Merge branch 'master' into testbinom

.ci_support/run_docker_coverage.sh

@@ -22,6 +22,7 @@ cmake -DCMAKE_INSTALL_PREFIX=~/.local \
       -DCMAKE_C_FLAGS="--coverage" -DCMAKE_CXX_FLAGS="--coverage -fuse-ld=mold" \
       -DSWIG_COMPILE_FLAGS="-O1" \
       -DUSE_SPHINX=OFF \
+      -DUSE_HMAT=ON \
       ${source_dir}
 make install
 OPENTURNS_NUM_THREADS=1 ctest -R pyinstallcheck --output-on-failure --timeout 200 ${MAKEFLAGS} --repeat after-timeout:2 --schedule-random

.circleci/run_docker_linux.sh

@@ -27,10 +27,9 @@ cmake -DCMAKE_INSTALL_PREFIX=~/.local \
       -DCMAKE_UNITY_BUILD=ON -DCMAKE_UNITY_BUILD_BATCH_SIZE=32 \
       -DCMAKE_C_FLAGS="-Wall -Wextra -Wpedantic -Werror" -DCMAKE_CXX_FLAGS="-Wall -Wextra -Wpedantic -Wshadow -Werror -D_GLIBCXX_ASSERTIONS -fuse-ld=mold" \
       -DSWIG_COMPILE_FLAGS="-O1 -Wno-unused-parameter -Wno-shadow" \
-      -DSPHINX_FLAGS="-W -T -j4" \
-      -DUSE_HMAT=ON \
+      -DUSE_SPHINX=ON -DSPHINX_FLAGS="-W -T -j4" \
       ${source_dir}
-make install
+OPENTURNS_NUM_THREADS=1 make install
 if test -n "${uid}" -a -n "${gid}"
 then
   cp -r ~/.local/share/doc/openturns/html .

.circleci/run_docker_mingw.sh

@@ -12,18 +12,17 @@ fi
 
 mkdir build && cd build
 
-ARCH=i686
+ARCH=x86_64
 MINGW_PREFIX=/usr/${ARCH}-w64-mingw32
 PYMAJMIN=310
 PREFIX=${PWD}/install
-CXXFLAGS="-Wall -Wextra -Wpedantic -Wshadow -Werror -D_GLIBCXX_ASSERTIONS" ${ARCH}-w64-mingw32-cmake \
+CXXFLAGS="-Wall -Wextra -Wpedantic -Wshadow -Werror -D_GLIBCXX_ASSERTIONS -fuse-ld=lld" ${ARCH}-w64-mingw32-cmake \
   -DSWIG_COMPILE_FLAGS="-O0 -Wno-unused-parameter -Wno-shadow" \
   -DCMAKE_INSTALL_PREFIX=${PREFIX} -DCMAKE_INSTALL_LIBDIR=${PREFIX}/lib \
   -DPython_INCLUDE_DIR=${MINGW_PREFIX}/include/python${PYMAJMIN} \
   -DPython_LIBRARY=${MINGW_PREFIX}/lib/libpython${PYMAJMIN}.dll.a \
   -DPython_EXECUTABLE=/usr/bin/${ARCH}-w64-mingw32-python${PYMAJMIN}-bin \
   -DCMAKE_UNITY_BUILD=ON -DCMAKE_UNITY_BUILD_BATCH_SIZE=32 \
-  -DUSE_TBB=OFF \
   ${source_dir}
 make install
 ${ARCH}-w64-mingw32-strip --strip-unneeded ${PREFIX}/bin/*.dll ${PREFIX}/Lib/site-packages/openturns/*.pyd

.github/workflows/build.yml

@@ -12,7 +12,7 @@ jobs:
     - uses: actions/checkout@v4
     - run: |
         brew install openblas swig boost python3 tbb nlopt cminpack ceres-solver bison flex hdf5 ipopt primesieve spectra pagmo cuba nanoflann
-        pip3 install matplotlib scipy chaospy pandas dill --break-system-packages
+        pip3 install matplotlib "numpy<2" scipy chaospy pandas dill --break-system-packages
     - run: |
         cmake \
         -DCMAKE_INSTALL_PREFIX=~/.local \

