Professional Documents
Culture Documents
F. JAMES
Data Handling Division, European Organization for Nuclear Research,
CH-1211 Geneva 23, Switzerland
and
M. ROOS
Department of Nuclear Physics, University of Helsinki,
Sf-001 70 Helsinki, Finland
PROGRAM SUMMARY
Title of program: MINUIT gating the shape of the function near the minimum to deter-
mine the errors. In this essentially statistical problem the
Catalogue number: ACWH
function involved is usually a chisquare or negative log-likeli-
Program obtainable from: CPC Program Library, Queen’s hood function, however many other physical problems of a
University of Belfast, N. Ireland (see application form in this non-statistical nature, such as finding the minimum energy
issue) configuration of a molecule, can be treated using the same
Computer: CDC 7600; Installation: CERN, Geneva, Switzer- techniques.
land
Method of solution
Operating system: SCOPE 2.1.2 or 2.0 We have chosen to offer the user a large number of different
Programming language used: ANSI FORTRAN techniques which can be conveniently 4pváed by the use of
High-speed storage required: 12000 words command cards. For example, ttsee different minim~ization
algorithms are available (a Monte Carlo search [1 1~the sim-
Number of bits in a word: 60 plex method of Nelder and Mead [21 , and the variable metric
Overlay structure: None method of Fletcher [3J) and they may be “guided” by fixing
and restoring variable parameters in between minimization
Number of magnetic tapes required: None commands, and by putting limits on the values allowed for
Other peripherals used: Card reader, line printer, card punch different parameters. Similarly, error analysis may be carried
Number of cards in combined program and test deck: 2600 out using the covariance matrix of the function, or by calcu-
lating exact MINOS confidence intervals, or by plotting func-
Card punching code: ANSI tion contours. If the function is suspected of having more
Keywords: General purpose, minimization, fitting, error anal- than one local minimum, a global minimization can be at-
ysis, correlation, simplex method, variable metric method, tempted using a simplified version of the algorithm of Gold-
global minimum, contours, stein and Price [41.
user-supplied subroutine FCN which is the function being connecting the different algorithms, for example switching
analyzed by MINUIT. Typical applications usually require a from one minimization method to another if the first does
few hundred or a few thousand function evaluations, which not converge rapidly enough.
could in turn require much less than a second or many min-
utes on the CDC 7600 depending on the complexity of FCN. References
[1] F. James, Monte Carlo for Particle Physicists (Section 6.1)
Unusual features of the problem in: Methods in Subnuclear Physics, Ed. M. Nikolic (Gor-
MINUIT is not merely a minimization program, but is more don and Breach Publ.) Vol. IV, Part 3.
properly a system for analysis of functions in the sense that [2] J.A. Nelder and R. Mead, Comput. J. 7 (1965) 308.
its essential element is its structure rather than any of the [3) R. Fletcher, Comput. J. 13 (1970) 317.
algorithms that are actually implemented. This structure al- [4] A.A. Goldstein and J.F. Price, Math. Comp. 25 (1971)
so allows in a very natural way the inclusion of global logic 569.
LONG WRITE-UP
MINUIT ____
calls ~
appropriate
subroutine __________ FIXPAR
NINOS
MIGRAD
RESTORE
RELEASE I RESTOR
EXIT
ENU
for which the error is, to lowest order, independent Subroutine FIXPAR(I2, KODE, ILAX)
of the step-size d. An asymmetric formula requiring Removes parameter 12 from the internal (variable)
only n+1 points would result in an error proportional parameter list, and arranges the rest of the list to fill
to d. The symmetric formula thus allows us to avoid the hole. If KODE = 0, 12 is an external number,
the difficult problem of choosing d optimally, and otherwise internal. ILAX is returned as the external
makes MIGRAD behave well near the minimum number of the parameter.
where the first derivativesapproach zero. It also of-
fers an estimate of the error on the derivatives as a Function FTIME (BIDON)
by-product. Gives the elapsedjob time in floating-point minutes
If the user calculates first derivativesinside FCN, by calling some installation-dependent subroutine.
