Check the documentation links for validity

Author: max-arnold

.github/workflows/docs.yml

@@ -38,6 +38,10 @@ jobs:
           enable-cache: true
           cache-dependency-glob: "**/pyproject.toml"
 
+      - name: Check the links
+        run: |
+          uv run sphinx-build -M linkcheck docs/source docs/build
+
       - name: Build the docs
         run: |
           uv run sphinx-build --fail-on-warning --nitpicky docs/source docs/build