MINUIT

MINUIT, now MINUIT2, is a numerical minimization software library originally written in the FORTRAN programming language[1] by CERN staff physicist Fred James in the 1970s. It provides several minimization algorithms that search for parameter values that minimize a user-defined function. In addition to that it can compute confidence intervals for the parameters by scanning the function around the minimum.

Five minimization algorithms are available. The recommended default algorithm MIGRAD is described as "a variable-metric method with inexact line search, a stable metric updating scheme, and checks for positive-definiteness".[2]

The original FORTRAN code was later ported to C++ by the ROOT project; both the FORTRAN and C++ versions are in use as of 2009. The program is very widely used in particle physics, and thousands of published papers cite use of MINUIT.[3] In the early 2000s, Fred James started a project to implement MINUIT in C++ using object-oriented programming.[4] The new MINUIT is an optional package (minuit2) in the ROOT release.[5][6][7] As of October 2014 the latest version is 5.34.14, released on 24 January 2014.[5] A Java port was developed,[8] and a Python frontend to the C++ code is available.[9]

References
  1. James, F. MINUIT - Function Minimization and Error Analysis Reference Manual (PDF) (Report). 94.1. CERN Program Library Long Writeup. D506. Archived from the original on 2008-05-26.
  2. "Which Minimizer to Use".
  3. "Literature search for papers mentioning MINUIT". Inspire -High-Energy Physics Content. Will search current content for "MINUIT"
  4. "Home page for new C++ MINUIT". 2008-06-25. Archived from the original on 2010-04-11.
  5. "ROOT Reference Guide: Minuit2". root.cern. Retrieved 24 January 2022. Also has link to download free-standing version, without using ROOT. In January 2022 the file was Minuit2-5.34.14.tar.gz.
  6. "Home page for new C++ MINUIT". 2008-06-25. Archived from the original on 2010-04-11.
  7. "ROOT Reference Guide: Minuit2 Minimization Library". root.cern. Current for the date accessed.
  8. "freehep-jminuit - Project Summary". FreeHEP. 14 September 2006.
  9. "iminuit - Jupyter-friendly Python frontend to the MINUIT2 C++ package". Updated as required; v2.9.0 released in January 2022
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.