[math][minuit2] Add new version of Fumili algorithm using trust region method #17558
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- improve also MinimumError to include optionally the Hessian matrix to avoid un-needed inversions
The number of row was not set to the new matrix size
Fix also fit option V, VV and VVV
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The new non-lnear fitting code from GSL requires some new linear algenra functions which are available only from 2.6. Change builtin version to 2.8 (current GSL release)
Test Results 12 files 12 suites 3d 6h 27m 32s ⏱️ For more details on these failures, see this check. Results for commit 62a81c0. ♻️ This comment has been updated with latest results. |
Improve and provide various fixes in GSL multifit. First draft version was trying to compute in a different way Jacobian required by GSL in case of non least square fits. Keep instead approximations that gives jacobian in likelihood fits as in least square. This is not optimal, but it works Re-store using gsl 2.5 as builtin verion since 2.8 is not available to download from lcg Apply small fixes also in Fumili2
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Implement a new version of the Fumili algorithm for minimization in Minuit2 using trust-region instead of line search for finding the next step. See this presentation.
This PR implements also the possibility to change the verbosity in fitting histograms. In addition to option
V, the fitting optionsVVandVVVhave been added