MINUIT

From Wikipedia, the free encyclopedia

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 MINGRAD 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 today. 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. The new MINUIT is an optional package (minuit2) in the ROOT release. As of October 2014 the latest version is 5.34.14, released on 24 January 2014.[4] There is also a Java port[5] as well as a Python frontend to the C++ code.[6]

References[]

  1. ^ "Archived copy". Archived from the original on 2008-05-26. Retrieved 2008-08-03.CS1 maint: archived copy as title (link)
  2. ^ http://www.fresco.org.uk/minuit/cern/node20.html
  3. ^ http://inspirehep.net/search?ln=en&p=refersto%3Arecid%3A101965
  4. ^ "Home page for new C++ MINUIT". Archived from the original on 2010-04-11. Retrieved 2008-08-03.
  5. ^ Java port of MINUIT project
  6. ^ iminuit - Jupyter-friendly Python frontend to the MINUIT2 C++ package

External links[]

Retrieved from ""