Fast Hadamard Transform (#1249)

* Working hadamard for powers of 2

* working for m*2^k

* add scale and check contiguity

* add size check

* clean up

* fix test

* add grads + vmap

* gpu only

* skip on linux

* test typo

* add cpu impl

* remove gpu only tests

* fix linux build + add is_equivalent

mlx/backend/common/CMakeLists.txt

@@ -42,6 +42,7 @@ target_sources(
   ${CMAKE_CURRENT_SOURCE_DIR}/copy.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/erf.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/fft.cpp
+  ${CMAKE_CURRENT_SOURCE_DIR}/hadamard.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/masked_mm.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/primitives.cpp
   ${CMAKE_CURRENT_SOURCE_DIR}/quantized.cpp

mlx/backend/common/default_primitives.cpp

@@ -68,6 +68,7 @@ DEFAULT(Full)
 DEFAULT(Gather)
 DEFAULT(Greater)
 DEFAULT(GreaterEqual)
+DEFAULT(Hadamard)
 DEFAULT(Less)
 DEFAULT(LessEqual)
 DEFAULT(Load)

mlx/backend/common/hadamard.cpp

@@ -0,0 +1,107 @@
+// Copyright © 2024 Apple Inc.
+
+#include <cassert>
+
+#include "mlx/backend/common/copy.h"
+#include "mlx/backend/common/hadamard.h"
+#include "mlx/primitives.h"
+
+namespace mlx::core {
+
+// n = 2^k component
+template <typename T>
+void hadamard_n(array& out, int n, int m, float scale) {
+  for (int b = 0; b < out.size() / n; b++) {
+    size_t loc = b * n;
+    T* data_ptr = out.data<T>() + loc;
+    int h = 1;
+    int n_over_2 = n / 2;
+    while (h < n) {
+      for (int i = 0; i < n / 2; i++) {
+        int k = i & (h - 1);
+        int j = ((i - k) << 1) + k;
+        float x = *(data_ptr + j);
+        float y = *(data_ptr + j + h);
+        *(data_ptr + j) = x + y;
+        *(data_ptr + j + h) = x - y;
+        if (h == n_over_2) {
+          *(data_ptr + j) *= scale;
+          *(data_ptr + j + h) *= scale;
+        }
+      }
+      h <<= 1;
+    }
+  }
+}
+
+// m component
+template <typename T>
+void hadamard_m(array& out, int n, int m, float scale) {
+  auto h_matrices = hadamard_matrices();
+  auto& matrix = h_matrices[m];
+  auto start = 1;
+  auto end = matrix.find('\n', start);
+  std::vector<bool> hmat_vec;
+  while (end != std::string_view::npos) {
+    auto row = matrix.substr(start, end - start);
+    for (int i = 0; i < row.length(); i++) {
+      hmat_vec.push_back(row[i] == '+');
+    }
+    start = end + 1;
+    end = matrix.find('\n', start);
+  }
+
+  for (int b = 0; b < out.size() / m / n; b++) {
+    size_t loc = b * n * m;
+    T* data_ptr = out.data<T>() + loc;
+    for (int i = 0; i < n; i++) {
+      std::vector<float> out(m);
+      for (int j = 0; j < m; j++) {
+        for (int k = 0; k < m; k++) {
+          float x = *(data_ptr + i + k * n);
+          if (hmat_vec[k + j * m]) {
+            out[j] += x;
+          } else {
+            out[j] -= x;
+          }
+        }
+      }
+      for (int j = 0; j < m; j++) {
+        *(data_ptr + i + j * n) = out[j] * scale;
+      }
+    }
+  }
+}
+
+template <typename T>
+void hadamard(array& out, int n, int m, float scale) {
+  float n_scale = m > 1 ? 1.0 : scale;
+  hadamard_n<T>(out, n, m, n_scale);
+  if (m > 1) {
+    hadamard_m<T>(out, n, m, scale);
+  }
+}
+
+void Hadamard::eval(const std::vector<array>& inputs, array& out) {
+  assert(inputs.size() == 1);
+  auto& in = inputs[0];
+
+  // Copy input to output
+  copy(in, out, CopyType::General);
+
+  int axis = out.ndim() - 1;
+  auto [n, m] = decompose_hadamard(out.shape(axis));
+
+  switch (in.dtype()) {
+    case float32:
+      return hadamard<float>(out, n, m, scale_);
+    case float16:
+      return hadamard<float16_t>(out, n, m, scale_);
+    case bfloat16:
+      return hadamard<bfloat16_t>(out, n, m, scale_);
+    default:
+      throw std::invalid_argument("[hadamard] Unsupported type.");
+  }
+}
+
+} // namespace mlx::core