CMakeLists.txt

@@ -21,7 +21,7 @@ option (USE_HDF5                     "Use HDF5 for high volume storage"
 option (USE_BOOST                    "Use Boost for distribution computation"                                ON)
 option (USE_MPFR                     "Use MPFR for real valued special functions computation"                ON)
 option (USE_MPC                      "Use MPC for complex valued special functions computation"              ON)
-option (USE_SPHINX                   "Use sphinx for documentation"                                          ON)
+option (USE_SPHINX                   "Use sphinx for documentation"                                          OFF)
 option (USE_DOXYGEN                  "Use Doxygen for API documentation"                                     ON)
 option (USE_NLOPT                    "Use NLopt for additional optimization algorithms"                      ON)
 option (USE_CERES                    "Use Ceres Solver for additional optimization algorithms"               ON)
@@ -256,7 +256,16 @@ if (HDF5_FOUND)
 endif ()
 
 if (USE_BOOST)
-  find_package (Boost 1.46)
+  find_package (Boost CONFIG 1.46)
+  if (Boost_FOUND)
+    message(STATUS "Found Boost: ${Boost_DIR} (found suitable version \"${Boost_VERSION}\")")
+  endif ()
+
+  # fallback to FindBoost before its deprecation
+  if (CMAKE_VERSION VERSION_LESS 3.30 AND NOT Boost_FOUND)
+    find_package (Boost MODULE 1.46)
+  endif ()
+
   if (Boost_FOUND)
     if (CMAKE_VERSION VERSION_LESS 3.15)
       # Boost_VERSION reports the integer BOOST_VERSION from boost/version.hpp instead of x.y.z format
@@ -281,7 +290,7 @@ if (USE_BOOST)
         list (APPEND OPENTURNS_ENABLED_FEATURES "mpc")
       endif ()
     endif ()
-    list (APPEND OPENTURNS_PRIVATE_INCLUDE_DIRS ${Boost_INCLUDE_DIRS})
+    list (APPEND OPENTURNS_PRIVATE_LIBRARIES Boost::boost)
     list (APPEND OPENTURNS_ENABLED_FEATURES "boost")
   endif ()
 endif ()
@@ -624,20 +633,10 @@ if (BUILD_PYTHON)
       endif ()
     endif ()
 
-    if (NOT DEFINED PYTHON_SITE_PACKAGES AND NOT CMAKE_CROSSCOMPILING)
-      execute_process (COMMAND ${Python_EXECUTABLE} -c "import sysconfig, os; print(sysconfig.get_path('platlib').replace(sysconfig.get_path('data'), '').lstrip(os.path.sep))"
-                       OUTPUT_VARIABLE PYTHON_SITE_PACKAGES OUTPUT_STRIP_TRAILING_WHITESPACE)
-      file (TO_CMAKE_PATH "${PYTHON_SITE_PACKAGES}" PYTHON_SITE_PACKAGES)
-    endif ()
-
-    if (DEFINED PYTHON_SITE_PACKAGES)
-      set (OPENTURNS_PYTHON_MODULE_PATH "${PYTHON_SITE_PACKAGES}")
+    if (WIN32)
+      set (OPENTURNS_PYTHON_MODULE_PATH Lib/site-packages CACHE PATH "site-packages dir")
     else ()
-     if (WIN32)
-       set (OPENTURNS_PYTHON_MODULE_PATH Lib/site-packages)
-     else ()
-       set (OPENTURNS_PYTHON_MODULE_PATH ${CMAKE_INSTALL_LIBDIR}/python${Python_VERSION_MAJOR}.${Python_VERSION_MINOR}/site-packages)
-      endif ()
+      set (OPENTURNS_PYTHON_MODULE_PATH ${CMAKE_INSTALL_LIBDIR}/python${Python_VERSION_MAJOR}.${Python_VERSION_MINOR}/site-packages CACHE PATH "site-packages dir")
     endif ()
   endif ()
 endif ()

CMakePresets.json

@@ -6,7 +6,6 @@
       "binaryDir": "${sourceDir}/build",
       "generator": "Unix Makefiles",
       "cacheVariables": {
-        "USE_SPHINX": "OFF",
         "CMAKE_BUILD_TYPE": "RelWithDebInfo",
         "CMAKE_C_FLAGS": "-Wall -Wextra -Wpedantic -Wshadow",
         "CMAKE_CXX_FLAGS": "-Wall -Wextra -Wpedantic -Wshadow -D_GLIBCXX_ASSERTIONS -fno-inline",

ChangeLog

@@ -5,6 +5,7 @@
 === Library ===
 
 ==== Major changes ====
+ * Swapped InverseGamma shape/scale parameters: InverseGamma(k, lambda)
 
