// Copyright © 2023-2024 Apple Inc. #include "doctest/doctest.h" #include #include "mlx/mlx.h" #include "mlx/ops.h" using namespace mlx::core; using namespace mlx::core::linalg; TEST_CASE("[mlx.core.linalg.norm] no ord") { // Zero dimensions array x(2.0); CHECK_EQ(norm(x).item(), 2.0f); CHECK_THROWS(norm(x, 0)); x = array({1, 2, 3}); float expected = std::sqrt(1 + 4 + 9); CHECK_EQ(norm(x).item(), doctest::Approx(expected)); CHECK_EQ(norm(x, 0, false).item(), doctest::Approx(expected)); CHECK_EQ(norm(x, -1, false).item(), doctest::Approx(expected)); CHECK_EQ(norm(x, -1, true).ndim(), 1); CHECK_THROWS(norm(x, 1)); x = reshape(arange(9), {3, 3}); expected = std::sqrt(0 + 1 + 2 * 2 + 3 * 3 + 4 * 4 + 5 * 5 + 6 * 6 + 7 * 7 + 8 * 8); CHECK_EQ(norm(x).item(), doctest::Approx(expected)); CHECK_EQ( norm(x, std::vector{0, 1}).item(), doctest::Approx(expected)); CHECK(allclose( norm(x, 0, false), array( {std::sqrt(0 + 3 * 3 + 6 * 6), std::sqrt(1 + 4 * 4 + 7 * 7), std::sqrt(2 * 2 + 5 * 5 + 8 * 8)})) .item()); CHECK(allclose( norm(x, 1, false), array( {std::sqrt(0 + 1 + 2 * 2), std::sqrt(3 * 3 + 4 * 4 + 5 * 5), std::sqrt(6 * 6 + 7 * 7 + 8 * 8)})) .item()); x = reshape(arange(18), {2, 3, 3}); CHECK(allclose( norm(x, 2, false), array( { std::sqrt(0 + 1 + 2 * 2), std::sqrt(3 * 3 + 4 * 4 + 5 * 5), std::sqrt(6 * 6 + 7 * 7 + 8 * 8), std::sqrt(9 * 9 + 10 * 10 + 11 * 11), std::sqrt(12 * 12 + 13 * 13 + 14 * 14), std::sqrt(15 * 15 + 16 * 16 + 17 * 17), }, {2, 3})) .item()); CHECK(allclose( norm(x, std::vector{1, 2}, false), array( {std::sqrt( 0 + 1 + 2 * 2 + 3 * 3 + 4 * 4 + 5 * 5 + 6 * 6 + 7 * 7 + 8 * 8), std::sqrt( 9 * 9 + 10 * 10 + 11 * 11 + 12 * 12 + 13 * 13 + 14 * 14 + 15 * 15 + 16 * 16 + 17 * 17)}, {2})) .item()); CHECK_THROWS(norm(x, std::vector{0, 1, 2})); } TEST_CASE("[mlx.core.linalg.norm] double ord") { CHECK_THROWS(norm(array(0), 2.0)); array x({1, 2, 3}); float expected = std::sqrt(1 + 4 + 9); CHECK_EQ(norm(x, 2.0).item(), doctest::Approx(expected)); CHECK_EQ(norm(x, 2.0, 0).item(), doctest::Approx(expected)); CHECK_THROWS(norm(x, 2.0, 1)); expected = 1 + 2 + 3; CHECK_EQ(norm(x, 1.0).item(), doctest::Approx(expected)); expected = 3; CHECK_EQ(norm(x, 0.0).item(), doctest::Approx(expected)); expected = 3; CHECK_EQ( norm(x, std::numeric_limits::infinity()).item(), doctest::Approx(expected)); expected = 1; CHECK_EQ( norm(x, -std::numeric_limits::infinity()).item(), doctest::Approx(expected)); x = reshape(arange(9, float32), {3, 3}); CHECK(allclose( norm(x, 2.0, 0, false), array( {std::sqrt(0 + 3 * 3 + 6 * 6), std::sqrt(1 + 4 * 4 + 7 * 7), std::sqrt(2 * 2 + 5 * 5 + 8 * 8)})) .item()); CHECK(allclose( norm(x, 2.0, 1, false), array( {sqrt(0 + 1 + 2 * 2), sqrt(3 * 3 + 4 * 4 + 5 * 5), sqrt(6 * 6 + 7 * 7 + 8 * 8)})) .item()); CHECK_EQ( norm(x, 1.0, std::vector{0, 1}).item(), doctest::Approx(15.0)); CHECK_EQ( norm(x, 1.0, std::vector{1, 0}).item(), doctest::Approx(21.0)); CHECK_EQ( norm(x, -1.0, std::vector{0, 1}).item(), doctest::Approx(9.0)); CHECK_EQ( norm(x, -1.0, std::vector{1, 