ForwardDiff support (#17)

* Add ForwardDiff extension

* Better tests

* Simpler test

* ForwardDiff only for 1.9 and above

* Fix 1.6 tests

* Fix version check for Aqua formatting

Project.toml

@@ -6,12 +6,20 @@ version = "1.2.1"
 [deps]
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 
+[weakdeps]
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+
+[extensions]
+LogarithmicNumbersForwardDiffExt = "ForwardDiff"
+
 [compat]
+ForwardDiff = "0.10"
 julia = "1.6"
 
 [extras]
 Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Aqua", "Test"]
+test = ["Aqua", "ForwardDiff", "Test"]

README.md

@@ -83,3 +83,12 @@ possibilities for `func`:
   `pdf`, `cdf`, `ccdf`.
 - [SpecialFunctions.jl](https://github.com/JuliaMath/SpecialFunctions.jl):
   `gamma`, `factorial`, `beta`, `erfc`, `erfcx`.
+
+## Autodiff
+
+On Julia >= 1.9, if you load [ForwardDiff.jl](https://github.com/JuliaDiff/ForwardDiff.jl), you should be allowed to compute
+
+- derivatives of functions involving `exp(Logarithmic, x)`
+- derivatives of functions evaluated at `Logarithmic(x)`
+
+This functionality is experimental, please report any bug or unexpected behavior.

ext/LogarithmicNumbersForwardDiffExt.jl

@@ -0,0 +1,44 @@
+module LogarithmicNumbersForwardDiffExt
+
+using ForwardDiff: ForwardDiff, Dual, partials
+using LogarithmicNumbers: LogarithmicNumbers, AnyLogarithmic, Logarithmic, ULogarithmic
+
+## Promotion rules
+
+function Base.promote_rule(::Type{Logarithmic{R}}, ::Type{Dual{T,V,N}}) where {R<:Real,T,V,N}
+    return Dual{T,promote_rule(Logarithmic{R}, V),N}
+end
+
+function Base.promote_rule(::Type{ULogarithmic{R}}, ::Type{Dual{T,V,N}}) where {R<:Real,T,V,N}
+    return Dual{T,promote_rule(ULogarithmic{R}, V),N}
+end
+
+## Constructors
+
+# Based on the unary_definition macro in ForwardDiff.jl (https://github.com/JuliaDiff/ForwardDiff.jl/blob/6a6443b754b0fcfb4d671c9a3d01776df801f498/src/dual.jl#L230-L244)
+
+function Base.exp(::Type{ULogarithmic{R}}, d::Dual{T,V,N}) where {R<:Real,T,V,N}
+    x = ForwardDiff.value(d)
+    val = exp(ULogarithmic{R}, x)
+    deriv = exp(ULogarithmic{R}, x)
+    return ForwardDiff.dual_definition_retval(Val{T}(), val, deriv, partials(d))
+end
+
+function Base.exp(::Type{Logarithmic{R}}, d::Dual{T,V,N}) where {R<:Real,T,V,N}
+    x = ForwardDiff.value(d)
+    val = exp(Logarithmic{R}, x)
+    deriv = exp(Logarithmic{R}, x)
+    return ForwardDiff.dual_definition_retval(Val{T}(), val, deriv, partials(d))
+end
+
+function Base.exp(::Type{ULogarithmic}, d::Dual{T,V,N}) where {T,V,N}
+    return exp(ULogarithmic{V}, d)
+end
+
+function Base.exp(::Type{Logarithmic}, d::Dual{T,V,N}) where {T,V,N}
+    return exp(Logarithmic{V}, d)
+end
+
+# TODO: do we need more constructors?
+
+end

test/forwarddiff.jl

@@ -0,0 +1,20 @@
+using ForwardDiff: derivative, gradient
+using LogarithmicNumbers
+using Test
+
+f(x) = log(exp(x) * x)
+g1(x) = log(exp(ULogarithmic, x) * x)
+g2(x) = log(exp(ULogFloat64, x) * x)
+h1(x) = log(exp(Logarithmic, x) * x)
+h2(x) = log(exp(LogFloat64, x) * x)
+
+x = 1000
+d = 1 + inv(x)
+
+@test isnan(derivative(f, x))
+@test derivative(f, LogFloat64(x)) ≈ d
+@test derivative(f, ULogFloat64(x)) ≈ d
+@test derivative(g1, x) ≈ d
+@test derivative(g2, x) ≈ d
+@test derivative(h1, x) ≈ d
+@test derivative(h2, x) ≈ d

test/runtests.jl

@@ -1,7 +1,5 @@
 using LogarithmicNumbers, Test, Aqua
 
-Aqua.test_all(LogarithmicNumbers)
-
 function _approx(x,y)
     ans = isapprox(x, y, atol=1e-3) || (isnan(x) && isnan(y))
     ans || @show x y
@@ -37,7 +35,11 @@ Int[x for x in vals if x isa Int && x ≥ 0],
 atypes = (ULogarithmic, Logarithmic)
 atypes2 = (ULogarithmic, ULogFloat32, Logarithmic, LogFloat32)
 
-@testset "LogarithmicNumbers" begin
+@testset verbose=true "LogarithmicNumbers" begin
+
+    @testset verbose=true "Aqua" begin
+        Aqua.test_all(LogarithmicNumbers, project_toml_formatting=(VERSION >= v"1.7"))
+    end
 
     @testset "types" begin
         @test @isdefined ULogarithmic
@@ -569,4 +571,9 @@ atypes2 = (ULogarithmic, ULogFloat32, Logarithmic, LogFloat32)
 
     end
 
+    @testset "ForwardDiff" begin
+        if VERSION >= v"1.9"
+            include("forwarddiff.jl")
+        end
+    end
 end