Add SVD primitive (#809)

Add SVD op using Accelerate's LAPACK following
https://developer.apple.com/documentation/accelerate/
compressing_an_image_using_linear_algebra

Co-authored-by: Nicolo Valigi <nvaligi@apple.com>

mlx/linalg.cpp

@@ -200,4 +200,42 @@ std::pair<array, array> qr(const array& a, StreamOrDevice s /* = {} */) {
   return std::make_pair(out[0], out[1]);
 }
 
+std::vector<array> svd(const array& a, StreamOrDevice s /* = {} */) {
+  if (a.dtype() != float32) {
+    std::ostringstream msg;
+    msg << "[linalg::svd] Input array must have type float32. Received array "
+        << "with type " << a.dtype() << ".";
+    throw std::invalid_argument(msg.str());
+  }
+  if (a.ndim() < 2) {
+    std::ostringstream msg;
+    msg << "[linalg::svd] Input array must have >= 2 dimensions. Received array "
+           "with "
+        << a.ndim() << " dimensions.";
+    throw std::invalid_argument(msg.str());
+  }
+
+  const auto m = a.shape(-2);
+  const auto n = a.shape(-1);
+  const auto rank = a.ndim();
+
+  std::vector<int> u_shape = a.shape();
+  u_shape[rank - 2] = m;
+  u_shape[rank - 1] = m;
+
+  std::vector<int> s_shape = a.shape();
+  s_shape.pop_back();
+  s_shape[rank - 2] = std::min(m, n);
+
+  std::vector<int> vt_shape = a.shape();
+  vt_shape[rank - 2] = n;
+  vt_shape[rank - 1] = n;
+
+  return array::make_arrays(
+      {u_shape, s_shape, vt_shape},
+      {a.dtype(), a.dtype(), a.dtype()},
+      std::make_unique<SVD>(to_stream(s)),
+      {a});
+}
+
 } // namespace mlx::core::linalg