 ==== New classes ====
 

distro/debian/rules

@@ -36,7 +36,6 @@ override_dh_auto_configure:
 	dh_auto_configure -Bbuilddir -- \
             $(with_tbb) \
             -Dot_configure_date:STRING='$(BUILD_DATE)' \
-            -DUSE_SPHINX:BOOL=OFF \
             -DCMAKE_SKIP_INSTALL_RPATH:BOOL=ON \
             -DCMAKE_INSTALL_PREFIX:PATH=/usr \
             -DCMAKE_INSTALL_LIBDIR:PATH="/usr/lib/$(DEB_HOST_MULTIARCH)" \

lib/etc/openturns.conf.in

@@ -12,17 +12,14 @@
 <!DOCTYPE configuration>
   <openturns-configuration version="1" >
 
-  <Path-TemporaryDirectory     value_str="@TEMPDIR@"      />
   <!-- TBB-ThreadsNumber is set by default to the number of cores of the machine.
        To set manually the number of threads used for parallel computing, uncomment the following line:
     -->
   <!--<TBB-ThreadsNumber    value_int="1"    />-->
-  <Cache-MaxSize          value_int="1024" />
+  <Cache-MaxSize          value_int="65536" />
 
   <!-- OT::Os parameters -->
-  <Os-CreateProcess value_bool="false" />
   <Os-RemoveFiles    value_bool="true"  />
-  <Os-DeleteTimeout    value_int="2"    />
 
   <!-- OT::XMLStorageManager parameters -->
   <XMLStorageManager-DefaultCompressionLevel value_int="0" />
@@ -556,7 +553,7 @@
   <GeneralizedParetoFactory-MaximumRelativeError    value_float="1.0e-10"        />
   <GeneralizedParetoFactory-MeanResidualLifeConfidenceLevel   value_float="0.95" />
   <GeneralizedParetoFactory-ThresholdStabilityConfidenceLevel value_float="0.95" />
-  <GeneralizedParetoFactory-MaximumEvaluationNumber value_int="1000" />
+  <GeneralizedParetoFactory-MaximumCallsNumber value_int="1000" />
   <GeneralizedParetoFactory-MeanResidualLifePointNumber   value_int="100" />
   <GeneralizedParetoFactory-ThresholdStabilityPointNumber value_int="100" />
   <GeneralizedParetoFactory-SmallSize               value_int="20"   />
@@ -579,13 +576,14 @@
   <KernelMixture-SmallSize            value_int="50"   />
 
   <!-- OT::KernelSmoothing parameters -->
-  <KernelSmoothing-AbsolutePrecision   value_float="0.0"            />
-  <KernelSmoothing-CutOffPlugin        value_float="5.0"            />
-  <KernelSmoothing-RelativePrecision   value_float="1.0e-5"         />
-  <KernelSmoothing-ResidualPrecision   value_float="1.0e-10"        />
-  <KernelSmoothing-BinNumber           value_int="1024" />
-  <KernelSmoothing-MaximumIteration    value_int="50"   />
-  <KernelSmoothing-SmallSize           value_int="250"  />
+  <KernelSmoothing-AbsolutePrecision   value_float="0.0"     />
+  <KernelSmoothing-CutOffPlugin        value_float="5.0"     />
+  <KernelSmoothing-RelativePrecision   value_float="1.0e-5"  />
+  <KernelSmoothing-ResidualPrecision   value_float="1.0e-10" />
+  <KernelSmoothing-DefaultShiftScale   value_float="1.0e-5"  />
+  <KernelSmoothing-BinNumber           value_int="1024"      />
+  <KernelSmoothing-MaximumIteration    value_int="50"        />
+  <KernelSmoothing-SmallSize           value_int="250"       />
 
   <!-- OT::LogNormal parameters -->
   <LogNormal-CharacteristicFunctionSmallSigmaThreshold value_float="0.2"           />
@@ -604,6 +602,9 @@
   <MarginalDistribution-MaximumSubIntervals value_int="128"           />
   <MarginalDistribution-Rule                value_str="G15K31"         />
 
