Dear Rooters
We are trying to perform a simple 1D test fit of a chi2 function for some data. I have included the chi2 values for the range of X we are considering in the fit:
However, when I try to complete the minimization of this chi2 using migrad the values of the edm for this function appear out of control- see the output from the test run below. I also not that simplex appears to find the correct minimum and chi2 value but never returns a status other than “Progress” even though it has located an edm less than the tolerance.
My feeling is we must be missing something simple here and any advice on how to proceed would be really appreciated.
Best wishes
Darren
----------begin minuit output------
*********hit Doms ************
number of doms hit 57
past the nhit check
----------Start here event into minuit--------------------
** 1 **SET PRINT 1
** 2 **SET ERR 1
** 3 **SET NOWARNINGS 0
** 4 **SET STRATEGY 2
NOW USING STRATEGY 2: MAKE SURE MINIMUM TRUE, ERRORS CORRECT
** 5 **SET EPS 1e-10
FLOATING-POINT NUMBERS ASSUMED ACCURATE TO 1e-10
PARAMETER DEFINITIONS:
NO. NAME VALUE STEP SIZE LIMITS
1 theta 1.57080e+00 1.00000e-03 no limits
2 phi 0.00000e+00 1.00000e-03 no limits
3 x0 -7.50000e+02 1.00000e-01 -8.00000e+02 8.00000e+02
4 y0_given 0.00000e+00 1.00000e-01 no limits
5 z0_given -3.50000e+02 1.00000e-01 no limits
6 length 5.00000e+02 1.00000e-01 no limits
7 t0_given 0.00000e+00 5.00000e-01 no limits
** 6 **FIX 1
** 7 **FIX 2
** 8 **FIX 4
** 9 **FIX 5
** 10 **FIX 6
** 11 **FIX 7
** 12 **MINIMIZE 5e+05 0.001
FIRST CALL TO USER FUNCTION AT NEW START POINT, WITH IFLAG=4.
START MIGRAD MINIMIZATION. STRATEGY 2. CONVERGENCE WHEN EDM .LT. 1.00e-06
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=1.63022e+07 FROM HESSE STATUS=OK 7 CALLS 8 TOTAL
EDM=7.57911e+13 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 theta 1.57080e+00 fixed
2 phi 0.00000e+00 fixed
3 x0 -7.50000e+02 9.79027e+02 9.91746e-03 -1.23119e+07
4 y0_given 0.00000e+00 fixed
5 z0_given -3.50000e+02 fixed
6 length 5.00000e+02 fixed
7 t0_given 0.00000e+00 fixed
MIGRAD FAILS TO FIND IMPROVEMENT
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=13324.5 FROM HESSE STATUS=OK 7 CALLS 30 TOTAL
EDM=2.01082e+08 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 theta 1.57080e+00 fixed
2 phi 0.00000e+00 fixed
3 x0 1.70585e+02 2.32383e+02 4.92877e+02 -9.39466e+04
4 y0_given 0.00000e+00 fixed
5 z0_given -3.50000e+02 fixed
6 length 5.00000e+02 fixed
7 t0_given 0.00000e+00 fixed
MIGRAD FAILS TO FIND IMPROVEMENT
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=13324.5 FROM HESSE STATUS=OK 9 CALLS 45 TOTAL
EDM=2.01082e+08 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 theta 1.57080e+00 fixed
2 phi 0.00000e+00 fixed
3 x0 1.70585e+02 2.32383e+02 4.92877e+02 -9.39466e+04
4 y0_given 0.00000e+00 fixed
5 z0_given -3.50000e+02 fixed
6 length 5.00000e+02 fixed
7 t0_given 0.00000e+00 fixed
MIGRAD FAILS TO FIND IMPROVEMENT
MIGRAD TERMINATED WITHOUT CONVERGENCE.
