git-svn-id: http://root.cern.ch/svn/root/trunk@34141 27541ba8-7e3a-0410-8455-c3a389f83636

git-svn-id: http://root.cern.ch/svn/root/trunk@34125 27541ba8-7e3a-0410-8455-c3a389f83636

 add vavilov functions: a fast and an accurate implementations

 fast implementation is based on  G115 from the Cernlib VAVDEN 
 while the accurate one is based on G116 (VVIDEN)

more info and motivation is provided in 
http://root.cern.ch/phpBB3//viewtopic.php?f=15&t=10299

add also classes Cdf, Pdf and Quantile implementing the ROOT::Math::IParamFunctionOneDim interface

add a testProgram with a test class


git-svn-id: http://root.cern.ch/svn/root/trunk@34123 27541ba8-7e3a-0410-8455-c3a389f83636

The following functions are new:
+  double airy_Ai(double x);
+  double airy_Bi(double x);
+  double airy_Ai_deriv(double x);
+  double airy_Bi_deriv(double x);
+  double airy_zero_Ai(unsigned int s);
+  double airy_zero_Bi(unsigned int s);
+  double airy_zero_Ai_deriv(unsigned int s);
+  double airy_zero_Bi_deriv(unsigned int s);

The naming is derived from the GSL routines, which are used.
tests are included (as patch for math/mathmore/test/testSpecFunc.cxx)


git-svn-id: http://root.cern.ch/svn/root/trunk@34054 27541ba8-7e3a-0410-8455-c3a389f83636

This fixes a problem observed when using the simulated annealing minimizer 
(see report http://root.cern.ch/phpBB2/viewtopic.php?t=10266 )


git-svn-id: http://root.cern.ch/svn/root/trunk@33304 27541ba8-7e3a-0410-8455-c3a389f83636

  DistSampler: new interface class for sampling a generic distribution
  Possibility to perform unbinned or binned sampling 
  Implementation classes (for example using Unuran) are created  using the plugin manager

  Integration classes: 

  fix a problem with the template method passing a function and fix a bug (function object was not copied)
  Use by default kADAPTIVESINGULAR
  add kLEGENDRE based on GaussLegendreIntegrator 

  DataRange: return -inf,+inf when no range is set 

  mathmore: implement method for calculating function and derivatives for GSLNLSMinimizer


git-svn-id: http://root.cern.ch/svn/root/trunk@33180 27541ba8-7e3a-0410-8455-c3a389f83636

  - return a bool in method RootFinder::Solve and IMinimizer1D::Minimize
   to be consistent with the other numerical algo. classes
   Classes in MathCore were also returning the wrong values (status=1 instead of zero)

  - add Status() method to check the validity of the cached values

  - change default tolerance to 10-8 (abs) and 10^-10 (values which were used as default in the Mathcore Brent)

  - return a bool also in SetFunction

- Mathcore Brent classes: 

   - pass tolerances and max iterations to the Brent methods. So do not use anymore the hard coded values
   - add possibility also to pass Npx (number of points to use in the grid for the bracketing search) and max number 
     of iterations (before was hard coded to 10)
    

This changes uses suggestion reported by https://savannah.cern.ch/bugs/index.php?61242


git-svn-id: http://root.cern.ch/svn/root/trunk@32583 27541ba8-7e3a-0410-8455-c3a389f83636

see https://savannah.cern.ch/bugs/?61356


git-svn-id: http://root.cern.ch/svn/root/trunk@32000 27541ba8-7e3a-0410-8455-c3a389f83636

Thanks to Glen Cowan who reported the problem


git-svn-id: http://root.cern.ch/svn/root/trunk@31971 27541ba8-7e3a-0410-8455-c3a389f83636

  when evaluating  the interpolation integral with a > b
  Return now always the - Integral(b,a)

- Check now error returns when calling the evaluation of th einterpolation function and report 
 eventually the error returned by the GSL function  
(this can happen when evaluating outside the domain)


git-svn-id: http://root.cern.ch/svn/root/trunk@31965 27541ba8-7e3a-0410-8455-c3a389f83636

add various fixes for coverity (mainly un-initizialized constructors) but also two potential bugs in DataRange and UnBinData


git-svn-id: http://root.cern.ch/svn/root/trunk@31763 27541ba8-7e3a-0410-8455-c3a389f83636

git-svn-id: http://root.cern.ch/svn/root/trunk@31691 27541ba8-7e3a-0410-8455-c3a389f83636

- fix a problem returning the covariance matrix when fit failed. Now all minimizer implements CovMatrixStatus() when they calculate the covariance matrix. Add in FitResult method to return covariance matrix status 
- Add a flag in interface of Minimizer::GetMinosError to do separatly positive or negative errors 
- fix usage of  default minimizer from what is defined in etc/system.rootrc