then DERIVE simply transforms these derivatives
(if necessary) from external to internal coordinates. Subroutine HESSE
Calculates the full second-derivative matrix of FCN
Subroutine EXTOIN (PINT) by taking finite differences. Includes some safeguards
Transforms the external parameter values X to inter- against non-positive-definite matrices, and may set
nal values in the dense array PINT. Function PINTF off-diagonal elements to zero in attempt to force p0-
is used. sitivity.
removed by CALFCN and this transformed function until some convergence criteria are satisfied.
is minimized using the SIMPLEX method from sever- The updating formula used in MIGRAD is either
a! random starting points [5]. the original Davidon formula [8] or Fletcher’s dual
formula [3] depending on Fletcher’s “switching”
,
Subroutine INTOEX (PINT) criterion [3] Recent theoretical studies have shown
.
Transforms from internal coordinates (PINT) to ex- that there is in fact little practical difference between
ternal parameters (U). The minimizing routines which the two formulas (no difference at all in the limit
work in internal coordinates call this routine before that the linear minimizations are exact), and both
calling FCN. formulas are in the Fletcher “convex class” of stable
formulas guaranteeing monotonic convergence of V
Subroutine MA TOUT(TRA CE,KODE) toward the true covariance matrix. (The Davidon
Prints the covaniance matrix V. Calculates and prints rank-one formula of 1968 [7] used in earlier version
the individual correlation coefficients and global cor- of MINUIT, is not in the “convex class” and indeed
relations, experience has shown it to be highly unstable.)
The linear minimization performed by MIGRAD
Subroutine MIDATA in the direction of the Newton step is a rather rough
Reads the data cards (title card and parameter cards) one, using at most two points in addition to the New-
and sets up the starting parameter lists. Control then ton point. The gradient is of course required only at
passes to COMAND for reading the command cards. the best of these points which becomes the starting
point for the next Newton step.
Subroutine MIGRAD The convergence criteria are based on the “esti-
Performs a local function minimization using a gra- mated distance to minimum” (EDM), which is just
dient supplied by the user (GRADIENT command) EDM = GST ~ GS
or calculated by subroutine DERIVE. * *
The algorithm used is Fletcher’s “switching” varia- This would be exactly twice the vertical distance
tion [3] of the original Davidon—Fletcher—Powell (F-Fmin) if the function were exactly quadratic with
algorithm [8] It belongs to the class of variable met-
. covariance matrix V. Since this estimate is only as
nc methods which are characterized by the following good as the estimate of V, an additional criterion is
general approach: applied, namely that the successive estimates of V be
a) Starting values are given for the parameters X(I), not very different. The measure of difference used is
the first derivatives GS(I) and the covariance ma- (VTEST = the average fractional change in the diago-
tnix V(I, J). Although GS(I) is supposed to be a nal elements). These criteria may be set by the user
very good approximation for the gradient at X(I), (see under the MIGRAD command). Default values
the starting matrix V(I,J) may be only a diagonal currently are
matrix or even the unit matrix. ( —
F
0+UP
Fig. 2.Calculation of MINOS errors of parameter i. The (symmetric) dotted parabola FP is predicted from the covariance matrix,
but the nonlinearity of the problem results in the solid curve FM which gives the asymmetric errors EPOS and ENEG (see text).
logical I/O unit nos.) which would have to be in MINOS then determines where the function FM(X1)
block data for many compilers. Then verifies that attains the value F0 + UP, where FM(X,) is the mini-
FCN gives the same value when called twice with mum ofF with respect to all parameters except the
the same arguments, and passes control to COMAND. ith parameter X~,and F0 is the overall minimum val-
ue ofF. The MINUS error are then given by these
SubroutineMINOS crossing points as indicated in fig. 2 by EPOS1 and
Finds the true confidence intervals (errors) on the ENEG1.
parameters by examining the exact behaviour of the The details of the procedure are as follows: first,
(likelihood or chisquare) function over the interval on the basis of the known covariance matrix of the
in question. Only the numerical method wifi be de- function, MINUS predicts that the crossing point will
scribed here; the theory that the intervals so defined be at A, and it also predicts the values of the other
do indeed correspond to confidence intervals is given parameters at the minimum FM(A). It then deter-
in reference 4, pages 203—205. We point out here mines FM(A) by using FIXPAR to fix parameter i
that in the limit that the model being fitted is linear, at X1 = A and using MIGRAD to minimize F with
or in the limit of infinite data (asymptotic statistics), respect to the remaining variable parameters (if any!).
the MINOS errors will be symmetric and equal to the If the case is not too pathological, the minimization
errors derived from the covariance matrix (so-called proceeds very quickly since MINUS supplies MIGRAD
“parabolic” errors). with the reduced covariance matrix calculated from
The MINOS errors are defined in terms of the size the full covariance matrix with parameter i fixed. In
(probability content) of the confidence interval as the case shown in fig. 2, the prediction A was not
specified by the user through the ERROR DEF corn- very good, and another point B must be tried. This
mand which sets the value of UP (default value = 1.0). time the starting values for the variable parameters
350 F. James, M. Roos/MINUIT
Fig. 3.
F. James, M. Roos/MINUIT 351
are, relative to the known simplex points, the pro- 2.4. Internal storage ofparameters and errors
gram may now
— replace ~H by P”, or The user may find it convenient to have direct ac-
— replace ~H by F” or cess to some of the COMMON blocks used internally
— replace ~H by the point where a parabola through by MINUIT to store lists of parameter values, errors,
~H’ p* anti F”’”’ has a minimum, or etc. We therefore list below the contents of the
— reduce the simplex linearly in every direction by blocks most likely to be of use.
a factor 0.5, keeping only the best point ~L’ or In MINUITS:
— use the best point ~L as a starting and evaluate a COMMON blocks
new starting simplex, as described above. JPAREXT/ U(30),NAM(30),WERR(30), MAXEXT,
The program always has a rough idea of the param- NU
etererrors, of the order of the size of the simplex, /VARIAN/ V(15, 15)
and of the vertical distance to the minimum, EDM, /MINERR/ ERP(30), ERN(30)
of the order of ~(~H) F(PL). Convergence is con-
— contain:
sidered to be attained when EDM F(PH) F(PL)
— U(I) value of external parameter I
<EPSI. NAM(I) = name (AlO format)
In the last step, SIMPLX evaluates F(P), which WERR(I) = parabolic error
should be smaller than F(PL). The minimum value ERP(I) = positive MINUS error if> 0
of the function is then minFlPL), F(P), and the last ERN(I) = negative MINUS error if < 0
EDM printed is V(J,K) = internal covariance matrix element of in-
— ternal parameters J and K
EDM=F(PH)_min[F(PL),F(P)]. MAXEXT= 30
If it then turns out that EDM> 2 EPSI, the minimiza- NU = highest external parameter used.
tion recommences.
MIGRAD of course has the advantage of produc- Warnings:
ing a full covariance matrix, whereas SIMPLX only 1. The contents of these COMMON blocks must not
gives estimates (which may be poor) of the diagonal be changed by the user.
elements. Thus the choice between MIGRAD and 2. The con~tentsare constantly changing during mm-
SIMPLX depends on what information one requires. imizations and may at any time be undefined,
On the other hand, a good estimate of the covariance meaningless, or inconsistent. The safest time to
matrix can usually be obtained after SIMPLX simply use them is when IFLAG = 3.
by the command MATOUT or HESSE.
SIMPLX does not use derivatives. The diagonal
error matrix which results from SIMPLX is not con- 3. Data cards and command cards
sidered sufficient for use in MINOS.
3.1. Data cards
Subroutine STAND
Optional user-supplied subroutine is called whenever The order of data cards is as follows:
the command “STANDARD” appears. See section 4. 1. Title card.
2. Parameter definition cards, one card per parameter.
Subroutine UCOPY (FROM, TO, N) 3. Blank card.
Copies N words from array FROM to array TO. 4. Cards read by FCN, if any.
5. Command cards, controlling the actions taken by
Subroutine VERMIN (A,L,M,N,IFAIL) MINUIT.
Inverts a symmetric matrix. The matrix is first scaled The above sequence of cards constitutes one data
to have all ones on the diagonal (equivalent to change block, and as many data blocks as desired may be
of units) but no pivoting is done since the matrix is executed, one after the other (using the same func-
positive-definite. tion FCN). A more detailed description of these cards
352 F. James, M. Roos/MINUIT
TABLE I
MINUIT COMMANDS
(D.V. = default value)
Traces contours of con— CONTOUR Param No. Param No. No.of con-
stant FCN value (X—AXI5) (Y—AXIS) tours (D.V.=2)
Calls subroutine STAND STANDARD Parameters avai~ab1eto STAND through COMMON block
F. James, M. Roos/MINUIT 353
errors on the parameters. The first argument of this The above command causes parameter No. 4 to be
command specifies the quantity UP, which is the fixed. If this parameter is already constant or not defined,
change in the function value produced by changing the command is ignored and a short error message is prin-
a parameter by one “error”. Example: ted.
If, at the time of execution of a FIX command, a co-
ERROR DEF 0.5 variance matrix exists which is not positive definite, the
The above card would be used for example, if the matrix will be destroyed by the FIX command, and this
FCN was the negative of a log likelihood function in condition will be signalled to the rest of the program
one parameter and the user wanted the 68% confi- through ISW(2) = 0.
dence interval. For a chisquared function, the value Not more than 15 parameters may be FIXed at any
of UP would be twice as great. one time.
If no ERROR DEF command appears, UP is taken
to be equal to one. GRADIENT Command
Since UP is used by SIMPLEX, MIGRAD, MINOS, This command, which has one argument, indicates that
CONTOUR, IMPROVE, and PUNCH, the ERROR FCN is prepared to calculate its own derivatives. The
DEF command should precede these commands if UP main program then assumes that when FCN is called
is different from one, with IFLAG = 2, all the first partial derivatives of FCN
The error definition may of course be changed dur- with respect to all variable parameters will be calcula-
ing a run to get MINOS errors or contours correspond- ted by FCN and returned in the vector G which is the
ing to different numbers of standard deviations. For second formal argument of the Subroutine FCN. In ad-
example: dition, of course, the function value must be calcula-
ERROR DEF 0 ted as for all FCN calls. When FCN is called with
MIGRAD IFLAG ~ 2, the gradient need not be calculated. Only
MINUS Subroutine MIGRAD uses the derivatives of FCN, and
ERROR DEF 40 the GRADIENT command therefore has no effect if
MINOS ‘ no MIGRAD or MINUS commands are present.
EXIT If the argument of the GRADIENT command is
zero or blank, the derivative calculation in FCN is com-
pared with a numerical calculation by finite differences,
FIX Command and the results of the comparison are printed. If the viii-
This command causes a parameter to be removed from ues of the derivatives do not agree within the errors on
the variable list and its value to be fixed at the value it the numerical estimation, MINUIT does not accept the
has when the command is executed. The number of derivatives from FCN.
variable parameters (NPAR) is reduced by one, If a In order to suppress the above test (when derivatives
covariance matrix exists at the time of the execution are known to be calculated correctly), use the corn-
of the FIX command, it is properly reduced (in general mand
all elements are modified), but the new matrix is not GRADIENT 1 0
automatically printed (the MATOUT command may
of course be used). Although the parameter fixed may
later be restored to variable status by a RELEASE or HESSE Command
a RESTORE command, it is important to note that The command causes the covariance matrix to be cal-
the information in the covariance matrix concerning culated and printed. If a covariance matrix already ex-
this parameter is irretrievably lost. ists from previous calculations, it is destroyed and re-
The first argument of the FIX command is the (cx. placed by the newly calculated matrix.
ternal) parameter number of the parameter to be fixed. 4~
The calculation requires about NPAR**2 calls to
For example: FCN (it does not use derivatives from FCN) to deter-
FIX 4 mine all the mixed partial second derivatives, and then
inverts the resulting matrix. If a diagonal second deriva-
356 F, James, M. Roos/MINUIT
tive is negative, the calculation is stopped with an er- searching. If this point is far away from the original
ror message, since there is then no meaningful way to minimum, it usually indicates the existence of a second-
force the matrix to be positive-definite. If the square ary minimum in the neighbourhood of the stopping
of an off-diagonal second derivative is bigger than the point.