FCN=13324.5 FROM MIGRAD STATUS=FAILED 50 CALLS 51 TOTAL
EDM=2.01082e+08 STRATEGY= 2 ERR MATRIX APPROXIMATE
EXT PARAMETER APPROXIMATE STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 theta 1.57080e+00 fixed
2 phi 0.00000e+00 fixed
3 x0 1.70585e+02 2.32383e+02 0.00000e+00 -9.39466e+04
4 y0_given 0.00000e+00 fixed
5 z0_given -3.50000e+02 fixed
6 length 5.00000e+02 fixed
7 t0_given 0.00000e+00 fixed
EXTERNAL ERROR MATRIX. NDIM= 25 NPAR= 1 ERR DEF=1
5.567e+04
ERR MATRIX APPROXIMATE
START SIMPLEX MINIMIZATION. CONVERGENCE WHEN EDM .LT. 0.001
FCN=13324.5 FROM SIMPLEX STATUS=PROGRESS 3 CALLS 54 TOTAL
EDM=6.65194e+06 STRATEGY= 2 ERR MATRIX APPROXIMATE
EXT PARAMETER APPROXIMATE INTERNAL INTERNAL
NO. NAME VALUE ERROR STEP SIZE VALUE
1 theta 1.57080e+00 fixed
2 phi 0.00000e+00 fixed
3 x0 1.70585e+02 2.32383e+02 9.85753e+00 6.16096e+06
4 y0_given 0.00000e+00 fixed
5 z0_given -3.50000e+02 fixed
6 length 5.00000e+02 fixed
7 t0_given 0.00000e+00 fixed
FCN=13324.5 FROM SIMPLEX STATUS=PROGRESS 8 CALLS 59 TOTAL
EDM=2.03831e+07 STRATEGY= 2 ERR MATRIX APPROXIMATE
EXT PARAMETER APPROXIMATE INTERNAL INTERNAL
NO. NAME VALUE ERROR STEP SIZE VALUE
1 theta 1.57080e+00 fixed
2 phi 0.00000e+00 fixed
3 x0 1.70585e+02 2.32383e+02 1.57721e+00 6.16096e+06
4 y0_given 0.00000e+00 fixed
5 z0_given -3.50000e+02 fixed
6 length 5.00000e+02 fixed
7 t0_given 0.00000e+00 fixed
SIMPLEX MINIMIZATION HAS CONVERGED.
FCN=1633.67 FROM SIMPLEX STATUS=PROGRESS 47 CALLS 98 TOTAL
EDM=0.000223964 STRATEGY= 2 ERR MATRIX APPROXIMATE
EXT PARAMETER APPROXIMATE INTERNAL INTERNAL
NO. NAME VALUE ERROR STEP SIZE VALUE
1 theta 1.57080e+00 fixed
2 phi 0.00000e+00 fixed
3 x0 1.54298e+02 2.32383e+02 3.00817e-06 6.16096e+06
4 y0_given 0.00000e+00 fixed
5 z0_given -3.50000e+02 fixed
6 length 5.00000e+02 fixed
7 t0_given 0.00000e+00 fixed
START MIGRAD MINIMIZATION. STRATEGY 2. CONVERGENCE WHEN EDM .LT. 1.00e-06
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=1633.67 FROM HESSE STATUS=OK 9 CALLS 107 TOTAL
EDM=1.80737e+08 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 theta 1.57080e+00 fixed
2 phi 0.00000e+00 fixed
3 x0 1.54298e+02 2.41218e+02 4.92877e+02 -8.60829e+04
4 y0_given 0.00000e+00 fixed
5 z0_given -3.50000e+02 fixed
6 length 5.00000e+02 fixed
7 t0_given 0.00000e+00 fixed
MIGRAD FAILS TO FIND IMPROVEMENT
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=1633.67 FROM HESSE STATUS=OK 9 CALLS 121 TOTAL
EDM=1.80737e+08 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 theta 1.57080e+00 fixed
2 phi 0.00000e+00 fixed
3 x0 1.54298e+02 2.41218e+02 4.92877e+02 -8.60829e+04
4 y0_given 0.00000e+00 fixed
5 z0_given -3.50000e+02 fixed
6 length 5.00000e+02 fixed
7 t0_given 0.00000e+00 fixed
MIGRAD FAILS TO FIND IMPROVEMENT
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=1633.67 FROM HESSE STATUS=OK 9 CALLS 135 TOTAL
EDM=1.80737e+08 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 theta 1.57080e+00 fixed
2 phi 0.00000e+00 fixed
3 x0 1.54298e+02 2.41218e+02 4.92877e+02 -8.60829e+04
4 y0_given 0.00000e+00 fixed
5 z0_given -3.50000e+02 fixed
6 length 5.00000e+02 fixed
7 t0_given 0.00000e+00 fixed
MIGRAD FAILS TO FIND IMPROVEMENT
MIGRAD TERMINATED WITHOUT CONVERGENCE.
