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File indexing completed on 2024-04-06 12:31:16
0001 // 0002 // 0003 // File: hitfit/Chisq_Constrainer.h 0004 // Purpose: Minimize a chisq subject to a set of constraints. 0005 // Based on the SQUAW algorithm. 0006 // Created: Jul, 2000, sss, based on run 1 mass analysis code. 0007 // 0008 // For full details on the algorithm, see 0009 // 0010 // @phdthesis{sssthesis, 0011 // author = "Scott Snyder", 0012 // school = "State University of New York at Stony Brook", 0013 // month = may, 0014 // year = "1995 (unpublished)"} 0015 // @comment{ note = "available from {\tt http://www-d0.fnal.gov/publications\_talks/thesis/ snyder/thesis-ps.html}" 0016 // } 0017 // 0018 // CMSSW File : interface/Chisq_Constrainer.h 0019 // Original Author : Scott Stuart Snyder <snyder@bnl.gov> for D0 0020 // Imported to CMSSW by Haryo Sumowidagdo <Suharyo.Sumowidagdo@cern.ch> 0021 0022 /** 0023 0024 @file Chisq_Constrainer.h 0025 0026 @brief Minimize a \f$\chi^{2}\f$ subject to a set of constraints, 0027 based on the SQUAW algorithm. 0028 0029 For the full details of the algorithm see: 0030 - Scott Snyder, <i>Measurement of the top quark mass at D0</i>, PhD thesis, 0031 State University of New York at Stony Brook, (1995). Available from 0032 <a href= 0033 http://lss.fnal.gov/archive/thesis/1900/fermilab-thesis-1995-27.shtml> 0034 http://lss.fnal.gov/archive/thesis/1900/fermilab-thesis-1995-27.shtml</a>. 0035 0036 - B. Abbott <i>et al.</i> (D0 Collaboration), <i>Direct Measurement of 0037 the Top Quark Mass at D0</i>, 0038 <a href="http://prola.aps.org/abstract/PRD/v58/i5/e052001"> 0039 Phys. Rev. <b>D58</b>, 052001 (1998)</a>, 0040 <a href="http://arxiv.org/abs/hep-ex/9801025">arXiv:hep-ex/9801025</a>. 0041 0042 - O. I. Dahl, T. B. Day, F. T. Solnitz, and M. L. Gould, <i>SQUAW Kinematic 0043 Fitting Program</i>, Group A Programming Note P-126, Lawrence Radiation 0044 Laboratory (1968). Available from 0045 <a href="http://alvarezphysicsmemos.lbl.gov"> 0046 Luis Alvarez Physics Memos</a>. 0047 0048 @par Creation date. 0049 July 2000. 0050 0051 @author 0052 Scott Stuart Snyder <snyder@bnl.gov>. 0053 0054 @par Modification History: 0055 Apr 2009: Haryo Sumowidagdo <Suharyo.Sumowidagdo@cern.ch>: 0056 Imported to CMSSW.<br> 0057 Oct 2009: Haryo Sumowidagdo <Suharyo.Sumowidagdo@cern.ch>: 0058 Added Doxygen tags for automatic generation of documentation. 0059 0060 @par Terms of Usage: 0061 With consent from the original author (Scott Snyder). 0062 0063 */ 0064 0065 #ifndef HITFIT_CHISQ_CONSTRAINER_H 0066 #define HITFIT_CHISQ_CONSTRAINER_H 0067 0068 #include "TopQuarkAnalysis/TopHitFit/interface/Base_Constrainer.h" 0069 #include "TopQuarkAnalysis/TopHitFit/interface/matutil.h" 0070 #include <iosfwd> 0071 0072 namespace hitfit { 0073 0074 class Defaults; 0075 0076 /** 0077 @class Chisq_Constrainer_Args 0078 @brief Hold on to parameters for the Chisq_Constrainer class. 0079 */ 0080 class Chisq_Constrainer_Args 0081 // 0082 // Purpose: Hold on to parameters for the Chisq_Constrainer class. 0083 // 0084 // Parameters controlling the operation of the fitter: 0085 // bool printfit - If true, print a trace of the fit to cout. 0086 // bool use_G - If true, check the chisq formula by computing 0087 // chisq directly from G. This requires that G_i 0088 // be invertable. 0089 // 0090 // Parameters affecting the fit: 0091 // float constraint_sum_eps - Convergence threshold for sum of constraints. 0092 // float chisq_diff_eps - onvergence threshold for change in chisq. 0093 // int maxit - Maximum number of iterations permitted. 0094 // int max_cut - Maximum number of cut steps permitted. 0095 // float cutsize - Fraction by which to cut steps. 0096 // float min_tot_cutsize - Smallest fractional cut step permitted. 0097 // 0098 // Parameters affecting testing modes: 0099 // float chisq_test_eps - When use_G is true, the maximum relative 0100 // difference permitted between the two chisq 0101 // calculations. 