Inherits from OrthogonalFunctionFactory

lib/src/Uncertainty/Algorithm/OrthogonalBasis/OrthogonalFunctionFactory.cxx

@@ -88,13 +88,17 @@ EnumerateFunction OrthogonalFunctionFactory::getEnumerateFunction() const
   throw NotYetImplementedException(HERE) << "In OrthogonalFunctionFactory::getEnumerateFunction() const";
 }
 
+/* Get the function factory corresponding to marginal input indices */
+OrthogonalFunctionFactory OrthogonalFunctionFactory::getMarginal(const Indices & ) const
+{
+  throw NotYetImplementedException(HERE) << "In OrthogonalFunctionFactory::getMarginal() const";
+}
 
 Bool OrthogonalFunctionFactory::isOrthogonal() const
 {
   return true;
 }
 
-
 /* String converter */
 String OrthogonalFunctionFactory::__repr__() const
 {

lib/src/Uncertainty/Algorithm/OrthogonalBasis/OrthogonalProductFunctionFactory.cxx

@@ -153,18 +153,23 @@ void OrthogonalProductFunctionFactory::buildMeasure(const FunctionFamilyCollecti
   measure_ = JointDistribution(distributions);
 }
 
-/* Get marginal functions */
-TensorizedUniVariateFunctionFactory::FunctionFamilyCollection OrthogonalProductFunctionFactory::getMarginal(const Indices & indices) const
+/* Get the function factory corresponding to marginal input indices */
+OrthogonalFunctionFactory OrthogonalProductFunctionFactory::getMarginal(const Indices & indices) const
 {
-  TensorizedUniVariateFunctionFactory::FunctionFamilyCollection functionColl(tensorizedFunctionFactory_.getFunctionFamilyCollection());
+  OrthogonalProductFunctionFactory::FunctionFamilyCollection functionColl(getFunctionFamilyCollection());
   const UnsignedInteger size = functionColl.getSize();
   if (!indices.check(size))
     throw InvalidArgumentException(HERE) << "The indices of a marginal sample must be in the range [0, size-1] and must be different";
-  TensorizedUniVariateFunctionFactory::FunctionFamilyCollection functionMarginalCollection;
+  // Create list of factories corresponding to input marginal indices
+  OrthogonalProductFunctionFactory::FunctionFamilyCollection functionMarginalCollection;
   for (UnsignedInteger index = 0; index < size; ++ index)
     if (indices.contains(index))
       functionMarginalCollection.add(functionColl[index]);
-  return functionMarginalCollection;
+  // Create function
+  const EnumerateFunction enumerateFunction(tensorizedFunctionFactory_.getEnumerateFunction());
+  const EnumerateFunction marginalEnumerateFunction(enumerateFunction.getMarginal(indices));
+  const OrthogonalProductFunctionFactory marginalFactory(functionMarginalCollection, marginalEnumerateFunction);
+  return marginalFactory;
 }
 
 END_NAMESPACE_OPENTURNS

lib/src/Uncertainty/Algorithm/OrthogonalBasis/OrthogonalProductPolynomialFactory.cxx

@@ -304,17 +304,21 @@ Sample OrthogonalProductPolynomialFactory::getNodesAndWeights(const Indices & de
   return nodes;
 }
 
-/* Get marginal polynomials */
-OrthogonalProductPolynomialFactory::PolynomialFamilyCollection OrthogonalProductPolynomialFactory::getMarginal(const Indices & indices) const
+/* Get the function factory corresponding to the input marginal indices */
+OrthogonalFunctionFactory OrthogonalProductPolynomialFactory::getMarginal(const Indices & indices) const
 {
   const UnsignedInteger size = coll_.getSize();
   if (!indices.check(size))
     throw InvalidArgumentException(HERE) << "The indices of a marginal sample must be in the range [0, size-1] and must be different";
+  // Create list of factories corresponding to input marginal indices
   OrthogonalProductPolynomialFactory::PolynomialFamilyCollection polynomialMarginalCollection;
   for (UnsignedInteger index = 0; index < size; ++ index)
     if (indices.contains(index))
       polynomialMarginalCollection.add(coll_[index]);
-  return polynomialMarginalCollection;
+  // Create function
+  const EnumerateFunction marginalEnumerateFunction(phi_.getMarginal(indices));
+  const OrthogonalProductPolynomialFactory marginalFactory(polynomialMarginalCollection, marginalEnumerateFunction);
+  return marginalFactory;
 }
 
 END_NAMESPACE_OPENTURNS

lib/src/Uncertainty/Algorithm/OrthogonalBasis/openturns/OrthogonalFunctionFactory.hxx

@@ -62,6 +62,9 @@ public:
   /** Virtual constructor */
   OrthogonalFunctionFactory * clone() const override;
 