FCN=1633.67 FROM MIGRAD STATUS=FAILED 42 CALLS 140 TOTAL
EDM=1.80737e+08 STRATEGY= 2 ERR MATRIX APPROXIMATE
EXT PARAMETER APPROXIMATE STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 theta 1.57080e+00 fixed
2 phi 0.00000e+00 fixed
3 x0 1.54298e+02 2.41218e+02 0.00000e+00 -8.60829e+04
4 y0_given 0.00000e+00 fixed
5 z0_given -3.50000e+02 fixed
6 length 5.00000e+02 fixed
7 t0_given 0.00000e+00 fixed
EXTERNAL ERROR MATRIX. NDIM= 25 NPAR= 1 ERR DEF=1
6.012e+04
ERR MATRIX APPROXIMATE
Not Converged
---------begin minuit setup info part -----------------
TMinuit *mini = 0;
double params_min[7];
double angle_err[7]; //it seems that “GetParameter” requires this. Is a space to put
//associated minimization errors I believe. look into to be sure.
bool converged;
mini = new TMinuit(7);
mini->SetFCN(miniFCN); //think/hope this calls miniFCN :S … EP! This is generating ERRORS!
//Stuff specific to Minuit
// argument list for Minuit commands
double arglist[10];
// error flag from Minuit
int ierflg = 0;
//Turn off output of MINUIT
arglist[0] = 1;
mini->mnexcm(“SET PRint”, arglist, 1, ierflg);
arglist[0] = 1;
mini->mnexcm(“SET ERR”, arglist ,1,ierflg);
arglist[0] = 0;
mini->mnexcm(“SET NOWarnings”, arglist, 1, ierflg);
arglist[0] = 2;
mini->mnexcm(“SET STRategy”,arglist,1,ierflg);
arglist[0] = 1e-10;
mini->mnexcm(“SET EPS”,arglist,1,ierflg);
//Define step size and inital values of my parameters that need to be solved by migrad to form an min. chi2 value
double start_value[7] = {(3.14159625/2),0.0, -750.0, 0.0, -350.0, 500.0, 0.0 };
double step[7] = {0.001,0.001, 0.1, 0.1, 0.1, 0.1, 0.5};
//int hits.size = hits.size(); //this means other parts of hit map may
// also not be passing
//Getting an error here that says 'ierflg not declaired in the scope… why?
// Initialize the parameters
mini->mnparm(0, “theta”, start_value[0], step[0],0, 0,ierflg); //zenith
mini->mnparm(1, “phi”, start_value[1], step[1],0, 0,ierflg); //azimuth
//may have to put physical bounds of dector in eventually… or not
mini->mnparm(2, “x0”, start_value[2],step[2],-800.0,800.0,ierflg);
mini->mnparm(3, “y0_given”,start_value[3],step[3],0,0,ierflg);
mini->mnparm(4, “z0_given”,start_value[4],step[4],0,0,ierflg);
mini->mnparm(5, “length”,start_value[5],step[5],0,0,ierflg);
mini->mnparm(6, “t0_given”,start_value[6],step[6],0,0,ierflg);
mini->FixParameter(0);
mini->FixParameter(1);
mini->FixParameter(3);
mini->FixParameter(4);
mini->FixParameter(5);
mini->FixParameter(6);
double eps = 1e-3;
// mini->mncn(“SETPrecision”,eps);
// Set maximum number of iterations, example suggests 5000
arglist[0] = 500000;
// Set threshold for minimum --ASK Darren about the best value for this
// and how it will effect my fit exactly.
arglist[1] = 1E-2; //was formally 1E-3
// Execute MIGRAD minimization!
mini->mnexcm(“MINIMIZE”, arglist ,2,ierflg);
converged = true;
// Check for convergence - if no convergence, return NOT_CONVERGED
if (ierflg == 4) {
converged = false;
}
if (!converged){
cout << “Not Converged” << endl;
}
