Conjugate gradient fit.
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#include <JGradient.hh>
Conjugate gradient fit.
Definition at line 73 of file JGradient.hh.
◆ JGradient()
JFIT::JGradient::JGradient |
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const size_t |
Nmax = std::numeric_limits<size_t>::max() , |
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const size_t |
Nextra = 0 , |
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const double |
epsilon = 1.0e-4 , |
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const int |
debug = 3 |
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) |
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inline |
Constructor.
The number of iterations and epsilon refer to the number of steps and the distance to the minimum, respectively.
The number of extra steps can be used to overcome a possible hurdle on the way.
- Parameters
-
Nmax | maximum number of iterations |
Nextra | maximum number of extra steps |
epsilon | epsilon |
debug | debug |
Definition at line 88 of file JGradient.hh.
size_t Nmax
maximum number of iterations
size_t Nextra
maximum number of extra steps
◆ operator()()
template<class T >
double JFIT::JGradient::operator() |
( |
const T & |
getChi2 | ) |
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inline |
Fit.
The template parameter should provide for the following function operator.
double operator()(int option);
The value of the option corresponds to the following cases.
- 0 => step wise improvement of the chi2;
- 1 => evaluation of the chi2 before the determination of the gradient of the chi2; and
- 2 => evaluation of the derivative of the chi2 to each fit parameter.
- Parameters
-
- Returns
- chi2
Definition at line 115 of file JGradient.hh.
123 return numeric_limits<double>::max();
128 const size_t N = this->size();
133 for (
size_t i = 0; i != N; ++i) {
152 for (
double ds = 1.0; ds > 1.0e-3; ) {
154 this->
move(+1.0 * ds);
158 DEBUG(
"chi2[3] " << setw(4) << m <<
' ' <<
FIXED(12,5) << chi2[3] <<
' ' <<
FIXED(12,5) << ds << endl);
160 if (chi2[3] < chi2[2]) {
184 for ( ; m != 0; --m) {
185 this->
move(-1.0 * ds);
192 this->
move(-1.0 * ds);
194 if (chi2[2] < chi2[3]) {
202 const double f21 = chi2[2] - chi2[1];
203 const double f23 = chi2[2] - chi2[3];
205 const double xs = 0.5 * (f21 - f23) / (f23 + f21);
207 this->
move(+1.0 * xs * ds);
211 if (chi2[3] < chi2[2]) {
217 this->
move(-1.0 * xs * ds);
232 if (fabs(chi2[2] - chi2[0]) <
epsilon * 0.5 * (fabs(chi2[0]) + fabs(chi2[2]))) {
244 for (
size_t i = 0; i != N; ++i){
255 for (
size_t i = 0; i != N; ++i){
257 H[i] = G[i] + dgg *
H[i];
#define DEBUG(A)
Message macros.
double getChi2(const double P)
Get chi2 corresponding to given probability.
static const double H
Planck constant [eV s].
This name space includes all other name spaces (except KM3NETDAQ, KM3NET and ANTARES).
Auxiliary data structure for floating point format specification.
void move(const double factor)
Move.
std::vector< double > gradient
double evaluate(const T &getChi2)
Evaluate gradient.
size_t numberOfIterations
Auxiliary data structure for floating point format specification.
◆ evaluate()
template<class T >
double JFIT::JGradient::evaluate |
( |
const T & |
getChi2 | ) |
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inlineprivate |
Evaluate gradient.
- Returns
- chi2
Definition at line 282 of file JGradient.hh.
287 const size_t N = this->size();
299 for (
size_t i = 0; i != N; ++i) {
300 if ((*
this)[i].name.size() > width) {
301 width = (*this)[i].name.size();
307 for (
size_t i = 0; i != N; ++i) {
309 if ((*
this)[i].value != 0.0) {
311 (*this)[i]->apply(+0.5 * (*
this)[i].value);
315 (*this)[i]->apply(-0.5 * (*
this)[i].value);
316 (*this)[i]->apply(-0.5 * (*
this)[i].value);
322 (*this)[i]->apply(+0.5 * (*
this)[i].value);
324 DEBUG(setw(width) << left << (*
this)[i].name << right <<
' ' <<
FIXED(12,5) << (*
this)[i].value <<
' ' <<
FIXED(12,5) <<
gradient[i] << endl);
334 DEBUG(setw(width) << left <<
"|gradient|" << right <<
' ' <<
FIXED(12,5) << sqrt(V) << endl);
◆ move()
void JFIT::JGradient::move |
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const double |
factor | ) |
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inlineprivate |
Move.
- Parameters
-
Definition at line 345 of file JGradient.hh.
348 for (
size_t i = 0; i != this->size(); ++i) {
349 (*this)[ i ]->apply((*
this)[ i ].value *
gradient[ i ] * factor);
351 }
else if (factor < 0.0) {
352 for (
size_t i = this->size(); i != 0; --i) {
353 (*this)[i-1]->apply((*
this)[i-1].value *
gradient[i-1] * factor);
◆ Nmax
size_t JFIT::JGradient::Nmax |
◆ Nextra
size_t JFIT::JGradient::Nextra |
◆ epsilon
double JFIT::JGradient::epsilon |
◆ debug
int JFIT::JGradient::debug |
◆ numberOfIterations
size_t JFIT::JGradient::numberOfIterations |
◆ gradient
The documentation for this struct was generated from the following file: