# Fine tuning compiled code that computes dilogarithm function

As an exercise in writing a good Compile function, I want to do the simple task of coding a routine that outputs the real part of the dilogarithm function reLi2[z], given a complex number z as input. I would like some feedback in my code below that does the job.

I am following the strategy outlined in Celestial Mech. Dynam. Astron. 62 (1): 93–98. The idea is to divide the complex $z$-plane into four regions, as I show in the figure below, and to implement a different approximation in each region.

For simplicity on this site, I only carry out the task of evaluating only on the real $z$-axis. Edit: Based on ybeltukov's comment, I have updated the code (in ways I'd like to understand better) to make it so that SetSystemOptions["CompileOptions" -> "CompileReportExternal" -> True]; doesn't complain.

1. In region 1, approximate the dilogarithm by the defining sum: $\operatorname{Li}_2(z) \approx \sum_{k=1}^\infty x^k/k^2$. Here is the code:

realRegion1 = Compile[{{x, _Real}}, Sum[x^k/k^2, {k, 1., 23}]];

2. In region 2, approximate the dilogarithm by evaluating the integral $\operatorname{Li}_2(z) \approx -\int_0^1 \frac{\ln(1-z t)}{t}\,dt$ by Gaussian quadrature (9 divisions):

With[{div = 9},
With[{x = Sort[formalX /. Solve[LegendreP[div, formalX] == 0, formalX] // N]},
With[{
y = Chop[x/2 + 1/2],
w = Table[2/((1 - x[[i]]^2)*Derivative[0, 1][LegendreP][div, x[[i]]]^2),
{i, 1, div}]},
With[{
realRegion2expr =
-1/4.*Sum[
Chop[w[[i]]] Log[1 - 2 y[[i]] var + y[[i]]^2 var^2]/y[[i]],
{i, 1, div}]},
realRegion2 = Compile[{{var, _Real}}, realRegion2expr]]
]
]
];

3. In region 3, apply the dilogarithm identity $\operatorname{Li}_2(z) = -\underbrace{\operatorname{Li}_2(1-z)}_\text{region I} - \ln(z)\ln(1-z)+\pi^2/6$, where the dilogarithm in the RHS is to be evaluated in region I.

realRegion3 = Compile[{{x, _Real}},
If[x == 1, Pi^2/6., -realRegion1[1 - x] - Log[x] Log[1 - x] + Pi^2/6.],
CompilationOptions -> {"InlineExternalDefinitions" -> True}];

4. In region 4, apply the dilogarithm identity $\operatorname{Li}_2(z) = -\underbrace{\operatorname{Li}_2(1/z)}_\text{region I,II,III} - \frac{1}{2}\ln^2(-z)-\pi^2/6$, where the dilogarithm in the RHS is to be appropriately evaluated in region I, II or III depending on the value of $1/z$.

So first, I need to put together the functions realRegion1, realRegion2 and realRegion3 so that it correctly evaluates on the real line segment $-1 \leq z \leq +1$ appropriately:

realSegment =
Compile[{{x, _Real}},
If[-0.5 <= x <= 0.5, realRegion1[x],
If[x <= 0, realRegion2[x], realRegion3[x]]
], CompilationOptions -> {"InlineExternalDefinitions" -> True}
];


And now, I can do region IV (and also including everywhere else) for my final compiled function

reLi2 =
Compile[{{x, _Real}},
Re@If[-1. <= x <= 1.,
realSegment[x],
-realSegment[1/x] - Pi^2/6 - 1/2*(1/4 Log[x^2]^2 - Arg[-x]^2)],
CompilationOptions -> {"InlineExternalDefinitions" -> True}]


The output is quite satisfactory. You can compare Plot[reLi2[x], {x, -5, 5}] with Plot[Re @ PolyLog[2, x], {x, -5, 5}].

However, I have no idea if I have compiled my function correctly for substantial increase in speed. I appreciate any feedback, no matter how minor, on my code.