0102 // 0103 { 0104 public: 0105 // Constructor. Initialize from a Defaults object. 0106 0107 /** 0108 @brief Constructor, creates an instance of Chisq_Constrainer_Args 0109 from a Defaults object. 0110 0111 @param defs The Defaults instance from which to instantiate. 0112 The instance 0113 must contain variables of type and name: 0114 - bool <i>use_G</i>. 0115 - bool <i>printfit</i>. 0116 - double <i>constraint_sum_eps</i>. 0117 - double <i>chisq_diff_eps</i>. 0118 - int <i>maxit</i>. 0119 - int <i>max_cut</i>. 0120 - double <i>cutsize</i>. 0121 - double <i>min_tot_cutsize</i>. 0122 - double <i>chisq_test_eps</i>. 0123 */ 0124 Chisq_Constrainer_Args(const Defaults& defs); 0125 0126 // Retrieve parameter values. 0127 0128 /** 0129 Return the <i>printfit</i> parameter. 0130 */ 0131 bool printfit() const; 0132 0133 /** 0134 Return the <i>use_G</i> parameter. 0135 */ 0136 bool use_G() const; 0137 0138 /** 0139 Return the <i>constraint_sum_eps</i> parameter. 0140 */ 0141 double constraint_sum_eps() const; 0142 0143 /** 0144 Return the <i>chisq_diff_eps</i> parameter. 0145 */ 0146 double chisq_diff_eps() const; 0147 0148 /** 0149 Return the <i>maxit</i> parameter. 0150 */ 0151 unsigned maxit() const; 0152 0153 /** 0154 Return the <i>max_cut</i> parameter. 0155 */ 0156 unsigned max_cut() const; 0157 0158 /** 0159 Return the <i>cutsize</i> parameter. 0160 */ 0161 double cutsize() const; 0162 0163 /** 0164 Return the <i>min_tot_cutsize</i> parameter. 0165 */ 0166 double min_tot_cutsize() const; 0167 0168 /** 0169 Return the <i>chisq_test_eps</i> parameter. 0170 */ 0171 double chisq_test_eps() const; 0172 0173 // Arguments for subobjects. 0174 0175 /** 0176 Return the argument for the Base_Constrainer class. 0177 */ 0178 const Base_Constrainer_Args& base_constrainer_args() const; 0179 0180 private: 0181 // Hold on to parameter values. 0182 0183 /** 0184 If true, print a trace of the fit to std::cout. 0185 */ 0186 bool _printfit; 0187 0188 /** 0189 If true, check the \f$\chi^{2}\f$ formula by computing the \f$\chi^{2}\f$ 0190 directly from \f${\bf G}\f$. This requires that \f${\bf G}_{i}\f$ be 0191 invertible. 0192 */ 0193 bool _use_G; 0194 0195 /** 0196 Convergence threshold for sum of constraints. 0197 */ 0198 double _constraint_sum_eps; 0199 0200 /** 0201 Convergence threshold for change in \f$\chi^{2}\f$. 0202 */ 0203 double _chisq_diff_eps; 0204 0205 /** 0206 Maxium number of iterations permitted. 0207 */ 0208 int _maxit; 0209 0210 /** 0211 Maximum number of cut steps permitted. 0212 */ 0213 int _max_cut; 0214 0215 /** 0216 Fraction by which to cut steps. 0217 */ 0218 double _cutsize; 0219 0220 /** 0221 Smallest fractional cut step permitted. 0222 */ 0223 double _min_tot_cutsize; 0224 0225 /** 0226 When <i>use_G</i> is true, the maximum relative difference between 0227 the \f$\chi^{2}\f$ calculations. 0228 */ 0229 double _chisq_test_eps; 0230 0231 /** 0232 Parameters for the underlying base class Base_Constrainer. 0233 */ 0234 const Base_Constrainer_Args _base_constrainer_args; 0235 }; 0236 0237 //************************************************************************* 0238 0239 /** 0240 @class Chisq_Constrainer 0241 @brief Minimize a \f$\chi^{2}\f$ subject to a set of constraints. Based 0242 on the SQUAW algorithm. 0243 */ 0244 class Chisq_Constrainer 0245 // 0246 // Purpose: Minimize a chisq subject to a set of constraints. 0247 // Based on the SQUAW algorithm. 0248 // 0249 : public Base_Constrainer { 0250 public: 0251 // Constructor, destructor. 0252 // ARGS holds the parameter settings for this instance. 0253 0254 /** 0255 Constructor. Create an instance of Chisq_Constrainer from a 0256 Chisq_Constrainer_Args object. 0257 @param args The parameter settings for this instance. 