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[RF] Compute global correlations of external covariance matrices lazily - #23875
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Since bd0a3eb, RooFitResult::setCovarianceMatrix() inverted the correlation matrix right away to derive the global correlation coefficients, and warned when the matrix was singular. This produced spurious warnings in xRooFit, which legitimately builds placeholder covariance matrices for parameter snapshots: a diagonal matrix with the current parameter errors, which is singular as soon as one parameter has no error, as is the usual pre-fit state when drawing from a workspace. The coefficients are derived data that nothing consumes unless the user asks for them, so there is no reason to pay for the inversion, or to complain about it, at the time the matrix is set. Move the computation into a new RooFitResult::fillGlobalCorr() helper that runs on demand from the globalCorr() accessors, printMultiline() and isIdentical(). For a singular matrix the coefficients are set to zero and the warning is emitted once, at the point where they are actually requested. The _GC member becomes mutable so the const accessors can fill it. 🤖 Done with the help of AI
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Test Results 24 files 24 suites 3d 21h 34m 0s ⏱️ Results for commit 61683ab. |
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Since bd0a3eb, RooFitResult::setCovarianceMatrix() inverted the correlation matrix right away to derive the global correlation coefficients, and warned when the matrix was singular. This produced spurious warnings in xRooFit, which legitimately builds placeholder covariance matrices for parameter snapshots: a diagonal matrix with the current parameter errors, which is singular as soon as one parameter has no error, as is the usual pre-fit state when drawing from a workspace. The coefficients are derived data that nothing consumes unless the user asks for them, so there is no reason to pay for the inversion, or to complain about it, at the time the matrix is set.
Move the computation into a new RooFitResult::fillGlobalCorr() helper that runs on demand from the globalCorr() accessors, printMultiline() and isIdentical(). For a singular matrix the coefficients are set to zero and the warning is emitted once, at the point where they are actually requested. The _GC member becomes mutable so the const accessors can fill it.
🤖 Done with the help of AI
FYI @TomasDado, this should silence the harmless errors when using xRooFit