• You can increase the speed in the first region with Sum[x^k/k^2, {k, 1., 23}]. You can also use options RuntimeAttributes -> {Listable}, Parallelization -> True if you want to calculate the function for a big list of arguments. – ybeltukov Oct 11 '14 at 13:32
• Actually you don't use compile benefits since SetSystemOptions["CompileOptions" -> "CompileReportExternal" -> True] reports that your main functions cannot be compiled and will be evaluated externally. Please try to rewrite your code step by step to avoid uncompiled evaluations. – ybeltukov Oct 11 '14 at 13:43
• @ybeltukov You know something interesting? My original code Sum[x^k/k^2., {k, 1, 23}] went faster than your suggestion Sum[x^k/k^2, {k, 1., 23}]. And Sum[x^k/k^2, {k, 1, 23}] goes even faster still! Maybe raising numbers to power exact 2 is better than raising to approximate 2, and performing sum with exact numbers is faster than with approximate numbers... – QuantumDot Oct 11 '14 at 22:41
• could you post an answer to your question if you believe you now have a fast solution? – chris Jun 7 '15 at 20:19
• I have a feeling you'll want to see this paper. – J. M. is away Jun 7 '15 at 20:29

Here is a compiled routine for evaluating the dilogarithm $\operatorname{Li}_2(x)$ for real $x$, using the fourth-order series in Morris's paper (linked in the comments), along with the use of functional equations to bring the argument into a range where the series can be efficiently evaluated. (It is due to these functional equations that the code is a bit on the long side.)

dilog = With[{eps = $MachineEpsilon, pi26 = N[π^2/6]}, Compile[{{x, _Real}}, Module[{c = 1., s = 3., j = 1, k = 1, l0 = 1., l1 = 1., l, t, xx}, If[x == 1., Return[pi26]]; If[x > 0.5, l0 = Log[x]]; If[x < 1., l1 = InternalLog1p[-x]]; xx = Which[x < -1., 1./(1. - x), -1. <= x < 0., x/(x - 1.), 0.5 < x < 1., 1. - x, 1. < x < 2., 1. - 1./x, 2. <= x, 1./x, True, x]; While[l = k + 2 j + 1; c *= xx; t = c/(k l); k = l; s += t; j++; Abs[t] >= eps Abs[s]]; s = xx/(xx + 1) s - 2 (xx - 1)/(xx + 1) InternalLog1p[-xx]; Which[x < -1., s - pi26 + l1 (0.5 l1 - Log[-x]), -1. <= x < 0., -0.5 l1^2 - s, 0.5 < x < 1., pi26 - s - l0 l1, 1. < x < 2., pi26 + l0 (0.5 l0 - Log[x - 1.]) + s, 2. <= x, 2. pi26 - 0.5 l0^2 - s, True, s]], RuntimeAttributes -> {Listable}]];  One might notice the use of the function InternalLog1p[] for evaluating$\log(1+x)$, which only became recently available. For versions that do not yet have this function, a trick like the one in this answer could be used. As is conventional for$x>1$, only the real part is returned; You can add the imaginary part$-i\pi\log x$yourself if needed. The routine dilog does well in accuracy: Plot[{Re[PolyLog[2, x]], dilog[x]}, {x, -30, 30}, PlotLegends -> {PolyLog[2, x], "dilog(x)"}, PlotStyle -> {AbsoluteThickness, AbsoluteThickness}] Plot[-Log10[Abs[dilog[x]/Re[PolyLog[2, x]] - 1]], {x, -30, 30}, PlotLabel -> "Relative Error", PlotRange -> All] (The dip to the right in the plot of the relative error corresponds to the zero of$\Re\operatorname{Li}_2(x)$at$x_\ast\approx 12.59517$. You can compute$x_\ast\$ with FindRoot[π^2/3 - Log[z]^2/2 - PolyLog[2, 1/z], {z, 12}].)

For a speed comparison:

zs = N[Range[-10, 10, 1*^-4]];
AbsoluteTiming[Re[PolyLog[2, zs]];]
{4.01328, Null}

AbsoluteTiming[dilog[zs];]
{0.150729, Null}
`