add ForwardDiff and ChainRules extension

Project.toml

@@ -10,5 +10,13 @@ julia = "1.0"
 DelimitedFiles = "8bb1440f-4735-579b-a4ab-409b98df4dab"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
+[weakdeps]
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
+
+[extensions]
+PolyLogForwardDiffExt = "ForwardDiff"
+PolyLogChainRulesExt = "ChainRulesCore"
+
 [targets]
-test = ["Test", "DelimitedFiles"]
+test = ["Test", "DelimitedFiles", "ForwardDiff"]

ext/PolyLogChainRulesExt.jl

@@ -0,0 +1,10 @@
+module PolyLogChainRulesExt
+
+using PolyLog
+using ChainRulesCore
+@scalar_rule reli4(x) reli3(x)/x
+@scalar_rule reli3(x) reli2(x)/x
+@scalar_rule reli2(x) reli1(x)/x
+@scalar_rule reli1(x) one(x)/(one(x)-x)
+@scalar_rule reli(n,x) reli(n-1,x)/x
+end #module

ext/PolyLogForwardDiffExt.jl

@@ -0,0 +1,41 @@
+module PolyLogForwardDiffExt
+
+using PolyLog
+using ForwardDiff
+using ForwardDiff: Dual, partials
+function PolyLog.reli4(d::Dual{T}) where T
+    val = ForwardDiff.value(d)
+    x = reli4(val)
+    dx = reli3(val)/val
+    return Dual{T}(x, dx * partials(d))
+end
+
+function PolyLog.reli3(d::Dual{T}) where T
+    val = ForwardDiff.value(d)
+    x = reli3(val)
+    dx = reli2(val)/val
+    return Dual{T}(x, dx * partials(d))
+end
+
+function PolyLog.reli2(d::Dual{T}) where T
+    val = ForwardDiff.value(d)
+    x = reli2(val)
+    dx = reli1(val)/val
+    return Dual{T}(x, dx * partials(d))
+end
+
+function PolyLog.reli1(d::Dual{T}) where T
+    val = ForwardDiff.value(d)
+    x = reli1(val)
+    dx = one(val) / (one(val) - val)
+    return Dual{T}(x, dx*partials(d))
+end
+
+function PolyLog.reli(n::Integer,d::Dual{T}) where T
+    val = ForwardDiff.value(d)
+    x = reli(val)
+    dx = PolyLog.reli(n-1,val)/val
+    return Dual{T}(x, dx*partials(d))
+end
+
+end #module

test/Li.jl

@@ -128,4 +128,7 @@ end
             end
         end
     end
+
+    #ForwardDiff Test
+    @test ForwardDiff.derivative(Base.Fix1(PolyLog.reli,6),float(pi)) == PolyLog.reli(5,float(pi))/float(pi)
 end

test/Li1.jl

@@ -59,4 +59,7 @@
     # test value that causes overflow if squared
     @test PolyLog.li1(1e300 + 1im) ≈ -690.77552789821371 + 3.14159265358979im rtol=eps(Float64)
     @test PolyLog.li1(1.0 + 1e300im) ≈ -690.77552789821371 + 1.5707963267948966im rtol=eps(Float64)
+
+    #ForwardDiff Test
+    @test ForwardDiff.derivative(PolyLog.reli1,float(pi)) == 1/(1 - pi)
 end

test/Li2.jl

@@ -66,4 +66,7 @@
     # test value that causes overflow if squared
     @test PolyLog.li2(1e300 + 1im) ≈ -238582.12510339421 + 2170.13532372464im rtol=eps(Float64)
     @test PolyLog.li2(1.0 + 1e300im) ≈ -238585.82620504462 + 1085.06766186232im rtol=eps(Float64)
+
+    #ForwardDiff Test
+    @test ForwardDiff.derivative(PolyLog.reli2,float(pi)) == reli1(float(pi))/float(pi)
 end

test/Li3.jl

@@ -60,4 +60,7 @@
     # test value that causes overflow if squared
     @test PolyLog.li3(1e300 + 1im) ≈ -5.4934049431527088e7 + 749538.186928224im rtol=eps(Float64)
     @test PolyLog.li3(1.0 + 1e300im) ≈ -5.4936606061973454e7 + 374771.031356405im rtol=eps(Float64)
+
+    #ForwardDiff Test
+    @test ForwardDiff.derivative(PolyLog.reli3,float(pi)) == reli2(float(pi))/float(pi)
 end

test/Li4.jl

@@ -52,4 +52,7 @@
     # test value that causes overflow if squared
     @test PolyLog.li4(1e300 + 1im) ≈ -9.4863817894708364e9 + 1.725875455850714e8im rtol=eps(Float64)
     @test PolyLog.li4(1.0 + 1e300im) ≈ -9.4872648206269765e9 + 8.62951114411071e7im rtol=eps(Float64)
+
+    #ForwardDiff Test
+    @test ForwardDiff.derivative(PolyLog.reli4,float(pi)) == reli3(float(pi))/float(pi)
 end

test/runtests.jl

@@ -1,5 +1,6 @@
 using Test
 import PolyLog
+import ForwardDiff
 
 include("TestPrecision.jl")
 include("DataReader.jl")