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>

python/tests/test_linalg.py

@@ -120,6 +120,22 @@ class TestLinalg(mlx_tests.MLXTestCase):
             self.assertTrue(mx.allclose(out, mx.eye(2), rtol=1e-5, atol=1e-7))
             self.assertTrue(mx.allclose(mx.tril(r, -1), mx.zeros_like(r)))
 
+    def test_svd_decomposition(self):
+        A = mx.array([[1, 2, 3], [4, 5, 6], [7, 8, 9], [10, 11, 12]], dtype=mx.float32)
+        U, S, Vt = mx.linalg.svd(A, stream=mx.cpu)
+        self.assertTrue(
+            mx.allclose(U[:, : len(S)] @ mx.diag(S) @ Vt, A, rtol=1e-5, atol=1e-7)
+        )
+
+        # Multiple matrices
+        B = A + 10.0
+        AB = mx.stack([A, B])
+        Us, Ss, Vts = mx.linalg.svd(AB, stream=mx.cpu)
+        for M, U, S, Vt in zip([A, B], Us, Ss, Vts):
+            self.assertTrue(
+                mx.allclose(U[:, : len(S)] @ mx.diag(S) @ Vt, M, rtol=1e-5, atol=1e-7)
+            )
+
 
 if __name__ == "__main__":
     unittest.main()