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Adds nuclear norm support (#1894)

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* adjust norm unit test tolerance
This commit is contained in:
Abe Leininger
2025-03-04 15:26:02 -06:00
committed by GitHub
parent 9680f72cca
commit 3835a428c5
11 changed files with 260 additions and 55 deletions
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43
mlx/backend/cpu/svd.cpp
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@@ -8,7 +8,7 @@
namespace mlx::core {
template <typename T>
void svd_impl(const array& a, array& u, array& s, array& vt) {
void svd_impl(const array& a, T* u_data, T* s_data, T* vt_data) {
// Lapack uses the column-major convention. To avoid having to transpose
// the input and then transpose the outputs, we swap the indices/sizes of the
// matrices and take advantage of the following identity (see
@@ -35,13 +35,8 @@ void svd_impl(const array& a, array& u, array& s, array& vt) {
array in(a.shape(), a.dtype(), nullptr, {});
copy(a, in, a.flags().row_contiguous ? CopyType::Vector : CopyType::General);
// Allocate outputs.
u.set_data(allocator::malloc_or_wait(u.nbytes()));
s.set_data(allocator::malloc_or_wait(s.nbytes()));
vt.set_data(allocator::malloc_or_wait(vt.nbytes()));
static constexpr auto job_u = "V";
static constexpr auto job_vt = "V";
auto job_u = (u_data && vt_data) ? "V" : "N";
auto job_vt = (u_data && vt_data) ? "V" : "N";
static constexpr auto range = "A";
// Will contain the number of singular values after the call has returned.
@@ -56,6 +51,7 @@ void svd_impl(const array& a, array& u, array& s, array& vt) {
static const int ignored_int = 0;
static const T ignored_float = 0;
static T ignored_output = 0;
int info;
@@ -109,12 +105,12 @@ void svd_impl(const array& a, array& u, array& s, array& vt) {
/* il = */ &ignored_int,
/* iu = */ &ignored_int,
/* ns = */ &ns,
/* s = */ s.data<T>() + K * i,
/* s = */ s_data + K * i,
// According to the identity above, lapack will write Vᵀᵀ as U.
/* u = */ vt.data<T>() + N * N * i,
/* u = */ vt_data ? vt_data + N * N * i : &ignored_output,
/* ldu = */ &ldu,
// According to the identity above, lapack will write Uᵀ as Vᵀ.
/* vt = */ u.data<T>() + M * M * i,
/* vt = */ u_data ? u_data + M * M * i : &ignored_output,
/* ldvt = */ &ldvt,
/* work = */ static_cast<T*>(scratch.buffer.raw_ptr()),
/* lwork = */ &lwork,
@@ -136,15 +132,36 @@ void svd_impl(const array& a, array& u, array& s, array& vt) {
}
}
template <typename T>
void compute_svd(const array& a, bool compute_uv, std::vector<array>& outputs) {
if (compute_uv) {
array& u = outputs[0];
array& s = outputs[1];
array& vt = outputs[2];
u.set_data(allocator::malloc_or_wait(u.nbytes()));
s.set_data(allocator::malloc_or_wait(s.nbytes()));
vt.set_data(allocator::malloc_or_wait(vt.nbytes()));
svd_impl<T>(a, u.data<T>(), s.data<T>(), vt.data<T>());
} else {
array& s = outputs[0];
s.set_data(allocator::malloc_or_wait(s.nbytes()));
svd_impl<T>(a, nullptr, s.data<T>(), nullptr);
}
}
void SVD::eval_cpu(
const std::vector<array>& inputs,
std::vector<array>& outputs) {
switch (inputs[0].dtype()) {
case float32:
svd_impl<float>(inputs[0], outputs[0], outputs[1], outputs[2]);
compute_svd<float>(inputs[0], compute_uv_, outputs);
break;
case float64:
svd_impl<double>(inputs[0], outputs[0], outputs[1], outputs[2]);
compute_svd<double>(inputs[0], compute_uv_, outputs);
break;
default:
throw std::runtime_error(