Migrad.h

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#ifndef OPAL_Migrad_HH
#define OPAL_Migrad_HH 1

// ------------------------------------------------------------------------
// $RCSfile: Migrad.h,v $
// ------------------------------------------------------------------------
// $Revision: 1.1.1.1 $
// ------------------------------------------------------------------------
// Copyright: see Copyright.readme
// ------------------------------------------------------------------------
//
// Class: Migrad
//
// ------------------------------------------------------------------------
//
// $Date: 2000/03/27 09:33:44 $
// $Author: Andreas Adelmann $
//
// ------------------------------------------------------------------------

#include "AbstractObjects/Action.h"
#include "Match/MatchState.h"

template <class T> class Matrix;
template <class T> class Vector;


// Class Migrad
// ------------------------------------------------------------------------
//  This class encapsulates a minimisation according to the MIGRAD method,
//  Minimization by a gradient method due to Davidon/Fletcher/Powell
//  (Computer Journal 13, 317, 1970).  Also described in
//  [center]
//    J. F. Bonnans et al., Optimisation Numerique, pp. 44-46.
//    Springer, Berlin, 1997
//  [/center]
//  Algorithm rewritten following the MINUIT package.

class Migrad: public Action {

public:

    Migrad();

    virtual ~Migrad();

    virtual Migrad *clone(const std::string &name);

    virtual void execute();

private:

    // Not implemented.
    Migrad(const Migrad &);
    void operator=(const Migrad &);

    // Clone constructor.
    Migrad(const std::string &name, Migrad *parent);

    // Find covariance matrix.
    void hessenberg(Vector<double> &X, Vector<double> &F,
                    Matrix<double> &V, Vector<double> &G, Vector<double> &G2);

    // Find first and second derivatives.
    void derivatives(Vector<double> &X, Vector<double> &F,
                     Vector<double> &G, Vector<double> &G2);

    // Search for minimum along a line.
    MatchState lineSearch
    (Vector<double> &X, Vector<double> &dX, Vector<double> &F, double tol);

    // Force symmetric matrix positive definite.
    void forcePositiveDefinite(Matrix<double> &A);

    // Invert symmetric matrix.
    bool invertSymmetric(Matrix<double> &A);

    // Find real eigenvalues of a symmetric matrix.
    int symmetricEigen(const Matrix<double> &A, Vector<double> &eigen);

    // The sum of squares of the matching functions (local copy).
    double fmin;
};

#endif // OPAL_Migrad_HH