| 1 | /* ======================================================================== *\
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| 2 | !
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| 3 | ! *
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| 4 | ! * This file is part of MARS, the MAGIC Analysis and Reconstruction
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| 5 | ! * Software. It is distributed to you in the hope that it can be a useful
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| 6 | ! * and timesaving tool in analysing Data of imaging Cerenkov telescopes.
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| 7 | ! * It is distributed WITHOUT ANY WARRANTY.
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| 8 | ! *
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| 9 | ! * Permission to use, copy, modify and distribute this software and its
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| 10 | ! * documentation for any purpose is hereby granted without fee,
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| 11 | ! * provided that the above copyright notice appear in all copies and
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| 12 | ! * that both that copyright notice and this permission notice appear
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| 13 | ! * in supporting documentation. It is provided "as is" without express
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| 14 | ! * or implied warranty.
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| 15 | ! *
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| 16 | !
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| 17 | !
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| 18 | ! Author(s): Wolfgang Wittek 7/2003 <mailto:wittek@mppmu.mpg.de>
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| 19 | !
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| 20 | ! Copyright: MAGIC Software Development, 2000-2003
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| 21 | !
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| 22 | !
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| 23 | \* ======================================================================== */
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| 24 |
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| 25 | /////////////////////////////////////////////////////////////////////////////
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| 26 | // //
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| 27 | // MMinuitInterface //
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| 28 | // //
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| 29 | // Class for interfacing with Minuit //
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| 30 | // //
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| 31 | // //
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| 32 | // //
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| 33 | /////////////////////////////////////////////////////////////////////////////
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| 34 | #include "MMinuitInterface.h"
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| 35 |
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| 36 | #include <math.h> // fabs
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| 37 |
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| 38 | #include <TArrayD.h>
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| 39 | #include <TArrayI.h>
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| 40 | #include <TMinuit.h>
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| 41 | #include <TStopwatch.h>
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| 42 |
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| 43 | #include "MLog.h"
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| 44 | #include "MLogManip.h"
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| 45 | #include "MParContainer.h"
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| 46 |
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| 47 | ClassImp(MMinuitInterface);
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| 48 |
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| 49 | using namespace std;
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| 50 |
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| 51 |
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| 52 | // --------------------------------------------------------------------------
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| 53 | //
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| 54 | // Default constructor.
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| 55 | //
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| 56 | MMinuitInterface::MMinuitInterface(const char *name, const char *title)
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| 57 | {
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| 58 | fName = name ? name : "MMinuitInterface";
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| 59 | fTitle = title ? title : "Interface for Minuit";
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| 60 | }
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| 61 |
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| 62 | // -----------------------------------------------------------------------
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| 63 | //
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| 64 | // Interface to MINUIT
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| 65 | //
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| 66 | //
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| 67 | Bool_t MMinuitInterface::CallMinuit(
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| 68 | void (*fcn)(Int_t &, Double_t *, Double_t &, Double_t *, Int_t),
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| 69 | const TString* name, const TArrayD &vinit, const TArrayD &step2,
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| 70 | const TArrayD &limlo, const TArrayD &limup, const TArrayI &fix,
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| 71 | TObject *objectfit , const TString &method, Bool_t nulloutput)
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| 72 | {
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| 73 | TArrayD step(step2);
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| 74 |
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| 75 | //
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| 76 | // Be carefull: This is not thread safe
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| 77 | //
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| 78 | if (vinit.GetSize() != step.GetSize() ||
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| 79 | vinit.GetSize() != limlo.GetSize() ||
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| 80 | vinit.GetSize() != limup.GetSize() ||
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| 81 | vinit.GetSize() != fix.GetSize())
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| 82 | {
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| 83 | *fLog << "CallMinuit: Parameter Size Mismatch" << endl;
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| 84 | return kFALSE;
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| 85 | }
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| 86 |
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| 87 |
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| 88 |
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| 89 | //..............................................
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| 90 | // Set the maximum number of parameters
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| 91 | TMinuit *const save = gMinuit;
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| 92 |
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| 93 | TMinuit &minuit = *new TMinuit(vinit.GetSize());
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| 94 | minuit.SetName("MinuitSupercuts");
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| 95 |
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| 96 |
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| 97 | //..............................................
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| 98 | // Set the print level
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| 99 | // -1 no output except SHOW comands
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| 100 | // 0 minimum output
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| 101 | // 1 normal output (default)
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| 102 | // 2 additional ouput giving intermediate results
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| 103 | // 3 maximum output, showing progress of minimizations
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| 104 | //
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| 105 | minuit.SetPrintLevel(1);
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| 106 |
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| 107 | //..............................................
