ROOT::Minuit2::FumiliGradientCalculator Class Reference

Fumili gradient calculator using external gradient provided by FCN Note that the computed Hessian and G2 are an approximation valid for small residuals.

Definition at line 25 of file FumiliGradientCalculator.h.

Public Member Functions
	FumiliGradientCalculator (const FumiliFCNBase &fcn, const MnUserTransformation &trafo, int n)
bool	CanComputeG2 () const override
bool	CanComputeHessian () const override
bool	G2 (const MinimumParameters &, MnAlgebraicVector &) const override
	compute second derivatives (diagonal of Hessian)
const MnAlgebraicSymMatrix &	GetHessian () const
bool	Hessian (const MinimumParameters &, MnAlgebraicSymMatrix &) const override
	compute Hessian matrix
FunctionGradient	operator() (const MinimumParameters &) const override
FunctionGradient	operator() (const MinimumParameters &, const FunctionGradient &) const override
const MnUserTransformation &	Trafo () const
Public Member Functions inherited from ROOT::Minuit2::AnalyticalGradientCalculator
	AnalyticalGradientCalculator (const FCNBase &fcn, const MnUserTransformation &state)
Public Member Functions inherited from ROOT::Minuit2::GradientCalculator
virtual	~GradientCalculator ()

Private Attributes
const FumiliFCNBase &	fFcn
MnAlgebraicSymMatrix	fHessian

Additional Inherited Members
Protected Attributes inherited from ROOT::Minuit2::AnalyticalGradientCalculator
const FCNBase &	fGradFunc
const MnUserTransformation &	fTransformation

#include <Minuit2/FumiliGradientCalculator.h>

Inheritance diagram for ROOT::Minuit2::FumiliGradientCalculator:

Constructor & Destructor Documentation

FumiliGradientCalculator()

ROOT::Minuit2::FumiliGradientCalculator::FumiliGradientCalculator	(	const FumiliFCNBase &	fcn,
		const MnUserTransformation &	trafo,
		int	n )

Definition at line 26 of file FumiliGradientCalculator.cxx.

Member Function Documentation

CanComputeG2()

bool ROOT::Minuit2::FumiliGradientCalculator::CanComputeG2 ( ) const

inlineoverridevirtual

Reimplemented from ROOT::Minuit2::AnalyticalGradientCalculator.

Definition at line 42 of file FumiliGradientCalculator.h.

CanComputeHessian()

bool ROOT::Minuit2::FumiliGradientCalculator::CanComputeHessian ( ) const

inlineoverridevirtual

Reimplemented from ROOT::Minuit2::AnalyticalGradientCalculator.

Definition at line 44 of file FumiliGradientCalculator.h.

G2()

bool ROOT::Minuit2::FumiliGradientCalculator::G2 ( const MinimumParameters & par, MnAlgebraicVector & g2 ) const

overridevirtual

compute second derivatives (diagonal of Hessian)

Reimplemented from ROOT::Minuit2::AnalyticalGradientCalculator.

Definition at line 103 of file FumiliGradientCalculator.cxx.

GetHessian()

const MnAlgebraicSymMatrix & ROOT::Minuit2::FumiliGradientCalculator::GetHessian ( ) const

inline

Definition at line 36 of file FumiliGradientCalculator.h.

Hessian()

bool ROOT::Minuit2::FumiliGradientCalculator::Hessian ( const MinimumParameters & par, MnAlgebraicSymMatrix & hmat ) const

overridevirtual

compute Hessian matrix

Reimplemented from ROOT::Minuit2::AnalyticalGradientCalculator.

Definition at line 116 of file FumiliGradientCalculator.cxx.

operator()() [1/2]

FunctionGradient ROOT::Minuit2::FumiliGradientCalculator::operator() ( const MinimumParameters & par ) const

overridevirtual

Reimplemented from ROOT::Minuit2::AnalyticalGradientCalculator.

Definition at line 34 of file FumiliGradientCalculator.cxx.

operator()() [2/2]

FunctionGradient ROOT::Minuit2::FumiliGradientCalculator::operator() ( const MinimumParameters & par, const FunctionGradient &  ) const

overridevirtual

Reimplemented from ROOT::Minuit2::AnalyticalGradientCalculator.

Definition at line 97 of file FumiliGradientCalculator.cxx.

Trafo()

const MnUserTransformation & ROOT::Minuit2::FumiliGradientCalculator::Trafo ( ) const

inline

Definition at line 34 of file FumiliGradientCalculator.h.

Member Data Documentation

fFcn

const FumiliFCNBase& ROOT::Minuit2::FumiliGradientCalculator::fFcn

private

Definition at line 48 of file FumiliGradientCalculator.h.

fHessian

MnAlgebraicSymMatrix ROOT::Minuit2::FumiliGradientCalculator::fHessian

mutableprivate

Definition at line 49 of file FumiliGradientCalculator.h.

Libraries for ROOT::Minuit2::FumiliGradientCalculator:

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The documentation for this class was generated from the following files:

• math/minuit2/inc/Minuit2/FumiliGradientCalculator.h
• math/minuit2/src/FumiliGradientCalculator.cxx