product of the corresponding diagonal elements, the
off-diagonal element is set to zero and a message is MA TOUT Command
printed. Some other crude checks for positive definite- This command causes the printing of the parameter
ness are made, but there is no absolute guarantee that value and all the individual correlation coefficients
the resulting covariance matrix is positive-definite, normalized off-diagonal elements of the covariance
See also MATOUT command, matrix V~1/SQRT(V~,*V11)and the global correlation
1v
coefficients *IV’\ ~-i
IMPROVE
This command Command
causes the program to try to jump out ~k21 — kk ‘~
of a good local minimum in order to find a better In addition, if the printout level is greater than one,
(lower) minimum, It should be used only after con- the full (internal) covariance matrix is printed.
vergence to a local minimum with the covariance ma- When the covariance matrix does not exist, or is
trix already determined (i.e., usually the IMPROVE not meaningful, it is calculated by subroutine HESSE.
command will follow a MIGRAD command). (See HESSE command.)
The method used is due to Goldstein and Price [5].
It consists essentially of transforming the function by MIGRAD Command
dividing it by its quadratic part (i.e. “removing” the This command causes the program to perform a mini-
local minimum) and seeking a minimum of the trans- mization using the MIGRAD technique, which is des-
formed function. cribed under subroutine MIGRAD. The command may
If IMPROVE fails to find a new minimum or finds have three arguments controlling the convergence. They
a local minimum not as good as the original, it tries are:
again starting with a new (random) search direction. Arg 1: NFCNMX Maximum number of calls to
—
If it does not find an improved minimum, it continues FCN. The minimization will be stopped after
searching until it exceeds either the maximum no. of this number of calls, even if convergence is
FCN calls or the maximum no. of searches as specified not attained, If this argument is blank, zero,
by the user on the command card. Example: or negative, NFCNMX is set equal to 1000.
IMPROVE 1500 8 The number
NFCMX onlyofonce
FCNper
calls
iteration;
is checked
therefore
against
This causes IMPROVE to stop after 1500. FCN calls or NFCNMX may be somewhat exceeded.
8.searches. If these arguments are blank, standard val- Arg. 2: EPSI Tolerance on the minimum function
—
ues of 1000 and NPAR+2 are assumed, value. The program has the ability to predict
The subroutine considers itself successful only if it how far it is (vertically) from the true mini-
finds an improvement on the original minimum where mum, based on the covariance matrix and the
the new minimum is at least 0,1 standard deviations first derivatives of FCN. When this predicted
away from the previous minimum in at least one van- distance p becomes smaller than EPSI for two
able, In this case it prints the message “Improve has consecutive iterations, this convergence en-
found a truly new minimum”. tenon is satisfied. If argument is blank or zero,
The message “Improve has returned to region of EPSI is set equal to 0.1 *UP. (See ERROR DEF
original minimum” means that either (1) no minimum command.)
was found, or (2) a new minimum was not as deep as Arg. 3: VTEST Tolerance on the stability of the
—
the original one, or (3) a new minimum was very close error matrix. The program calculates the aver-
to the original so is in fact just a better point in the age fractional change in the diagonal elements
same hole. In case (2) and sometimes in case (1), a of the covaniance matrix from one iteration
printout will give the point where the program stopped to the next. When this quantity is smaller than
F. James, M. Roos/MINUIT 357
VTEST for two consecutive iterations, this with a limit of 300 calls for the analysis of each param-
convergence criterion is satisfied. Ifargument eter.
is blank or zero, VTEST is set equal to 0.01. An ERROR DEF Command must appear before the
Convergence is attained when both the EPSI and MINUS command if it is desired that UP= 1.
VTEST criteria are satisfied simultaneously, or when If a new minimum is found during MINUS error analy-
p (defined above) becomes smaller than l0~*EpSI, sis, a new MIGRAD minimization (in the full variable
space) is attempted, with
MINIMIZE Command ,, NFCNMX zz4 * NFCNMX
This command causes the program to attempt to mini- VTEST = 0.5 * VTEST
mize FCN by calling first SIMPLX and then MIGRAD.
