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CPU mx.linalg.cholesky_inverse and mx.linalg.tri_inv (#1307)

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* add cholesky inv + tri inv

* always run tri_inv on cpu

* consistent naming
This commit is contained in:
Alex Barron
2024-08-08 15:18:02 -07:00
committed by GitHub
parent 780c197f95
commit 32668a7317
7 changed files with 267 additions and 62 deletions
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41
python/tests/test_linalg.py
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@@ -150,6 +150,20 @@ class TestLinalg(mlx_tests.MLXTestCase):
mx.allclose(M @ M_inv, mx.eye(M.shape[0]), rtol=0, atol=1e-5)
)
def test_tri_inverse(self):
for upper in (False, True):
A = mx.array([[1, 0, 0], [6, -5, 0], [-9, 8, 7]], dtype=mx.float32)
B = mx.array([[7, 0, 0], [3, -2, 0], [1, 8, 3]], dtype=mx.float32)
if upper:
A = A.T
B = B.T
AB = mx.stack([A, B])
invs = mx.linalg.tri_inv(AB, upper=upper, stream=mx.cpu)
for M, M_inv in zip(AB, invs):
self.assertTrue(
mx.allclose(M @ M_inv, mx.eye(M.shape[0]), rtol=0, atol=1e-5)
)
def test_cholesky(self):
sqrtA = mx.array(
[[1.0, 2.0, 3.0], [4.0, 5.0, 6.0], [7.0, 8.0, 9.0]], dtype=mx.float32
@@ -167,6 +181,33 @@ class TestLinalg(mlx_tests.MLXTestCase):
for M, L in zip(AB, Ls):
self.assertTrue(mx.allclose(L @ L.T, M, rtol=1e-5, atol=1e-7))
def test_cholesky_inv(self):
mx.random.seed(7)
sqrtA = mx.array(
[[1.0, 2.0, 3.0], [4.0, 5.0, 6.0], [7.0, 8.0, 9.0]], dtype=mx.float32
)
A = sqrtA.T @ sqrtA / 81
N = 3
A = mx.random.uniform(shape=(N, N))
A = A @ A.T
for upper in (False, True):
L = mx.linalg.cholesky(A, upper=upper, stream=mx.cpu)
A_inv = mx.linalg.cholesky_inv(L, upper=upper, stream=mx.cpu)
self.assertTrue(mx.allclose(A @ A_inv, mx.eye(N), atol=1e-4))
# Multiple matrices
B = A + 1 / 9
AB = mx.stack([A, B])
Ls = mx.linalg.cholesky(AB, stream=mx.cpu)
for upper in (False, True):
Ls = mx.linalg.cholesky(AB, upper=upper, stream=mx.cpu)
AB_inv = mx.linalg.cholesky_inv(Ls, upper=upper, stream=mx.cpu)
for M, M_inv in zip(AB, AB_inv):
self.assertTrue(mx.allclose(M @ M_inv, mx.eye(N), atol=1e-4))
if __name__ == "__main__":
unittest.main()