Use OrthogonalBasis

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

@@ -22,6 +22,7 @@
 #include "openturns/OSS.hxx"
 #include "openturns/PersistentObjectFactory.hxx"
 #include "openturns/Exception.hxx"
+#include "openturns/OrthogonalBasis.hxx"
 
 BEGIN_NAMESPACE_OPENTURNS
 
@@ -89,9 +90,9 @@ EnumerateFunction OrthogonalFunctionFactory::getEnumerateFunction() const
 }
 
 /* Get the function factory corresponding to marginal input indices */
-OrthogonalFunctionFactory OrthogonalFunctionFactory::getMarginal(const Indices & ) const
+OrthogonalBasis OrthogonalFunctionFactory::getMarginal(const Indices & ) const
 {
-  throw NotYetImplementedException(HERE) << "In OrthogonalFunctionFactory::getMarginal() const";
+  throw NotYetImplementedException(HERE) << "In OrthogonalBasis::getMarginal() const";
 }
 
 Bool OrthogonalFunctionFactory::isOrthogonal() const

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

@@ -154,7 +154,7 @@ void OrthogonalProductFunctionFactory::buildMeasure(const FunctionFamilyCollecti
 }
 
 /* Get the function factory corresponding to marginal input indices */
-OrthogonalFunctionFactory OrthogonalProductFunctionFactory::getMarginal(const Indices & indices) const
+OrthogonalBasis OrthogonalProductFunctionFactory::getMarginal(const Indices & indices) const
 {
   OrthogonalProductFunctionFactory::FunctionFamilyCollection functionColl(getFunctionFamilyCollection());
   const UnsignedInteger size = functionColl.getSize();

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

@@ -305,7 +305,7 @@ Sample OrthogonalProductPolynomialFactory::getNodesAndWeights(const Indices & de
 }
 
 /* Get the function factory corresponding to the input marginal indices */
-OrthogonalFunctionFactory OrthogonalProductPolynomialFactory::getMarginal(const Indices & indices) const
+OrthogonalBasis OrthogonalProductPolynomialFactory::getMarginal(const Indices & indices) const
 {
   const UnsignedInteger size = coll_.getSize();
   if (!indices.check(size))

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

@@ -28,6 +28,8 @@
 
 BEGIN_NAMESPACE_OPENTURNS
 
+class OrthogonalBasis;
+
 /**
  * @class OrthogonalFunctionFactory
  *
@@ -62,8 +64,9 @@ public:
   /** Virtual constructor */
   OrthogonalFunctionFactory * clone() const override;
 
+
   /** Get the function factory corresponding to marginal input indices */
-  virtual OrthogonalFunctionFactory getMarginal(const Indices & indices) const;
+  virtual OrthogonalBasis getMarginal(const Indices & indices) const;
 
   Bool isOrthogonal() const override;
 

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

@@ -27,6 +27,8 @@
 #include "openturns/OrthogonalUniVariateFunctionFamily.hxx"
 #include "openturns/TensorizedUniVariateFunctionFactory.hxx"
 #include "openturns/EnumerateFunction.hxx"
+#include "openturns/OrthogonalBasis.hxx"
+
 
 BEGIN_NAMESPACE_OPENTURNS
 
@@ -72,7 +74,7 @@ public:
   FunctionFamilyCollection getFunctionFamilyCollection() const;
 
   /** Get the function factory corresponding to marginal input indices */
-  OrthogonalFunctionFactory getMarginal(const Indices & indices) const override;
+  OrthogonalBasis getMarginal(const Indices & indices) const override;
 
   /** Virtual constructor */
   OrthogonalProductFunctionFactory * clone() const override;

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

@@ -83,7 +83,7 @@ public:
 
   /** Get the function factory corresponding to the given input marginal indices */
   using OrthogonalFunctionFactory::getMarginal;
-  OrthogonalFunctionFactory getMarginal(const Indices & indices) const override;
+  OrthogonalBasis getMarginal(const Indices & indices) const override;
 