- improve comment in TH1::Fit and TGraph::Fit for usage of TFitResultPtr


git-svn-id: http://root.cern.ch/svn/root/trunk@31604 27541ba8-7e3a-0410-8455-c3a389f83636

This patch fixes the spelling of "function" in the root source code
and documentation, which is misspelled (sometimes as part of larger
"function"-based words) at least 152 times:

* "funciton" 48 times
* "funcion" 36 times
* "funtion" 23 times
* "fucntion" 17 times
* "functionn" 6 times
* "fuction" 6 times
* "fuunction" 4 times
* "functioin" 3 times
* "fonction" 3 times
* "funstion" twice
* "fnuction" once
* "functiom" once
* "functio" once
* "funcition" once


git-svn-id: http://root.cern.ch/svn/root/trunk@30749 27541ba8-7e3a-0410-8455-c3a389f83636

 mathcore/mathmore : 
   fixes for GSL fit algorithm (Levenberg Marquardt)

from David: 

 hist:  
  improve comments in TH2,3 projections

 fitpanel: 
  add GSL minimization methods and use a dynamic pop-up list for algorithms


git-svn-id: http://root.cern.ch/svn/root/trunk@29104 27541ba8-7e3a-0410-8455-c3a389f83636

git-svn-id: http://root.cern.ch/svn/root/trunk@29075 27541ba8-7e3a-0410-8455-c3a389f83636

 see  http://root.cern.ch/viewcvs?rev=29060&root=root&view=rev


git-svn-id: http://root.cern.ch/svn/root/trunk@29068 27541ba8-7e3a-0410-8455-c3a389f83636

git-svn-id: http://root.cern.ch/svn/root/trunk@28960 27541ba8-7e3a-0410-8455-c3a389f83636

  - implement NCalls() for TMinuit (thanks to Alfio) and fix cases when SetFunction has not been called
  - when calling SetLimitedVariables on minimizer who do not support bounds return false instead of 
   setting unbound variables 
  - improve handling of errors for GSLMinimizer
    (see http://root.cern.ch/phpBB2/viewtopic.php?t=8492 )


git-svn-id: http://root.cern.ch/svn/root/trunk@28592 27541ba8-7e3a-0410-8455-c3a389f83636

import from gsl zsolve_cubic.c which contains a bug fix patch to avoid NaN in case of small degenerate roots
(this has been found thanks to https://savannah.cern.ch/bugs/?49031)
 bug has been submitted in GSL too. When GSL will release this bug, fix this file can be removed


git-svn-id: http://root.cern.ch/svn/root/trunk@28377 27541ba8-7e3a-0410-8455-c3a389f83636

 The problem is seen only on 64 bit machines and seems present also in the GSL cubic solver
This fixes the problem reported at https://savannah.cern.ch/bugs/index.php?49031


git-svn-id: http://root.cern.ch/svn/root/trunk@28367 27541ba8-7e3a-0410-8455-c3a389f83636

 - protect against  wrong input to acos due to numerical errors was 
 - remove assignement u[2]=u[1] as in CERNLIB routine. The gsl cubic solver is used and therefore a different order of the roots is returned. 

This fixes the bug reported in https://savannah.cern.ch/bugs/?49031


git-svn-id: http://root.cern.ch/svn/root/trunk@28158 27541ba8-7e3a-0410-8455-c3a389f83636

git-svn-id: http://root.cern.ch/svn/root/trunk@27012 27541ba8-7e3a-0410-8455-c3a389f83636

(from rev 26842) 

The main changes are: 
- add support for drawing Scan and Contour plot from FitPanel
- improve Minimizer interface by adding methods for contours and scan.  
  implement them using Minuit  and Minuit2

Mathcore: 
- improve Fitter class
  mantain now after fitting a reference to the Minimizer and Objective funciton which can be used later for performing the contour and scans      
  - avoid a copy of FitResult class 
 - add new methods in Minimizer for re-setting the variable values 
 - fix the bin fitting using the bin function integral in combination with the gradient or with Fumili 
 - add dictionary for Fit method functions 


Minuit2: 
 remove limit on number of scan points 
 implement scan and contour in Minuit2Minimizer

Minuit
 implement scan and contour in TMinuitMinimizer

SMatrix: 

 Change implementation of SMatrix::Invert (and Inverse) to use the 
 direct Cramer method only for 2x2 (not up to 5x5)
 Add SMatrix::InvertFast using Cramer method up to 5x5 
 (this is having now same behavior as before)

hist: 
 TBackCompFitter: 
 improve class due to change in Fitter. Use now the minimizer reference and 
 there is no need to re-create it
  Add interface for scan and contour in TBackCompFitter
 Add methods to retrieve FitResult and FitConfig

mathmore
 fix a memory leak
 implement changes in Minimizer 

fitpanel
 new dialog for the advanced drawing option with two tabs one for 
 drawing contour the other for drawing scan plots
  fixed some meory leaks and other small problems


git-svn-id: http://root.cern.ch/svn/root/trunk@26866 27541ba8-7e3a-0410-8455-c3a389f83636