0258 0259 */ 0260 Chisq_Constrainer(const Chisq_Constrainer_Args& args); 0261 0262 /** 0263 Destructor. 0264 */ 0265 ~Chisq_Constrainer() override {} 0266 0267 // Do the fit. 0268 // Call the number of well-measured variables Nw, the number of 0269 // poorly-measured variables Np, and the number of constraints Nc. 0270 // Inputs: 0271 // CONSTRAINT_CALCULATOR is the object that will be used to evaluate 0272 // the constraints. 0273 // XM(Nw) and YM(Np) are the measured values of the well- and 0274 // poorly-measured variables, respectively. 0275 // X(Nw) and Y(Np) are the starting values for the fit. 0276 // G_I(Nw,Nw) is the error matrix for the well-measured variables. 0277 // Y(Np,Np) is the inverse error matrix for the poorly-measured variables. 0278 // 0279 // Outputs: 0280 // X(Nw) and Y(Np) is the point at the minimum. 0281 // PULLX(Nw) and PULLY(Np) are the pull quantities. 0282 // Q(Nw,Nw), R(Np,Np), and S(Nw,Np) are the final error matrices 0283 // between all the variables. 0284 // 0285 // The return value is the final chisq. Returns a value < 0 if the 0286 // fit failed to converge. 0287 0288 /** 0289 @ brief Do a constrained fit. Call the number of well-measured variables 0290 <i>Nw</i>, the number of poorly-measured variables <i>Np</i>, 0291 and the number of constraints <i>Nc</i>. 0292 0293 @param constraint_calculator The object that will be used to evaluate 0294 the constraints. 0295 0296 @param xm Measured values of the well-measured variables, has dimension 0297 <i>Nw</i>. 0298 0299 @param x Before the fit: starting value of the well-measured variables 0300 for the fit, has dimension <i>Nw</i>. 0301 After the fit: final values of the well-measured variables. 0302 0303 @param ym Measured values of the poorly-measured variables, has 0304 dimension <i>Np</i>. 0305 0306 @param y Before the fit: starting value of the poorly-measured variables 0307 for the fit, has dimension <i>Np</i>. 0308 After the fit: final values of the poorly-measured variables. 0309 0310 @param G_i Error matrix for the well-measured variables, has dimension 0311 <i>Nw,Nw</i>. 0312 0313 @param Y Inverse error matrix for the poorly-measured variables, has 0314 dimension <i>Np,Np</i>. 0315 0316 @param pullx Pull quantities for the well-measured variables, has 0317 dimension <i>Nw</i>. 0318 0319 @param pully Pull quantities for the poorly-measured variables, has 0320 dimension <i>Np</i>. 0321 0322 @param Q Error matrix for the well-measured variables, has dimension 0323 <i>Nw,Nw</i>. 0324 0325 @param R Error matrix for the poorly-measured variables, has dimension 0326 <i>Np,Np</i>. 0327 0328 @param S Error matrix for the correlation between well-measured variables 0329 and poorly-measured variables, has dimension <i>Nw,Np</i>. 0330 0331 @par Input: 0332 <i>constraint_calculator, xm, x, ym, y, G_i, y.</i>. 0333 0334 @par Output: 0335 <i>x, y, pullx, pully, Q, R, S.</i> 0336 @par Return: 0337 \f$\chi^{2}\f$ of the fit. Should returns a negative value if the fit 0338 does not converge. 0339 */ 0340 double fit(Constraint_Calculator& constraint_calculator, 0341 const Column_Vector& xm, 0342 Column_Vector& x, 0343 const Column_Vector& ym, 0344 Column_Vector& y, 0345 const Matrix& G_i, 0346 const Diagonal_Matrix& Y, 0347 Column_Vector& pullx, 0348 Column_Vector& pully, 0349 Matrix& Q, 0350 Matrix& R, 0351 Matrix& S) override; 0352 0353 // Print out any internal state to S. 0354 /** 0355 @brief Print the state of this instance of Chisq_Constrainer. 0356 0357 @param s The output stream to which the output is sent. 0358 */ 0359 std::ostream& print(std::ostream& s) const override; 0360 0361 private: 0362 // Parameter settings. 0363 /** 0364 Parameter settings for this instance of Chisq_Constrainer. 0365 */ 0366 const Chisq_Constrainer_Args _args; 0367 }; 0368 0369 } // namespace hitfit 0370 0371 #endif // not HITFIT_CHISQ_CONSTRAINER_H
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