   /** String converter */
   String __repr__() const override;

lib/test/t_OrthogonalProductFunctionFactory_std.cxx

@@ -25,7 +25,7 @@ using namespace OT;
 using namespace OT::Test;
 
 // Compute reference function value from index and point
-Point computeFunctionValue(const UnsignedInteger & index, const Point & point) 
+Point computeTripleHaarFunctionValue(const UnsignedInteger & index, const Point & point) 
 {
     if (point.getDimension() != 3)
       throw InvalidArgumentException(HERE) << "Expected a dimension 3 point, but dimension is " << point.getDimension();
@@ -42,17 +42,46 @@ 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) 
+Point computeTripleHaarFunctionValue(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);
-    const Point value(computeFunctionValue(index, point));
+    const Point value(computeTripleHaarFunctionValue(index, point));
     return value;
 }
 
+Point computeHaarFourierFunctionValue(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();
+    functionCollection[1] = HaarWaveletFactory();
+    functionCollection[2] = FourierSeriesFactory();
+    const LinearEnumerateFunction enumerate(dimension);
+    const TensorizedUniVariateFunctionFactory factory(functionCollection, enumerate);
+    const Function referenceFunction(factory.build(index));
+    const Point value(referenceFunction(point));
+    return value;
+}
+
+// Compute reference function value from multi-index and point
+Point computeHaarFourierFunctionValue(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);
+    const Point value(computeHaarFourierFunctionValue(index, point));
+    return value;
+}
+
+
 int main(int, char *[])
 {
   TESTPREAMBLE;
@@ -82,11 +111,11 @@ int main(int, char *[])
     {
       // Test build from index
       const Function function(productBasis.build(i));
-      assert_almost_equal(function(center), computeFunctionValue(i, center));
+      assert_almost_equal(function(center), computeTripleHaarFunctionValue(i, center));
       // Test build from multi-index
       const Indices indices(enumerateFunction(i));
       const Function function2(productBasis.build(indices));
-      assert_almost_equal(function2(center), computeFunctionValue(indices, center));
+      assert_almost_equal(function2(center), computeTripleHaarFunctionValue(indices, center));
     }
 
     // Heterogeneous collection
@@ -112,15 +141,15 @@ int main(int, char *[])
     functionCollection3[4] = FourierSeriesFactory();
     OrthogonalProductFunctionFactory productBasis5(functionCollection3);
     Indices indices({0, 2, 4});
-    OrthogonalFunctionFactory productBasis6(productBasis5.getMarginal(indices));
+    OrthogonalBasis 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));
+      assert_almost_equal(function(center2), computeHaarFourierFunctionValue(i, center2));
     }
   }
   catch (TestFailed & ex)

lib/test/t_OrthogonalProductFunctionFactory_std.expout

@@ -6,4 +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
+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=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] 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=0 b=1 marginal[2]=class=Uniform name=Uniform dimension=1 a=-3.14159 b=3.14159

lib/test/t_OrthogonalProductPolynomialFactory_std.cxx

@@ -121,7 +121,7 @@ int main(int, char *[])
     Collection<Distribution> marginals4(dimension2, Uniform(0.0, 1.0));
     OrthogonalProductPolynomialFactory productBasis5(marginals4);
     Indices indices({0, 2, 4});
-    OrthogonalFunctionFactory productBasis6(productBasis5.getMarginal(indices));
+    OrthogonalBasis 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});

lib/test/t_OrthogonalProductPolynomialFactory_std.expout

@@ -86,3 +86,15 @@ OrthogonalProductPolynomialFactory
 |     1 | LegendreFactory            |
 |     2 | AdaptiveStieltjesAlgorithm |
 
+Test getMarginal
+OrthogonalProductPolynomialFactory
+- measure=Distribution
+- isOrthogonal=true
+- enumerateFunction=class=LinearEnumerateFunction dimension=3
+
+| Index | Type            |
+|-------|-----------------|
+|     0 | LegendreFactory |
+|     1 | LegendreFactory |
+|     2 | LegendreFactory |
+