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).
- 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.
- Add Fourier basis.
- Add documentation of API.