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| 108 | // Printout for warnings
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| 109 | // SET WAR print warnings
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| 110 | // SET NOW suppress warnings
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| 111 | Int_t errWarn;
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| 112 | Double_t tmpwar = 0;
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| 113 | minuit.mnexcm("SET NOW", &tmpwar, 0, errWarn);
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| 114 | //minuit.mnexcm("SET WAR", &tmpwar, 0, errWarn);
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| 115 |
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| 116 | //..............................................
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| 117 | // Set the address of the minimization function
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| 118 | minuit.SetFCN(fcn);
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| 119 |
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| 120 | //..............................................
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| 121 | // Store address of object to be used in fcn
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| 122 | minuit.SetObjectFit(objectfit );
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| 123 |
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| 124 | //..............................................
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| 125 | // Set starting values and step sizes for parameters
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| 126 | for (Int_t i=0; i<vinit.GetSize(); i++)
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| 127 | {
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| 128 | if (minuit.DefineParameter(i, name[i], vinit[i], step[i],
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| 129 | limlo[i], limup[i]))
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| 130 | {
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| 131 | *fLog << "CallMinuit: Error in defining parameter "
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| 132 | << name[i][0] << endl;
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| 133 | return kFALSE;
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| 134 | }
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| 135 | }
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| 136 |
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| 137 | //..............................................
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| 138 | //Int_t NumPars;
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| 139 | //NumPars = minuit.GetNumPars();
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| 140 | //*fLog << "CallMinuit : number of free parameters = "
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| 141 | // << NumPars << endl;
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| 142 |
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| 143 |
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| 144 | //..............................................
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| 145 | // Error definition :
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| 146 | //
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| 147 | // for chisquare function :
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| 148 | // up = 1.0 means calculate 1-standard deviation error
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| 149 | // = 4.0 means calculate 2-standard deviation error
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| 150 | //
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| 151 | // for log(likelihood) function :
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| 152 | // up = 0.5 means calculate 1-standard deviation error
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| 153 | // = 2.0 means calculate 2-standard deviation error
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| 154 | minuit.SetErrorDef(1.0);
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| 155 |
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| 156 | // Int_t errMigrad;
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| 157 | // Double_t tmp = 0;
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| 158 | // minuit.mnexcm("MIGRAD", &tmp, 0, errMigrad);
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| 159 |
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| 160 | //..............................................
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| 161 | // fix a parameter
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| 162 | for (Int_t i=0; i<vinit.GetSize(); i++)
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| 163 | {
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| 164 | if (fix[i] > 0)
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| 165 | {
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| 166 | minuit.FixParameter(i);
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| 167 | step[i] = 0.0;
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| 168 | }
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| 169 | }
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| 170 |
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| 171 | //..............................................
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| 172 | //NumPars = minuit.GetNumPars();
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| 173 | //*fLog << "CallMinuit : number of free parameters = "
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| 174 | // << NumPars << endl;
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| 175 |
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| 176 | //..............................................
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| 177 | // Set maximum number of iterations (default = 500)
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| 178 | //Int_t maxiter = 100000;
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| 179 | minuit.SetMaxIterations(10);
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| 180 |
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| 181 | //..............................................
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| 182 | // minimization by the method of Migrad
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| 183 | if (method.Contains("Migrad", TString::kIgnoreCase))
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| 184 | {
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| 185 | //*fLog << "call MIGRAD" << endl;
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| 186 | if (nulloutput)
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| 187 | fLog->SetNullOutput(kTRUE);
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| 188 | Double_t tmp = 0;
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| 189 | minuit.mnexcm("MIGRAD", &tmp, 0, fErrMinimize);
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| 190 | if (nulloutput)
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| 191 | fLog->SetNullOutput(kFALSE);
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| 192 | //*fLog << "return from MIGRAD" << endl;
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| 193 | }
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| 194 |
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| 195 | //..............................................
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| 196 | // same minimization as by Migrad
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| 197 | // but switches to the SIMPLEX method if MIGRAD fails to converge
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| 198 | if (method.Contains("Minimize", TString::kIgnoreCase))
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| 199 | {
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| 200 | *fLog << "call MINIMIZE" << endl;
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| 201 | Double_t tmp = 0;
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| 202 | minuit.mnexcm("MINIMIZE", &tmp, 0, fErrMinimize);
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| 203 | *fLog << "return from MINIMIZE" << endl;
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| 204 | }
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| 205 |
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| 206 | //..............................................