+  <!-- MarginalUniformOrderStatistics parameters -->
+  <MarginalUniformOrderStatistics-LargeCaseCDF value_int="1000"           />
+
   <!-- Meixner parameters -->
   <MeixnerDistribution-MaximumAbsoluteError      value_float="1.0e-12"         />
   <MeixnerDistribution-MaximumConstraintError    value_float="1.0e-12"         />
@@ -1100,6 +1101,7 @@
   <SimplicialCubature-DefaultMaximumRelativeError value_float="1.0e-5" />
   <SimplicialCubature-DefaultMaximumCallsNumber   value_int="10000" />
   <SimplicialCubature-DefaultRule value_int="3" />
+  <SimplicialCubature-MarginalDiscretizationIntervalsNumber value_int="1" />
 
   <!-- OT::SparseMethod parameters -->
   <SparseMethod-ErrorThreshold     value_float="1.0e-3" />

lib/src/Base/Algo/EnclosingSimplexMonotonic1D.cxx

@@ -35,15 +35,13 @@ static const Factory<EnclosingSimplexMonotonic1D> Factory_EnclosingSimplexMonoto
 /* Constructor without parameters */
 EnclosingSimplexMonotonic1D::EnclosingSimplexMonotonic1D()
   : EnclosingSimplexAlgorithmImplementation()
-  , increasing_(true)
 {
   // Nothing to do
 }
 
 /* Parameter constructor */
 EnclosingSimplexMonotonic1D::EnclosingSimplexMonotonic1D(const Sample & vertices)
   : EnclosingSimplexAlgorithmImplementation()
-  , increasing_(true)
 {
   IndicesCollection simplices;
   setVerticesAndSimplices(vertices, simplices);
@@ -161,4 +159,19 @@ String EnclosingSimplexMonotonic1D::__str__(const String & ) const
   return OSS(false) << "class=" << EnclosingSimplexMonotonic1D::GetClassName();
 }
 
+/* Method save() stores the object through the StorageManager */
+void EnclosingSimplexMonotonic1D::save(Advocate & adv) const
+{
+  EnclosingSimplexAlgorithmImplementation::save(adv);
+  adv.saveAttribute("increasing_", increasing_);
+}
+
+
+/* Method load() reloads the object from the StorageManager */
+void EnclosingSimplexMonotonic1D::load(Advocate & adv)
+{
+  EnclosingSimplexAlgorithmImplementation::load(adv);
+  adv.loadAttribute("increasing_", increasing_);
+}
+
 END_NAMESPACE_OPENTURNS

lib/src/Base/Algo/RegularGridEnclosingSimplex.cxx

@@ -37,9 +37,6 @@ static const Factory<RegularGridEnclosingSimplex> Factory_RegularGridEnclosingSi
 /* Constructor without parameters */
 RegularGridEnclosingSimplex::RegularGridEnclosingSimplex()
   : EnclosingSimplexAlgorithmImplementation()
-  , start_(0)
-  , N_(0)
-  , step_(0)
 {
   // Nothing to do
 }
@@ -68,11 +65,21 @@ RegularGridEnclosingSimplex * RegularGridEnclosingSimplex::emptyClone() const
 void RegularGridEnclosingSimplex::setVerticesAndSimplices(const Sample & vertices, const IndicesCollection & simplices)
 {
   EnclosingSimplexAlgorithmImplementation::setVerticesAndSimplices(vertices, simplices);
-  // Check that sample can be converted to a RegularGrid, and get N, start, step
-  RegularGrid newGrid = Mesh(vertices);
-  start_ = newGrid.getStart();
-  N_ = newGrid.getN();
-  step_ = newGrid.getStep();
+  if (vertices.getSize())
+  {
+    // Check that sample can be converted to a RegularGrid, and get N, start, step
+    RegularGrid newGrid = Mesh(vertices);
+    start_ = newGrid.getStart();
+    N_ = newGrid.getN();
+    step_ = newGrid.getStep();
+  }
+  else
+  {
+    // allow one to reset it
+    start_ = 0.0;
+    N_ = 0.0;
+    step_ = 0.0;
+  }
 }
 
 /* Get the index of the enclosing simplex of the given point */
@@ -109,4 +116,23 @@ String RegularGridEnclosingSimplex::__str__(const String & ) const
   return OSS(false) << "class=" << RegularGridEnclosingSimplex::GetClassName();
 }
 
