Refactor common into cpu specific and truly common (#1817)

* refactor

* fix extension example

* fix no-cpu

mlx/backend/cpu/cholesky.cpp

@@ -0,0 +1,74 @@
+// Copyright © 2023-2024 Apple Inc.
+
+#include "mlx/allocator.h"
+#include "mlx/backend/cpu/copy.h"
+#include "mlx/backend/cpu/lapack.h"
+#include "mlx/linalg.h"
+#include "mlx/primitives.h"
+
+namespace mlx::core {
+
+void cholesky_impl(const array& a, array& factor, bool upper) {
+  // Lapack uses the column-major convention. We take advantage of the fact that
+  // the matrix should be symmetric:
+  //   (A)ᵀ = A
+  // and that a column-major lower triangular matrix is a row-major upper
+  // triangular matrix, so uplo is the opposite of what we would expect from
+  // upper
+
+  char uplo = (upper) ? 'L' : 'U';
+
+  // The decomposition is computed in place, so just copy the input to the
+  // output.
+  copy(
+      a,
+      factor,
+      a.flags().row_contiguous ? CopyType::Vector : CopyType::General);
+
+  const int N = a.shape(-1);
+  const size_t num_matrices = a.size() / (N * N);
+
+  float* matrix = factor.data<float>();
+
+  for (int i = 0; i < num_matrices; i++) {
+    // Compute Cholesky factorization.
+    int info;
+    MLX_LAPACK_FUNC(spotrf)
+    (
+        /* uplo = */ &uplo,
+        /* n = */ &N,
+        /* a = */ matrix,
+        /* lda = */ &N,
+        /* info = */ &info);
+
+    // TODO: We do nothing when the matrix is not positive semi-definite
+    // because throwing an error would result in a crash. If we figure out how
+    // to catch errors from the implementation we should throw.
+    if (info < 0) {
+      std::stringstream msg;
+      msg << "[cholesky] Cholesky decomposition failed with error code "
+          << info;
+      throw std::runtime_error(msg.str());
+    }
+
+    // Zero out the upper/lower triangle while advancing the pointer to the
+    // next matrix at the same time.
+    for (int row = 0; row < N; row++) {
+      if (upper) {
+        std::fill(matrix, matrix + row, 0);
+      } else {
+        std::fill(matrix + row + 1, matrix + N, 0);
+      }
+      matrix += N;
+    }
+  }
+}
+
+void Cholesky::eval_cpu(const std::vector<array>& inputs, array& output) {
+  if (inputs[0].dtype() != float32) {
+    throw std::runtime_error("[Cholesky::eval] only supports float32.");
+  }
+  cholesky_impl(inputs[0], output, upper_);
+}
+
+} // namespace mlx::core