The arguments are the same as for SIMPLEX, namely: After this step the MINUS error analysis recommences
First argument: maximum number of FCN calls from the beginning (with the original NFCNMX). If a
(default value 1000). new minimum is found a second time, a final MIGRAD
Second argument: tolerance on FCN value (default minimization is attempted (without changes in
value 0.1). NFCNMX or VTEST).
The limit on the number of FCN calls is applied global-
lyto SIMPLX and MIGRAD together. PRINTOUT Command
This command by itself does not cause any printing,
MINOS Command but it sets the value of ISW(5)whicy is used internally
This command causes a MINUS error analysis to be in other subroutines to indicate the amount of print-
performed on all or certain indicated parameters. For out desired, This value is the first argument. Example:
details on the meaning of MINUS errors, see subroutine I PRINTOUT I 3
MINOS. MINUS in turn calls either MIGRAD or
SIMPLX, depending on how good the initial error esti- ISW(5) can take on values between zero and five inclu-
mate is. (MINUS cannot operate unless at least an ap- sive, and in general the higher the value, the more print-
proximate covariance matrix exists. When not, MINOS out is generated during the minimization,
writes a message. It is then advisable to precede the Before this card appears, the printout level is taken
MINUS command by a MIGRAD command.) as =
The first argument of the MINOS command gives General guidelines on printout levels are:
NFCNMX the limit of the number of FCN calls which
- 0 = absolute minimum, but usually enough
may be made during the MINUS analysis of each param-
1 normai printout
eter. When this limit is exceeded MINOS goes on to the
2 extra prmtout often useful for difficult cases
next parameter even if it has not finished the analysis
>2 = very voluminous, usually used only for debuggmg
for the current parameter. If this first argument is blank
- MINUIT itself.
or zero, it is taken as 1000.
Starting in column 21 of the MINUS command card,
a special format is used, for it is here that are punched PUNCH Command
the parameter numbers of those parameters for which This command causes the current parameter names,
a MINOS analysis is desired. If nothing is punched after values, errors and limits to be punched on cards in the
column 20, MINUS is performed for all parameters. The same format as for input data. These cards can then be
special format is 3012, that is, a one-digit parameter used in future runs for restarting, continuing or modify-
number should be punched in an even-numbered column, ing the minimization procedure.
and a two-digit number should start in an odd-numbered In addition, if a covaniance matrix exists at the time
column. All blanks and zeros are ignored. Example: the PUNCH command is executed, this covariance ma-
IMINOS 300. blb3bb22b4j trx is also punched in suitable format to be used in con-
tinuing or modifying the minimization procedure in fu-
The above card would result in MINUS analysis for ture nuns,
parameters numbered 1, 3, 22 and 4 (in that order),
358 F, James, M. Roos/MINUIT
FiX command. On the command card the user only has value. If blank or zero, it is set to 0.1 *UP,
to specify the external numbers of the fixed parameters (See ERROR DEF command.)
to be released. If the parameter requested is not fixed, Convergence is attained when the function values at
the command is ignored and an error message is printed, the NPAR+ 1 simplex points differ by less than EPSI.
If a covariance matrix exists at the time of execution of
a RELEASE command it is destroyed. (See also COM- STANDARD Command
MAND RESTORE.) This command causes MINUIT to call Subroutine
STAND, This subroutine must be supplied by the user,
RESTORE Command and it may be used to perform any desired actions.
This command is similar to RELEASE, except that the A limited amount of information may be transmit-
user does not specify which parameter is to be released, ted to STAND using the arguments of the STANDARD
According to whether the argument of the RESTORE command. These arguments are automatically stored in
command is zero or one, either all fixed parameters, COMMON block /CARD/, which is accessible also to
or the last one fixed, are restored to variable status. STAND.
Example:
3,3. UsingMINUIT Some sample command sequences
—
FIX 3. In this section we give some idea of the possibilities
FIX 7.
available with MINUIT by suggesting some command
FIX 11.
MIGRAD sequences suitable for certain types of problems.
