SimplexSeedGenerator.cxx

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// @(#)root/minuit2:$Id$
// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005

/**********************************************************************
 *                                                                    *
 * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
 *                                                                    *
 **********************************************************************/

#include "Minuit2/SimplexSeedGenerator.h"
#include "Minuit2/MnUserParameterState.h"
#include "Minuit2/MnFcn.h"
#include "Minuit2/MinimumSeed.h"
#include "Minuit2/MnStrategy.h"
#include "Minuit2/InitialGradientCalculator.h"
#include "Minuit2/VariableMetricEDMEstimator.h"

namespace ROOT {

   namespace Minuit2 {


MinimumSeed SimplexSeedGenerator::operator()(const MnFcn& fcn, const GradientCalculator&, const MnUserParameterState& st, const MnStrategy& stra) const {
   // create starting state for Simplex, which corresponds to the initial parameter values
   // using the simple Initial gradient calculator (does not use any FCN function calls)
   unsigned int n = st.VariableParameters();
   const MnMachinePrecision& prec = st.Precision();

   // initial starting values
   MnAlgebraicVector x(n);
   for(unsigned int i = 0; i < n; i++) x(i) = st.IntParameters()[i];
   double fcnmin = fcn(x);
   MinimumParameters pa(x, fcnmin);
   InitialGradientCalculator igc(fcn, st.Trafo(), stra);
   FunctionGradient dgrad = igc(pa);
   MnAlgebraicSymMatrix mat(n);
   double dcovar = 1.;
   for(unsigned int i = 0; i < n; i++)
      mat(i,i) = (fabs(dgrad.G2()(i)) > prec.Eps2() ? 1./dgrad.G2()(i) : 1.);
   MinimumError err(mat, dcovar);
   double edm = VariableMetricEDMEstimator().Estimate(dgrad, err);
   MinimumState state(pa, err, dgrad, edm, fcn.NumOfCalls());

   return MinimumSeed(state, st.Trafo());
}

MinimumSeed SimplexSeedGenerator::operator()(const MnFcn& fcn, const AnalyticalGradientCalculator& gc, const MnUserParameterState& st, const MnStrategy& stra) const {
   // base class interface
   return (*this)(fcn, (const GradientCalculator&)(gc), st, stra);
}

   }  // namespace Minuit2

}  // namespace ROOT