;
NloptMinimizer globalMin(NloptMinimizer::Algorithm::GN_CRS2_LM);
MinuitMinimizer localMin;
vector<Minimizer *> min{&globalMin, &localMin};
globalMin.setVerbosity(Minimizer::Verbosity::Normal);
globalMin.setPrecision(0.1);
globalMin.setMaxIteration(10000);
globalMin.useLowLimit(0);
globalMin.setLowLimit(0, 0.);
globalMin.useHighLimit(0);
globalMin.setHighLimit(0, 20.);
globalMin.useLowLimit(1);
globalMin.setLowLimit(1, 0.);
globalMin.useHighLimit(1);
globalMin.setHighLimit(1, 20.);
localMin.setVerbosity(Minimizer::Verbosity::Normal);
DVec init = DVec::Constant(2, 0.1);
FitResult p;
GslMinimizer min(GslMinimizer::Algorithm::bfgs2);
// fit
min.setVerbosity(Minimizer::Verbosity::Debug);
cout << "-- fit..." << endl;
f.parName().setName(0, "m");
f.parName().setName(1, "A");

22
examples/exFitSample.cpp
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@ -1,6 +1,5 @@
#include <LatAnalyze/CompiledModel.hpp>
#include <LatAnalyze/MinuitMinimizer.hpp>
#include <LatAnalyze/NloptMinimizer.hpp>
#include <LatAnalyze/GslMinimizer.hpp>
#include <LatAnalyze/Plot.hpp>
#include <LatAnalyze/XYSampleData.hpp>
@ -47,22 +46,9 @@ int main(void)
data.assumeXExact(true, 1);
// set minimizers
DVec init = DVec::Constant(2, 0.1);
SampleFitResult p;
NloptMinimizer globalMin(NloptMinimizer::Algorithm::GN_CRS2_LM);
MinuitMinimizer localMin;
vector<Minimizer *> min{&globalMin, &localMin};
globalMin.setPrecision(0.1);
globalMin.setMaxIteration(10000);
globalMin.useLowLimit(0);
globalMin.setLowLimit(0, 0.);
globalMin.useHighLimit(0);
globalMin.setHighLimit(0, 20.);
globalMin.useLowLimit(1);
globalMin.setLowLimit(1, 0.);
globalMin.useHighLimit(1);
globalMin.setHighLimit(1, 20.);
DVec init = DVec::Constant(2, 0.1);
SampleFitResult p;
GslMinimizer min(GslMinimizer::Algorithm::bfgs2);
// fit
cout << "-- fit..." << endl;