-
Example 2: A simple but more difficult problem The second call to FCN with IFLAG = 3 is now
The user has a log likelihood function which is a fit necessary, because the EXIT command no longer calls
over all of phase space. The variable parameters are FCN automatically, since it already has been called
complex reaction amplitudes for which no reasonable once,
starting values can be estimated. As in example 1, only
minimization is desired, but in the present example, Example 3: A continuing investigation
this is expected to be more difficult. Suggested corn- The user’s FCN has already been minimized in a pre-
mands are: vious run, but it gave a surprizingly high value for
ERROR DEF 0 5 parameter 3. It is desired to see if there is another mini-
PRINTOUT 2’ mum with parameter 3 closer to its starting value, and
SEEK 100’ also to investigate the behaviour of parameter 3 by a
SIMPLEX 300’ 1 MINUS error analysis and by tracing FCN contours as
PUNCH - ‘ a function of parameters 3 and 5. A reasonable corn-
MIGRAD mand sequence is:
PUNCH FIX 3.
EXIT MINIMIZE
RELEASE 3.
The first command sets UP = 0.5 smce this corresponds MIGRAD
to one standard deviation for likelihood. Since we wish IMPROVE 200
to follow the progress of the fit, but do not wish too MINOS 500’ 03
much printout, we set the printout level to two, which CONTOUR 3 2
reports every tenth new minimum in SIMPLEX and EXIT ‘ -
SIMPLEX 300. 1. .
vary. (It is advised to allow for rounding errors of read, before being acted upon. This printout can al-
‘~—l0~ in setting physical limits.) ways be distinguished by three short rows of asterisks
If the problems involve “non-rectangular” con- at the extreme left-hand side of the page, followed at
straints (i.e. constraints which cannot be expressed the right by the Command and its arguments. The ar-
by imposing simple independent limits of the form guments may be punched as floating-point numbers
A < X(I) < B), the user must devise a way to “fool” or as right-adjusted integers, but they are immediately
MINUIT into thinking it has an unconstrained prob- transformed always to floating-point numbers and are
lem. The recommended way to do this is by the pen- printed out in FORMAT F 15.4. All arguments which
alty function method as follows: are not printed are blank or zero, If a COMMAND is
Suppose we wish to minimize the function f(X) not recognized by MINUIT (i.e. if it is a comment or
subject to the condition that g(X) >0. Then define if it is misspelled) it is ignored and the words CUM..
the FCN value F to be: MAND IGNORED are printed under the COMMAND.
If mistakes on the MINUS command card are found
F = f(X) g(X)> 0,
if (i.e. some specified parameter number is outside the
F=f(X) +ag2(X) if g(X)< 0, allowed range or corresponds to a fixed parameter) the
rest of the card is treated normally and a warning mes-
where a is a constant, large compared with!. Note sage is printed indicating simply that there are some
that this method requires f(X) to be defined every- mistakes,
where, and continuous at g(X) = 0, which may some- Note that the printed Command arguments are
times be difficult to arrange, but otherwise the method taken directly from the Command card before any de-
is usually found to work well and is perfectly general fault values have been assumed for these arguments.
(i.e. independent of the method used for minimization).
5.3. Normal parameter printout (subroutine MPR!NT)
5. Output formats For each printout, the current value of the function
is printed, as well as the total number of FCN calls since
The printed output should be self-explanatory, but the beginning of the data black, the total time in mm-
a few comments may be in order. utes since the beginning of the job, and the current
estimate of the vertical distance to the minimum (EDM)
5.1. Data card printout (subroutine MIDA TA) if such an estimate exists.
For each parameter, the following quantities are
The starting values and step sizes for the parameters printed:
are printed in FORMAT F15.6, so that in some cases, 1. internal parameter number only variable param-
—
perfectly good data may overflow or underfiow this etens have internal numbers.
format, but values between l0~ and 10~will be prin- 2. external parameter number as referenced by FCN.