mlx/backend/common/hadamard.h

@@ -0,0 +1,105 @@
+// Copyright © 2024 Apple Inc.
+
+#pragma once
+
+#include <map>
+
+#include "mlx/utils.h"
+
+namespace mlx::core {
+
+// From http://neilsloane.com/hadamard/
+constexpr std::string_view h12 = R"(
++-++++++++++
+--+-+-+-+-+-
++++-++----++
++---+--+-++-
++++++-++----
++-+---+--+-+
+++--+++-++--
++--++---+--+
+++----+++-++
++--+-++---+-
+++++----+++-
++-+--+-++---
+)";
+
+constexpr std::string_view h20 = R"(
++----+----++--++-++-
+-+----+---+++---+-++
+--+----+---+++-+-+-+
+---+----+---+++++-+-
+----+----++--++-++-+
+-+++++-----+--+++--+
++-+++-+---+-+--+++--
+++-++--+---+-+--+++-
++++-+---+---+-+--+++
+++++-----++--+-+--++
+--++-+-++-+-----++++
+---++-+-++-+---+-+++
++---++-+-+--+--++-++
+++---++-+----+-+++-+
+-++---++-+----+++++-
+-+--+--++-+----+----
++-+-----++-+----+---
+-+-+-+---+--+----+--
+--+-+++------+----+-
++--+--++------+----+
+)";
+
+constexpr std::string_view h28 = R"(
++------++----++-+--+-+--++--
+-+-----+++-----+-+--+-+--++-
+--+-----+++---+-+-+----+--++
+---+-----+++---+-+-+-+--+--+
+----+-----+++---+-+-+++--+--
+-----+-----++++--+-+--++--+-
+------++----++-+--+-+--++--+
+--++++-+-------++--+++-+--+-
+---++++-+-----+-++--+-+-+--+
++---+++--+----++-++--+-+-+--
+++---++---+----++-++--+-+-+-
++++---+----+----++-++--+-+-+
+++++--------+-+--++-++--+-+-
+-++++--------+++--++--+--+-+
+-+-++-++--++--+--------++++-
++-+-++--+--++--+--------++++
+-+-+-++--+--++--+----+---+++
++-+-+-++--+--+---+---++---++
+++-+-+-++--+------+--+++---+
+-++-+-+-++--+------+-++++---
++-++-+---++--+------+-++++--
+-++--++-+-++-+++----++------
++-++--++-+-++-+++-----+-----
+++-++---+-+-++-+++-----+----
+-++-++-+-+-+-+--+++-----+---
+--++-++++-+-+----+++-----+--
++--++-+-++-+-+----+++-----+-
+++--++-+-++-+-+----++------+
+)";
+
+inline const std::map<int, std::string_view> hadamard_matrices() {
+  return {{12, h12}, {20, h20}, {28, h28}};
+}
+
+inline std::pair<int, int> decompose_hadamard(int n) {
+  // n = m*2^k
+  int m = 1;
+  if (!is_power_of_2(n)) {
+    auto h_matrices = hadamard_matrices();
+    for (auto [factor, _] : h_matrices) {
+      if (n % factor == 0) {
+        m = factor;
+        n /= factor;
+        break;
+      }
+    }
+    if (m == 1) {
+      throw std::invalid_argument(
+          "[hadamard] Only supports n = m*2^k where m in (1, 12, 20, 28).");
+    }
+  }
+  return {n, m};
+}
+
+} // namespace mlx::core