+  /** Get the function factory corresponding to marginal input indices */
+  virtual OrthogonalFunctionFactory getMarginal(const Indices & indices) const;
+
   Bool isOrthogonal() const override;
 
   /** String converter */

lib/src/Uncertainty/Algorithm/OrthogonalBasis/openturns/OrthogonalProductFunctionFactory.hxx

@@ -71,8 +71,8 @@ public:
   /** Return the collection of univariate orthogonal polynomial families */
   FunctionFamilyCollection getFunctionFamilyCollection() const;
 
-  /** Get marginal functions */
-  TensorizedUniVariateFunctionFactory::FunctionFamilyCollection getMarginal(const Indices & indices) const;
+  /** Get the function factory corresponding to marginal input indices */
+  OrthogonalFunctionFactory getMarginal(const Indices & indices) const override;
 
   /** Virtual constructor */
   OrthogonalProductFunctionFactory * clone() const override;

lib/src/Uncertainty/Algorithm/OrthogonalBasis/openturns/OrthogonalProductPolynomialFactory.hxx

@@ -81,8 +81,9 @@ public:
   Sample getNodesAndWeights(const Indices & degrees,
                             Point & weightsOut) const;
 
-  /** Get marginal functions */
-  PolynomialFamilyCollection getMarginal(const Indices & indices) const;
+  /** Get the function factory corresponding to the given input marginal indices */
+  using OrthogonalFunctionFactory::getMarginal;
+  OrthogonalFunctionFactory getMarginal(const Indices & indices) const override;
 
   /** String converter */
   String __repr__() const override;

lib/test/t_OrthogonalProductFunctionFactory_std.cxx

@@ -26,7 +26,9 @@ using namespace OT::Test;
 
 // Compute reference function value from index and point
 Point computeFunctionValue(const UnsignedInteger & index, const Point & point) 
-{    
+{
+    if (point.getDimension() != 3)
+      throw InvalidArgumentException(HERE) << "Expected a dimension 3 point, but dimension is " << point.getDimension();
     const UnsignedInteger dimension = 3;
     TensorizedUniVariateFunctionFactory::FunctionFamilyCollection functionCollection(dimension);
     functionCollection[0] = HaarWaveletFactory();
@@ -42,6 +44,8 @@ Point computeFunctionValue(const UnsignedInteger & index, const Point & point)
 // Compute reference function value from multi-index and point
 Point computeFunctionValue(const Indices & indices, const Point & point) 
 {    
+    if (point.getDimension() != 3)
+      throw InvalidArgumentException(HERE) << "Expected a dimension 3 point, but dimension is " << point.getDimension();
     const UnsignedInteger dimension = 3;
     const LinearEnumerateFunction enumerate(dimension);
     const UnsignedInteger index = enumerate.inverse(indices);
@@ -108,8 +112,16 @@ int main(int, char *[])
     functionCollection3[4] = FourierSeriesFactory();
     OrthogonalProductFunctionFactory productBasis5(functionCollection3);
     Indices indices({0, 2, 4});
-    TensorizedUniVariateFunctionFactory::FunctionFamilyCollection productBasis6(productBasis5.getMarginal(indices));
-    assert_equal(productBasis6.getSize(), indices.getSize());
+    OrthogonalFunctionFactory productBasis6(productBasis5.getMarginal(indices));
+    fullprint << productBasis6.__str__() << std::endl;
+    // Test the build() method on a collection of functions
+    const Point center2({0.5, 0.5, 0.5});
+    for (UnsignedInteger i = 0; i < 10; ++ i)
+    {
+      // Test build from index
+      const Function function(productBasis6.build(i));
+      assert_almost_equal(function(center2), computeFunctionValue(i, center2));
+    }
   }
   catch (TestFailed & ex)
   {