—
ted in an easy-to-read format. In any case, the values 3. parameter name appearing on parameter data card.
used by the program are those punched on the card, 4. external parameter value this is the real value of
—
while the values printed by the program may be differ- the parameter as used inside FCN.
ent due to truncation by the format. 5. external parameter error this is the current best
—
Self-explanatory diagnostic messages are printed estimate of the real parameter error,taking account
whenever fatal or non-fatal errors are detected. If one of UP (see ERROR DEF command). If a covariance
or more fatal errors occur, the program stops, but first matrix exists, the error is calculated inside MPRINT
reads all the data cards if possible in order to find fur- from the appropriate diagonal element.
ther errors. 6. internal parameter value this is the value of the
—
this is the starting enror read from data cards, trans- highly correlated with it. All such coefficients
formed into internal coordinates. During or after a should be between zero and one for a positive-
minimization, it is equal to the last step taken. In- definite covariance matrix.
ternal values are always used since these are the val-
ues used directly by the minimizing routines. This 5.5. CONTOUR printout
quantity is not defined in SEEK.
At the end of a MINUS error analysis, a block of Before each contour is calculated, the specifications
printout is produced in Subroutine MINOS, which as- of the contour are printed. After the contour is finished,
sembles all the principal results from the minimization a message is printed stating that the calculation was suc-
and error analysis in handy form. If a MINUS error is cessful (and giving the number of points determined on
zero, it means either that the MINUS error was not re- the contour) or giving the reason for failure if unseccess-
quested, or that MINUS has failed to find the true er- ful.
ron (usually because it lies outside the allowed region If the printout level is ~ 2 (see PRINTOUT com-
or because too many FCN calls are required). mand), one line additional information is printed for
each contour point determined (usually between and -~
5.4. Covariance matrix and error correlation matrix 1 page per contour). This line gives the actual coordi-
printout (subroutine MA TOUT) nates of the point (both absolute and relative to the
minimum), an indication of the possible error (differ-
When the covariance matrix is printed, it is always ence between FCN value on contour and FCN value at
in internal coordinates (see 4C), which are the same as closest point where FCN was actually evaluated to de-
the real external parameter values only if there are no termine contour point), the separation between the
limits on the parameters. The matrix is always sym- last two points, the slope of the line joining the last
metric, so the elements above the diagonal are not two points (theta in degrees) and the total number of
printed. FCN calls at that point.
Unfortunately, the internal covariance matrix used After all contours of a given set are calculated, they
by MINUIT is not usually of direct interest to the user, are automatically plotted on one page. The scaling of
For this reason, the following interesting numbers which the plot is chosen so that intervals are round numbers
can be derived from the covaniance matrix are printed (subroutine BINSIZ), which usually results in different
separately: scaling for X- and Y-axes.
1. The square roots of the diagonal elements, trans-
formed to external coordinates if the parameters
are bounded, and scaled by the error definition References
UP, are the parameter errors appearing in the param- (1] F. James,
CERN Functionand
Computing Minimization in Proc.
Data Processmg of theCERN
School, 1972
eter printout. 72—2 1 (1972). (Separate reprints of the minimization
2. The off-diagonal elements give the correlation coef- lectures alone are also available from the author).
ficients p between parameters from [21 J.A. Nelder and R. Mead, Comput. J. 7 (1965) 308.
[3] R. Fletcher, Comput. J. 13(1970) 317,
p
11 = V~1/~.JV~~V11, [4] W.T. Eadie, D. Drijard, F.E. James, M. Roos, and
B. Sadoulet, Statistical Methods in Experimental Physics
where V is the covaniance matrix in internal or ex- (North-Holland Pub!. Co., Amsterdam 1971).
ternal coordinates. If Vis positive-definite, P~<1 [5] A.A. Goldstein and J.F, Price, Math. Comp. 25 (1971)
for all elements. If p = 0, the two parameters are 569.
uncorrelated, and if IpI = 1, the two parameters [6] H.H. Rosenbrock, Comput. J. 3 (1960) 175.
are comnletelv
r correlated
~‘ , ‘ , . [7] W.C.
[8] R. Davidon,
Fletcher andComput. I. 10 (1968)
M.J.D. Powell, 406.J. 6 (1963) 163.
Comput.
3. The global correlation coefficient [4] for a given [9] F. James, Monte Carlo for Particle Physicists (Section
parameter is the correlation between it and that 6,1) in: Methods in Subnuclear Physics, Ed. M. Nikolic,
linear combination of the other parameters most (Gordon and Breach Pub!.) Vol. IV, Part 3.
F. James, M. Roos/MINUIT 363
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