Now it is correct initialized by default to importance sampling. 
This fixes the problem reported at http://root.cern.ch/phpBB2/viewtopic.php?t=7647


git-svn-id: http://root.cern.ch/svn/root/trunk@26307 27541ba8-7e3a-0410-8455-c3a389f83636

mathcore: 
---------
  MinimizerOptions: 
	new  class for storing Minimizer option, with static default values that can be 
	changed by the user

  FitConfig: 
   	- use default values from MinimizerOption class
   	- rename method to create parameter settings from a function

  FitUtil.cxx:   
    	improve the derivative calculations used in the effective chi2 and in Fumili and 
	fix a bug for evaluation of likelihood or chi2 terms. 
	In  EvaluatePdf() work and return  the log of the pdf. 
      
  FitResult:
	- improve the class by adding extra information like, num. of free parameters, 
	minimizer status, global correlation coefficients, information about fixed 
	and bound parameters. 
   	- add method for getting fit confidence intervals 
  	- improve print method   

  DataRange: 
	add method SetRange to distinguish from AddRange. SetRange deletes the existing 
	ranges. 

  ParamsSettings: make few methods const

  FCN functions (Chi2FCN, LogLikelihoodFCN, etc..) 
	move some common methods and data members in base class (FitMethodFunction)

  RootFinder: add template Solve() for any callable function.  

mathmore:
--------
  minimizer classes: fill status information
  GSLNLSMinimizer: return error and covariance matrix 

minuit2: 
-------
  Minuit2Minimizer: fill  status information 
  DavidonErrorUpdator: check that delgam or gvg are not zero ( can happen when dg = 0)
  FumiliFCNAdapter: work on the log of pdf

minuit:
------- 
  TLinearMinimizer: add support for robust fitting
  TMinuitMinimizer: fill status information and fix a bug in filling the correlation matrix. 
 fumili:
 ------ 
  add TFumiliMinimizer: 
	wrapper class for TFumili using Minimizer interface


git-svn-id: http://root.cern.ch/svn/root/trunk@25486 27541ba8-7e3a-0410-8455-c3a389f83636

Main changes are: 

- improve integrator interface adding template functions taking as imput any C++ callable object for evaluation 
  of the integrals
- use ROOT convention for enumeration names (start with k, like kADAPTIVE for the integration type). Change for 
  Integration types, Interpolation types (in MathMore) and Minimizer1D types. Change all classes and tests using this 
  enumeration name  
- improve RichardsonDerivator class (used by TF1::Derivative). Remove an un-needed function call
  Fix also a bug in calculation of the error returned by TF1::DerivativeError
- change interface for the function interfaced used for fitting (IParamFunction function and IParamGrad function)
  Requires now that the parameter values are passed when evaluating the function and the gradient and make the method
  operator()(double *x, double *p) const. Derived class must implement DoEvalPar (and not DoEval as before) 
  for implementing this interface. This change makes the caching of parameter not hidden and the interface is now 
  thread-safe.  In the IParamGradFunction interface remove the funcitonality for gradient of the coordinates (x) 
  since it is not needed. Define only the parameter gradient. 
- improve also the ParamFunction class used by the concrete function like Polynomial. Adapt Polynomial class to new 
  parameteric function interface
- improve Fit Result class with function to get parameter correlations after the fit and to fill any generic matrix 
with covariance or correlation result. 
- add method also in the minimizer interface to get correlation values 
- add strategy in the minimizer control parameters
- increase timing of stressMathCore and stressMathMore


git-svn-id: http://root.cern.ch/svn/root/trunk@24403 27541ba8-7e3a-0410-8455-c3a389f83636

- improve tests to correctly return a status 
- some clean up of minimizer classes (use directly ROOT::Math::IMultiGenFunction and ROOT::Math::IMultiGradFunction instead of typedef's)


git-svn-id: http://root.cern.ch/svn/root/trunk@23619 27541ba8-7e3a-0410-8455-c3a389f83636

git-svn-id: http://root.cern.ch/svn/root/trunk@23525 27541ba8-7e3a-0410-8455-c3a389f83636

   mathcore
   mathmore
   fftw
   foam
   fumili
   genvector
   matrix
   minuit
   minuit2
   mlp
   physics
   smatrix
   splot
   unuran
   quadp


git-svn-id: http://root.cern.ch/svn/root/trunk@22885 27541ba8-7e3a-0410-8455-c3a389f83636