lib/test/t_OrthogonalProductFunctionFactory_std.expout

@@ -6,3 +6,4 @@ Heterogeneous collection
 class=OrthogonalProductFunctionFactory factory=class=TensorizedUniVariateFunctionFactory univariate function collection=[class=UniVariateFunctionFamily implementation=class=HaarWaveletFactory measure=class=Uniform name=Uniform dimension=1 a=0 b=1,class=UniVariateFunctionFamily implementation=class=FourierSeriesFactory measure=class=Uniform name=Uniform dimension=1 a=-3.14159 b=3.14159,class=UniVariateFunctionFamily implementation=class=HaarWaveletFactory measure=class=Uniform name=Uniform dimension=1 a=0 b=1] enumerate function=class=LinearEnumerateFunction dimension=3 measure=class=JointDistribution name=JointDistribution dimension=3 copula=class=IndependentCopula name=IndependentCopula dimension=3 marginal[0]=class=Uniform name=Uniform dimension=1 a=0 b=1 marginal[1]=class=Uniform name=Uniform dimension=1 a=-3.14159 b=3.14159 marginal[2]=class=Uniform name=Uniform dimension=1 a=0 b=1
 class=OrthogonalProductFunctionFactory factory=class=TensorizedUniVariateFunctionFactory univariate function collection=[class=UniVariateFunctionFamily implementation=class=HaarWaveletFactory measure=class=Uniform name=Uniform dimension=1 a=0 b=1,class=UniVariateFunctionFamily implementation=class=FourierSeriesFactory measure=class=Uniform name=Uniform dimension=1 a=-3.14159 b=3.14159,class=UniVariateFunctionFamily implementation=class=HaarWaveletFactory measure=class=Uniform name=Uniform dimension=1 a=0 b=1] enumerate function=class=LinearEnumerateFunction dimension=3 measure=class=JointDistribution name=JointDistribution dimension=3 copula=class=IndependentCopula name=IndependentCopula dimension=3 marginal[0]=class=Uniform name=Uniform dimension=1 a=0 b=1 marginal[1]=class=Uniform name=Uniform dimension=1 a=-3.14159 b=3.14159 marginal[2]=class=Uniform name=Uniform dimension=1 a=0 b=1
 Test getMarginal
+class=OrthogonalFunctionFactory measure=class=JointDistribution name=JointDistribution dimension=3 copula=class=IndependentCopula name=IndependentCopula dimension=3 marginal[0]=class=Uniform name=Uniform dimension=1 a=0 b=1 marginal[1]=class=Uniform name=Uniform dimension=1 a=0 b=1 marginal[2]=class=Uniform name=Uniform dimension=1 a=-3.14159 b=3.14159

lib/test/t_OrthogonalProductPolynomialFactory_std.cxx

@@ -27,6 +27,8 @@ using namespace OT::Test;
 // Compute reference function value from index and point
 Point computePolynomialValue(const UnsignedInteger & index, const Point & point) 
 {    
+    if (point.getDimension() != 3)
+      throw InvalidArgumentException(HERE) << "Expected a dimension 3 point, but dimension is " << point.getDimension();
     const UnsignedInteger dimension = 3;
     const LinearEnumerateFunction enumerate(dimension);
     // Compute the multi-indices using the EnumerateFunction
@@ -45,6 +47,8 @@ Point computePolynomialValue(const UnsignedInteger & index, const Point & point)
 // Compute reference function value from multi-index and point
 Point computePolynomialValue(const Indices & indices, const Point & point) 
 {    
+    if (point.getDimension() != 3)
+      throw InvalidArgumentException(HERE) << "Expected a dimension 3 point, but dimension is " << point.getDimension();
     const UnsignedInteger dimension = 3;
     const LinearEnumerateFunction enumerate(dimension);
     const UnsignedInteger index = enumerate.inverse(indices);
@@ -112,12 +116,21 @@ int main(int, char *[])
     fullprint << productBasis4.__repr_markdown__() << std::endl;
 
     // Test getMarginal
+    fullprint << "Test getMarginal" << std::endl;
     UnsignedInteger dimension2 = 5;
     Collection<Distribution> marginals4(dimension2, Uniform(0.0, 1.0));
     OrthogonalProductPolynomialFactory productBasis5(marginals4);
     Indices indices({0, 2, 4});
-    OrthogonalProductPolynomialFactory::PolynomialFamilyCollection productBasis6(productBasis5.getMarginal(indices));
-    assert_equal(productBasis6.getSize(), indices.getSize());
+    OrthogonalFunctionFactory productBasis6(productBasis5.getMarginal(indices));
+    fullprint << productBasis6.__str__() << std::endl;
+    // Test the build() method on a collection of functions
+    const Point center2({0.5, 0.5, 0.5});
+    for (UnsignedInteger i = 0; i < 10; ++ i)
+    {
+      // Test build from index
+      const Function polynomial(productBasis6.build(i));
+      assert_almost_equal(polynomial(center2), computePolynomialValue(i, center2));
+    }
   }
   catch (TestFailed & ex)
   {

python/test/t_OrthogonalProductFunctionFactory_std.py

@@ -37,4 +37,6 @@
     enumerateFunction,
 )
 productBasisMarginal = productBasis.getMarginal([0, 2, 4])
-assert productBasisMarginal.getSize() == 3
+for i in range(20):
+    function = productBasisMarginal.build(i)
+

python/test/t_OrthogonalProductPolynomialFactory_std.py

@@ -37,4 +37,6 @@
     enumerateFunction,
 )
 productBasisMarginal = productBasis.getMarginal([0, 2, 4])
-assert productBasisMarginal.getSize() == 3
+for i in range(20):
+    function = productBasisMarginal.build(i)
+