Orthojax - Orthogonal bases in Jax

This is a package for orthogonal bases in Jax. Currently, it supports:

• Orthogonal polynomials (polynomial chaos) with respect to an arbitrary measure. This is achieved by reimplementing in Python some of the functions in the `orthpol`` package by Walter Gautschi. The original Fortran code can be found here.
• Tensor products of orthogonal bases (product basis).

Examples

• You can learn more about how the package works here.
• You can find an example to uncertainty propagation here.
• An example on how to use a tensor product basis can be found in examples/tensor_product.py.

Todo

• Add Fourier basis.
• Add documentation of API.