Hello,
I have minimized a function using kMIGRAD with the Minuit2Minimizer and the final output that it gives me after running HESSE is included below. The first message alerts me to the fact that the cov matrix is forced pos-def. The reason for this is explained in Minuit2 documentation and is not really a major problem so long as it eventually becomes pos-def at the minimum. At present, I am unsure whether the info tells me of a previous state that has been traversed or if it is the present state of the cov. matrix. In fact, if I compute the eigenvalues of the printed cov matrix, they are all positive. My question is whether the printed covariance matrix is pos-def because it is intrinsically so or if it has simply been forced that way.
Thank you in advance.
Info in <Minuit2>: matrix forced pos-def by adding to diagonal : padd = 56.8906
Info in <Minuit2>: MnHesse: matrix was forced pos. def.
State returned from Hesse
# of function calls: 163
function Value: 2.444716406349
expected distance to the Minimum (edm): 0.01801277054407
external parameters:
# ext. || Name || type || Value || Error +/-
0 || a || limited || 1.590206491401e-06 ||5.750531335727e-09
1 || b || free || 0.1131463118462 ||0.0008618542640787
2 || c || limited || 0.0005081978388362 ||1.015222572411e-07
3 || d || free || 0.1087008999664 ||1.877261046699e-07
covariance matrix:
MnUserCovariance:
3.30686e-17 1.58652e-13 1.08568e-16 2.00549e-16
1.58652e-13 7.42793e-07 1.08428e-11 2.0013e-11
1.08568e-16 1.08428e-11 1.03068e-14 1.9039e-14
2.00549e-16 2.0013e-11 1.9039e-14 3.52411e-14
The computed eigenvalues of the above MnUserCovariance matrix are
| 0 | 1 | 2 | 3 |
---------------------------------------------------------
0 | 7.428e-07 0 0 0
1 | 0 4.484e-14 0 0
2 | 0 0 3.192e-17 0
3 | 0 0 0 1.624e-17