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// -*- C++ -*-
/**
* @brief The test file of class MarginalTransformationGradient for standard methods
*
* Copyright 2005-2025 Airbus-EDF-IMACS-ONERA-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#include "openturns/OT.hxx"
#include "openturns/OTtestcode.hxx"
using namespace OT;
using namespace OT::Test;
int main(int, char *[])
{
TESTPREAMBLE;
OStream fullprint(std::cout);
try
{
MarginalTransformationEvaluation::DistributionCollection coll1(0);
coll1.add(Normal(1.0, 2.5));
coll1.add(Gamma(1.5, 3.0));
Point pointLow(0);
pointLow.add(coll1[0].computeQuantile(0.25)[0]);
pointLow.add(coll1[1].computeQuantile(0.25)[0]);
Point pointHigh(0);
pointHigh.add(coll1[0].computeQuantile(0.75)[0]);
pointHigh.add(coll1[1].computeQuantile(0.75)[0]);
MarginalTransformationEvaluation::DistributionCollection coll2(0);
coll2.add(Gamma(2.5, 2.0));
coll2.add(Normal(3.0, 1.5));
// First, check the old constructor
{
MarginalTransformationEvaluation evaluation(coll1);
MarginalTransformationGradient transformation(evaluation);
fullprint << "transformation=" << transformation << std::endl;
fullprint << "transformation.gradient(" << pointLow << ")=" << transformation.gradient(pointLow) << std::endl;
fullprint << "finite difference gradient(" << pointLow << ")=" << CenteredFiniteDifferenceGradient(1.0e-5, evaluation.clone()).gradient(pointLow) << std::endl;
fullprint << "transformation.gradient(" << pointHigh << ")=" << transformation.gradient(pointHigh) << std::endl;
fullprint << "finite difference gradient(" << pointHigh << ")=" << CenteredFiniteDifferenceGradient(1.0e-5, evaluation.clone()).gradient(pointHigh) << std::endl;
fullprint << "input dimension=" << transformation.getInputDimension() << std::endl;
fullprint << "output dimension=" << transformation.getOutputDimension() << std::endl;
}
// Second, check the constructor for old inverse transformation
{
MarginalTransformationEvaluation evaluation(coll1, MarginalTransformationEvaluation::TO);
MarginalTransformationGradient transformation(evaluation);
fullprint << "transformation=" << transformation << std::endl;
Point uLow(coll1.getSize(), 0.25);
Point uHigh(coll1.getSize(), 0.75);
fullprint << "transformation.gradient(" << uLow << ")=" << transformation.gradient(uLow) << std::endl;
fullprint << "finite difference gradient(" << uLow << ")=" << CenteredFiniteDifferenceGradient(1.0e-5, evaluation.clone()).gradient(uLow) << std::endl;
fullprint << "transformation.gradient(" << uHigh << ")=" << transformation.gradient(uHigh) << std::endl;
fullprint << "finite difference gradient(" << uHigh << ")=" << CenteredFiniteDifferenceGradient(1.0e-5, evaluation.clone()).gradient(uHigh) << std::endl;
fullprint << "input dimension=" << transformation.getInputDimension() << std::endl;
fullprint << "output dimension=" << transformation.getOutputDimension() << std::endl;
}
// Third, check the constructor for the new transformation
{
MarginalTransformationEvaluation evaluation(coll1, coll2);
MarginalTransformationGradient transformation(evaluation);
fullprint << "transformation=" << transformation << std::endl;
fullprint << "transformation.gradient(" << pointLow << ")=" << transformation.gradient(pointLow) << std::endl;
fullprint << "finite difference gradient(" << pointLow << ")=" << CenteredFiniteDifferenceGradient(1.0e-5, evaluation.clone()).gradient(pointLow) << std::endl;
fullprint << "transformation.gradient(" << pointHigh << ")=" << transformation.gradient(pointHigh) << std::endl;
fullprint << "finite difference gradient(" << pointHigh << ")=" << CenteredFiniteDifferenceGradient(1.0e-5, evaluation.clone()).gradient(pointHigh) << std::endl;
fullprint << "input dimension=" << transformation.getInputDimension() << std::endl;
fullprint << "output dimension=" << transformation.getOutputDimension() << std::endl;
}
}
catch (TestFailed & ex)
{
std::cerr << ex << std::endl;
return ExitCode::Error;
}
return ExitCode::Success;
}
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