/* * MinuitMinimizer.cpp, part of LatAnalyze 3 * * Copyright (C) 2013 - 2016 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 . */ #include #include #include #include using namespace std; using namespace Latan; static constexpr double initErr = 0.1; /****************************************************************************** * MinuitMinimizer implementation * ******************************************************************************/ // constructors //////////////////////////////////////////////////////////////// MinuitMinimizer::MinuitMinimizer(const Algorithm algorithm) { setAlgorithm(algorithm); } // access ////////////////////////////////////////////////////////////////////// MinuitMinimizer::Algorithm MinuitMinimizer::getAlgorithm(void) const { return algorithm_; } void MinuitMinimizer::setAlgorithm(const Algorithm algorithm) { algorithm_ = algorithm; } bool MinuitMinimizer::supportLimits(void) const { return true; } // minimization //////////////////////////////////////////////////////////////// const DVec & MinuitMinimizer::operator()(const DoubleFunction &f) { using namespace ROOT; using namespace Minuit2; DVec &x = getState(); int printLevel = 0; EMinimizerType minuitAlg = kCombined; // convert Latan parameters to Minuit parameters switch (getVerbosity()) { case Verbosity::Silent: printLevel = 0; break; case Verbosity::Normal: printLevel = 2; break; case Verbosity::Debug: printLevel = 3; break; } switch (getAlgorithm()) { case Algorithm::migrad: minuitAlg = kMigrad; break; case Algorithm::simplex: minuitAlg = kSimplex; break; case Algorithm::combined: minuitAlg = kCombined; break; } // resize minimizer state to match function number of arguments if (f.getNArg() != x.size()) { resize(f.getNArg()); } // create and set minimizer Minuit2Minimizer min(minuitAlg); min.SetStrategy(2); min.SetMaxFunctionCalls(getMaxIteration()); min.SetTolerance(getPrecision()); min.SetPrintLevel(printLevel); // set function and variables Math::Functor minuitF(f, x.size()); string name; double val, step; min.SetFunction(minuitF); for (Index i = 0; i < x.size(); ++i) { name = f.varName().getName(i); val = x(i); step = (fabs(x(i)) != 0.) ? initErr*fabs(x(i)) : 1.; if (hasHighLimit(i) and !hasLowLimit(i)) { min.SetUpperLimitedVariable(i, name, val, step, getHighLimit(i)); } else if (!hasHighLimit(i) and hasLowLimit(i)) { min.SetLowerLimitedVariable(i, name, val, step, getLowLimit(i)); } else if (hasHighLimit(i) and hasLowLimit(i)) { min.SetLimitedVariable(i, name, val, step, getLowLimit(i), getHighLimit(i)); } else { min.SetVariable(i, name, val, step); } } // minimize int status; unsigned int n = 0; do { if (getVerbosity() >= Verbosity::Normal) { cout << "========== Minuit minimization, pass #" << n + 1; cout << " =========" << endl; } min.Minimize(); status = min.Status(); n++; } while (status and (n < getMaxPass())); if (getVerbosity() >= Verbosity::Normal) { cout << "=================================================" << endl; } switch (status) { case 1: LATAN_WARNING("invalid minimum: covariance matrix was made positive"); break; case 2: LATAN_WARNING("invalid minimum: Hesse analysis is not valid"); break; case 3: LATAN_WARNING("invalid minimum: requested precision not reached"); break; case 4: LATAN_WARNING("invalid minimum: iteration limit reached"); break; } // save and return result for (Index i = 0; i < x.size(); ++i) { x(i) = min.X()[i]; } return x; }