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| 207 | // minimization by the SIMPLEX method
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| 208 | if (method.Contains("Simplex", TString::kIgnoreCase))
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| 209 | {
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| 210 | *fLog << "call SIMPLEX" << endl;
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| 211 | if (nulloutput)
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| 212 | fLog->SetNullOutput(kTRUE);
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| 213 | Double_t tmp = 0;
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| 214 | minuit.mnexcm("SIMPLEX", &tmp, 0, fErrMinimize);
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| 215 | if (nulloutput)
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| 216 | fLog->SetNullOutput(kFALSE);
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| 217 | //*fLog << "return from SIMPLEX" << endl;
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| 218 | }
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| 219 |
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| 220 | //..............................................
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| 221 | // check quality of minimization
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| 222 | // istat = 0 covariance matrix not calculated
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| 223 | // 1 diagonal approximation only (not accurate)
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| 224 | // 2 full matrix, but forced positive-definite
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| 225 | // 3 full accurate covariance matrix
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| 226 | // (indication of normal convergence)
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| 227 | minuit.mnstat(fMin, fEdm, fErrdef, fNpari, fNparx, fIstat);
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| 228 |
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| 229 | //if (fErrMinimize != 0 || fIstat < 3)
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| 230 | if (fErrMinimize != 0)
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| 231 | {
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| 232 | *fLog << "CallMinuit : Minimization failed" << endl;
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| 233 | *fLog << " fMin = " << fMin << ", fEdm = " << fEdm
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| 234 | << ", fErrdef = " << fErrdef << ", fIstat = " << fIstat
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| 235 | << ", fErrMinimize = " << fErrMinimize << endl;
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| 236 | return kFALSE;
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| 237 | }
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| 238 |
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| 239 | //*fLog << "CallMinuit : Minimization was successful" << endl;
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| 240 | //*fLog << " fMin = " << fMin << ", fEdm = " << fEdm
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| 241 | // << ", fErrdef = " << fErrdef << ", fIstat = " << fIstat
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| 242 | // << ", fErrMinimize = " << fErrMinimize << endl;
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| 243 |
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| 244 |
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| 245 | //..............................................
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| 246 | // minimization by the method of Migrad
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| 247 | if (method.Contains("Hesse", TString::kIgnoreCase))
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| 248 | {
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| 249 | //*fLog << "call HESSE" << endl;
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| 250 | Double_t tmp = 0;
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| 251 | minuit.mnexcm("HESSE", &tmp, 0, fErrMinimize);
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| 252 | //*fLog << "return from HESSE" << endl;
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| 253 | }
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| 254 |
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| 255 | //..............................................
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| 256 | // Minos error analysis
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| 257 | if (method.Contains("Minos", TString::kIgnoreCase))
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| 258 | {
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| 259 | //*fLog << "call MINOS" << endl;
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| 260 | Double_t tmp = 0;
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| 261 | minuit.mnexcm("MINOS", &tmp, 0, fErrMinimize);
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| 262 | //*fLog << "return from MINOS" << endl;
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| 263 | }
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| 264 |
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| 265 | //..............................................
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| 266 | // Print current status of minimization
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| 267 | // if nkode = 0 only function value
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| 268 | // 1 parameter values, errors, limits
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| 269 | // 2 values, errors, step sizes, internal values
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| 270 | // 3 values, errors, step sizes, 1st derivatives
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| 271 | // 4 values, paraboloc errors, MINOS errors
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| 272 |
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| 273 | //Int_t nkode = 4;
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| 274 | //minuit.mnprin(nkode, fmin);
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| 275 |
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| 276 | //..............................................
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| 277 | // call fcn with IFLAG = 3 (final calculation : calculate p(chi2))
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| 278 | // iflag = 1 initial calculations only
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| 279 | // 2 calculate 1st derivatives and function
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| 280 | // 3 calculate function only
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| 281 | // 4 calculate function + final calculations
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| 282 | Double_t iflag = 3;
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| 283 | Int_t errfcn3;
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| 284 | minuit.mnexcm("CALL", &iflag, 1, errfcn3);
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| 285 |
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| 286 | delete &minuit;
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| 287 | gMinuit = save;
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| 288 |
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| 289 | return kTRUE;
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| 290 | }
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