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Implemented Cholesky on CPU (#1119)

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This commit is contained in:
Luca Arnaboldi
2024-05-17 21:31:59 +02:00
committed by GitHub
parent 6a9b584f3d
commit b3ec792380
12 changed files with 239 additions and 0 deletions
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17
python/tests/test_linalg.py
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@@ -150,6 +150,23 @@ class TestLinalg(mlx_tests.MLXTestCase):
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
)
A = sqrtA.T @ sqrtA / 81
L = mx.linalg.cholesky(A, stream=mx.cpu)
U = mx.linalg.cholesky(A, upper=True, stream=mx.cpu)
self.assertTrue(mx.allclose(L @ L.T, A, rtol=1e-5, atol=1e-7))
self.assertTrue(mx.allclose(U.T @ U, A, rtol=1e-5, atol=1e-7))
# Multiple matrices
B = A + 1 / 9
AB = mx.stack([A, B])
Ls = mx.linalg.cholesky(AB, stream=mx.cpu)
for M, L in zip(AB, Ls):
self.assertTrue(mx.allclose(L @ L.T, M, rtol=1e-5, atol=1e-7))
if __name__ == "__main__":
unittest.main()