mirror of
https://github.com/aportelli/LatAnalyze.git
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130 lines
4.0 KiB
C++
130 lines
4.0 KiB
C++
/*
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* MinuitMinimizer.cpp, part of LatAnalyze 3
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*
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* Copyright (C) 2013 - 2014 Antonin Portelli
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*
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* LatAnalyze 3 is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* LatAnalyze 3 is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <latan/MinuitMinimizer.hpp>
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#include <latan/includes.hpp>
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#include <Minuit2/FCNBase.h>
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#include <Minuit2/FunctionMinimum.h>
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#include <Minuit2/MnMigrad.h>
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#include <Minuit2/MnPrint.h>
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#include <Minuit2/MnPlot.h>
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#include <Minuit2/MnScan.h>
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#include <Minuit2/MnSimplex.h>
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#include <Minuit2/ScanMinimizer.h>
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#include <Minuit2/SimplexMinimizer.h>
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#include <Minuit2/VariableMetricMinimizer.h>
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using namespace std;
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using namespace ROOT;
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using namespace Minuit2;
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using namespace Latan;
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/******************************************************************************
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* MinuitMinimizer implementation *
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******************************************************************************/
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// MinuitFunction constructor //////////////////////////////////////////////////
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MinuitMinimizer::MinuitFunction::MinuitFunction(const DoubleFunction &f)
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: f_(&f)
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{}
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// MinuitFunction minuit members ///////////////////////////////////////////////
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double MinuitMinimizer::MinuitFunction::operator()
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(const vector<double> &x) const
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{
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return (*f_)(x);
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}
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double MinuitMinimizer::MinuitFunction::Up(void) const
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{
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return 1.;
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}
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// minimization ////////////////////////////////////////////////////////////////
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const DVec & MinuitMinimizer::operator()(const DoubleFunction &f)
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{
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DVec &x = getState();
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Verbosity verbosity = getVerbosity();
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if (f.getNArg() != x.size())
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{
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x.conservativeResize(f.getNArg());
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}
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// set parameters
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MinuitFunction minuitF(f);
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MnUserParameters parameters;
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for (Index i = 0; i < x.size(); ++i)
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{
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parameters.Add("x_" + strFrom(i), x(i), 0.1*fabs(x(i)));
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}
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// pre-minimization
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MnMigrad migrad1(minuitF, parameters, 1);
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FunctionMinimum min = migrad1();
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if (verbosity >= Verbosity::Debug)
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{
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cout << "-- MINUIT pre-minimization -----------------------------";
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cout << min;
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cout << "--------------------------------------------------------";
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cout << endl;
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}
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for (unsigned int i = 0; i < x.size(); ++i)
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{
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parameters.SetValue(i, min.UserParameters().Value(i));
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parameters.SetError(i, min.UserParameters().Error(i));
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}
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// minimization and output
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MnMigrad migrad2(minuitF, parameters, 2);
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min = migrad2();
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for (unsigned int i = 0; i < x.size(); ++i)
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{
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x(i) = min.UserParameters().Value(i);
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}
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if (verbosity >= Verbosity::Normal)
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{
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cout << "-- MINUIT minimization ---------------------------------";
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cout << min;
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cout << "--------------------------------------------------------";
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cout << endl;
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}
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if (verbosity >= Verbosity::Debug)
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{
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vector<pair<double, double>> scanRes;
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MnPlot plot;
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MnScan scanner(minuitF, min.UserParameters(), 2);
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cout << "-- MINUIT scan -----------------------------------------";
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cout << endl;
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for (unsigned int i = 0; i < x.size(); i++)
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{
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cout << "Parameter x_" << i << endl;
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scanRes = scanner.Scan(i);
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plot(scanRes);
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}
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cout << "--------------------------------------------------------";
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cout << endl;
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}
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return x;
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}
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