Why do I keep getting a zero matrix from TFitResult for some dataset while not the others?

Dear StephanH @StephanH :

Thanks. Good news: after using the verbose mode “V”, it returns to me some EXTERNAL ERROR MATRIX, which seems to be the covariance matrix that I always want (see the terminal report below).
But still the MIGRAD thing didn’t converge, I’m not sure how that happened when everything “seems” to be fine (the fit result seems to agree with my data; and it actually get some reasonable covariance matrix, and just doesn’t want to share it with me, when I print it.).
Now I’m not sure if it’s legitimate to use the EXTERNAL MATRIX as my covariance matrix after all its error-report on MIGRAD divergence.


The following is the terminal report, starting from the second last fit status report:

 FCN=38.2639 FROM MIGRAD    STATUS=PROGRESS     1604 CALLS        1605 TOTAL
                     EDM=0.00628792    STRATEGY= 1  ERROR MATRIX UNCERTAINTY  20.7 per cent
  EXT PARAMETER                APPROXIMATE        STEP         FIRST   
  NO.   NAME      VALUE            ERROR          SIZE      DERIVATIVE 
   1  p0           2.96631e-01   9.40791e-02   3.91372e-03  -1.12405e+02
   2  p1           3.70289e-01   2.53365e-02  -1.98576e-03  -2.65629e+01
   3  p2           8.30575e-03   1.00820e-02  -1.95435e-02  -3.06363e+00
   4  p3           1.23265e+00   3.75070e-02  -3.36459e-03  -1.39326e+02
   5  p4           1.43869e+01   1.01233e-01  -1.43233e-03   9.98044e+01
 CALL LIMIT EXCEEDED IN MIGRAD.
 MIGRAD TERMINATED WITHOUT CONVERGENCE.
 FCN=38.2478 FROM MIGRAD    STATUS=CALL LIMIT   1630 CALLS        1631 TOTAL
                     EDM=0.00988881    STRATEGY= 1  ERROR MATRIX UNCERTAINTY  14.5 per cent
  EXT PARAMETER                APPROXIMATE        STEP         FIRST   
  NO.   NAME      VALUE            ERROR          SIZE      DERIVATIVE 
   1  p0           3.02999e-01   1.08434e-01   1.31306e-03  -2.14674e+02
   2  p1           3.72073e-01   3.38375e-02   1.20516e-03  -3.40276e+01
   3  p2           8.84789e-03   1.12145e-02  -5.94815e-03   3.18160e+00
   4  p3           1.22696e+00   6.50898e-02  -1.64670e-03  -3.91608e+02
   5  p4           1.43640e+01   2.63856e-01  -8.94469e-04   3.39474e+02
 EXTERNAL ERROR MATRIX.    NDIM=  25    NPAR=  5    ERR DEF=1
  1.176e-02 -1.636e-03 -1.213e-03 -6.063e-03 -1.414e-02 
 -1.636e-03  1.145e-03  2.077e-04 -1.446e-04 -4.736e-03 
 -1.213e-03  2.077e-04  1.270e-04  5.821e-04  1.162e-03 
 -6.063e-03 -1.446e-04  5.821e-04  4.238e-03  1.493e-02 
 -1.414e-02 -4.736e-03  1.162e-03  1.493e-02  6.963e-02 
ERR MATRIX APPROXIMATE
 PARAMETER  CORRELATION COEFFICIENTS  
       NO.  GLOBAL      1      2      3      4      5
        1  1.00000   1.000 -0.446 -0.993 -0.859 -0.494
        2  0.99984  -0.446  1.000  0.545 -0.066 -0.530
        3  0.99989  -0.993  0.545  1.000  0.793  0.391
        4  1.00000  -0.859 -0.066  0.793  1.000  0.869
        5  0.99999  -0.494 -0.530  0.391  0.869  1.000
 ERR MATRIX APPROXIMATE
Info in <TMinuitMinimizer::Minimize>: Finished to run MIGRAD - status 4
Warning in <Fit>: Abnormal termination of minimization.
 FCN=38.2478 FROM MIGRAD    STATUS=CALL LIMIT   1630 CALLS        1631 TOTAL
                     EDM=0.00988881    STRATEGY= 1  ERROR MATRIX UNCERTAINTY  14.5 per cent
  EXT PARAMETER                  PARABOLIC         MINOS ERRORS        
  NO.   NAME      VALUE            ERROR      NEGATIVE      POSITIVE   
   1  p0           3.02999e-01   1.08434e-01                            
   2  p1           3.72073e-01   3.38375e-02                            
   3  p2           8.84789e-03   1.12145e-02                            
   4  p3           1.22696e+00   6.50898e-02                            
   5  p4           1.43640e+01   2.63856e-01                            
i=0 (ERR, ERR^2)=(0.108434,0.011758).
i=1 (ERR, ERR^2)=(0.0338375,0.00114498).
i=2 (ERR, ERR^2)=(0.0112145,0.000125764).
i=3 (ERR, ERR^2)=(0.0650898,0.00423668).
i=4 (ERR, ERR^2)=(0.263856,0.0696199).
covariance matrix is

5x5 matrix is as follows

     |      0    |      1    |      2    |      3    |      4    |
----------------------------------------------------------------------
   0 |          0           0           0           0           0 
   1 |          0           0           0           0           0 
   2 |          0           0           0           0           0 
   3 |          0           0           0           0           0 
   4 |          0           0           0           0           0 

correlaton matrix is:

5x5 matrix is as follows

     |      0    |      1    |      2    |      3    |      4    |
----------------------------------------------------------------------
   0 |          0           0           0           0           0 
   1 |          0           0           0           0           0 
   2 |          0           0           0           0           0 
   3 |          0           0           0           0           0 
   4 |          0           0           0           0           0