+/* Method save() stores the object through the StorageManager */
+void RegularGridEnclosingSimplex::save(Advocate & adv) const
+{
+  EnclosingSimplexAlgorithmImplementation::save(adv);
+  adv.saveAttribute("start_", start_);
+  adv.saveAttribute("N_", N_);
+  adv.saveAttribute("step_", step_);
+}
+
+
+/* Method load() reloads the object from the StorageManager */
+void RegularGridEnclosingSimplex::load(Advocate & adv)
+{
+  EnclosingSimplexAlgorithmImplementation::load(adv);
+  adv.loadAttribute("start_", start_);
+  adv.loadAttribute("N_", N_);
+  adv.loadAttribute("step_", step_);
+}
+
 END_NAMESPACE_OPENTURNS

lib/src/Base/Algo/SimplicialCubature.cxx

@@ -21,6 +21,7 @@
 #include "openturns/SimplicialCubature.hxx"
 #include "openturns/PersistentObjectFactory.hxx"
 #include "openturns/ResourceMap.hxx"
+#include "openturns/IntervalMesher.hxx"
 
 BEGIN_NAMESPACE_OPENTURNS
 
@@ -34,7 +35,7 @@ static const Factory<SimplicialCubature> Factory_SimplicialCubature;
 
 /* Default constructor */
 SimplicialCubature::SimplicialCubature()
-  : PersistentObject()
+  : IntegrationAlgorithmImplementation()
   , rule_(ResourceMap::GetAsUnsignedInteger("SimplicialCubature-DefaultRule"))
   , maximumAbsoluteError_(ResourceMap::GetAsScalar("SimplicialCubature-DefaultMaximumAbsoluteError"))
   , maximumRelativeError_(ResourceMap::GetAsScalar("SimplicialCubature-DefaultMaximumRelativeError"))
@@ -116,14 +117,14 @@ String SimplicialCubature::__str__(const String & ) const
 /* Method save() stores the object through the StorageManager */
 void SimplicialCubature::save(Advocate & adv) const
 {
-  PersistentObject::save(adv);
+  IntegrationAlgorithmImplementation::save(adv);
   adv.saveAttribute("rule_", rule_);
 }
 
 /* Method load() reloads the object from the StorageManager */
 void SimplicialCubature::load(Advocate & adv)
 {
-  PersistentObject::load(adv);
+  IntegrationAlgorithmImplementation::load(adv);
   adv.loadAttribute("rule_", rule_);
 }
 
@@ -151,6 +152,16 @@ UnsignedInteger SimplicialCubature::getNodeNumber(const UnsignedInteger dimensio
 }
 
 
+Point SimplicialCubature::integrate(const Function & function,
+                                    const Interval & interval) const
+{
+  const UnsignedInteger intervalsNumber = ResourceMap::GetAsUnsignedInteger("SimplicialCubature-MarginalDiscretizationIntervalsNumber");
+  const Indices discretization(interval.getDimension(), intervalsNumber);
+  const IntervalMesher mesher(discretization);
+  const Mesh mesh(mesher.build(interval));
+  return integrate(function, mesh);
+}
+
 /* Compute an approximation of \int_a^b f(x_1,\dots,x_n)dx_1\dotsdx_n, where [a,b] is an n-D interval.
  */
 Point SimplicialCubature::integrate(const Function & F, const Mesh & mesh) const

lib/src/Base/Algo/openturns/EnclosingSimplexMonotonic1D.hxx

@@ -70,10 +70,16 @@ public:
   /** String converter */
   String __str__(const String & offset = "") const override;
 
+  /** Method save() stores the object through the StorageManager */
+  void save(Advocate & adv) const override;
+
+  /** Method load() reloads the object from the StorageManager */
+  void load(Advocate & adv) override;
+
 private:
 
   /** Flag telling whether vertices are sorted in ascending or descending order */
-  Bool increasing_;
+  Bool increasing_ = true;
 
 } ; /* class EnclosingSimplexMonotonic1D */
 

lib/src/Base/Algo/openturns/RegularGridEnclosingSimplex.hxx

@@ -70,12 +70,18 @@ public:
   /** String converter */
   String __str__(const String & offset = "") const override;
 
+  /** Method save() stores the object through the StorageManager */
+  void save(Advocate & adv) const override;
+
+  /** Method load() reloads the object from the StorageManager */
+  void load(Advocate & adv) override;
+
 private:
 
   /** Cached values taken from grid_ */
-  Scalar start_;
-  UnsignedInteger N_;
-  Scalar step_;
+  Scalar start_ = 0.0;
+  UnsignedInteger N_ = 0.0;
+  Scalar step_ = 0.0;
 
 } ; /* class RegularGridEnclosingSimplex */