0}).item(), doctest::Approx(3.0)); CHECK_EQ( norm(x, 2.0, std::vector{0, 1}, false, Device::cpu).item(), doctest::Approx(14.226707)); CHECK_EQ( norm(x, 2.0, std::vector{1, 0}, false, Device::cpu).item(), doctest::Approx(14.226707)); CHECK_EQ( norm(x, -2.0, std::vector{0, 1}, false, Device::cpu).item(), doctest::Approx(0.0)); CHECK_EQ( norm(x, -2.0, std::vector{1, 0}, false, Device::cpu).item(), doctest::Approx(0.0)); CHECK_EQ(norm(x, 1.0, std::vector{0, 1}, true).shape(), Shape{1, 1}); CHECK_EQ(norm(x, 1.0, std::vector{1, 0}, true).shape(), Shape{1, 1}); CHECK_EQ(norm(x, -1.0, std::vector{0, 1}, true).shape(), Shape{1, 1}); CHECK_EQ(norm(x, -1.0, std::vector{1, 0}, true).shape(), Shape{1, 1}); CHECK_EQ( norm(x, 2.0, std::vector{0, 1}, true, Device::cpu).shape(), Shape{1, 1}); CHECK_EQ( norm(x, 2.0, std::vector{1, 0}, true, Device::cpu).shape(), Shape{1, 1}); CHECK_EQ( norm(x, -2.0, std::vector{0, 1}, true, Device::cpu).shape(), Shape{1, 1}); CHECK_EQ( norm(x, -2.0, std::vector{1, 0}, true, Device::cpu).shape(), Shape{1, 1}); CHECK_EQ( norm(x, -1.0, std::vector{-2, -1}, false).item(), doctest::Approx(9.0)); CHECK_EQ( norm(x, 1.0, std::vector{-2, -1}, false).item(), doctest::Approx(15.0)); CHECK_EQ( norm(x, -2.0, std::vector{-2, -1}, false, Device::cpu).item(), doctest::Approx(0.0)); CHECK_EQ( norm(x, 2.0, std::vector{-2, -1}, false, Device::cpu).item(), doctest::Approx(14.226707)); x = reshape(arange(18, float32), {2, 3, 3}); CHECK_THROWS(norm(x, 2.0, std::vector{0, 1, 2})); CHECK(allclose( norm(x, 3.0, 0), array( {9., 10.00333222, 11.02199456, 12.06217728, 13.12502645, 14.2094363, 15.31340617, 16.43469751, 17.57113899}, {3, 3})) .item()); CHECK(allclose( norm(x, 3.0, 2), array( {2.08008382, 6., 10.23127655, 14.5180117, 18.82291607, 23.13593104}, {2, 3})) .item()); CHECK( allclose( norm(x, 0.0, 0), array({1., 2., 2., 2., 2., 2., 2., 2., 2.}, {3, 3})) .item()); CHECK(allclose(norm(x, 0.0, 1), array({2., 3., 3., 3., 3., 3.}, {2, 3})) .item()); CHECK(allclose(norm(x, 0.0, 2), array({2., 3., 3., 3., 3., 3.}, {2, 3})) .item()); CHECK(allclose( norm(x, 1.0, 0), array({9., 11., 13., 15., 17., 19., 21., 23., 25.}, {3, 3})) .item()); CHECK(allclose(norm(x, 1.0, 1), array({9., 12., 15., 36., 39., 42.}, {2, 3})) .item()); CHECK(allclose(norm(x, 1.0, 2), array({3., 12., 21., 30., 39., 48.}, {2, 3})) .item()); CHECK(allclose(norm(x, 1.0, std::vector{0, 1}), array({21., 23., 25.})) .item()); CHECK(allclose(norm(x, 1.0, std::vector{1, 2}), array({15., 42.})) .item()); CHECK(allclose(norm(x, -1.0, std::vector{0, 1}), array({9., 11., 13.})) .item()); CHECK(allclose(norm(x, -1.0, std::vector{1, 2}), array({9., 36.})) .item()); CHECK(allclose(norm(x, -1.0, std::vector{1, 0}), array({9., 12., 15.})) .item()); CHECK(allclose(norm(x, -1.0, std::vector{2, 1}), array({3, 30})) .item()); CHECK(allclose(norm(x, -1.0, std::vector{1, 2}), array({9, 36})) .item()); CHECK(allclose( norm(x, 2.0, std::vector{0, 1}, false, Device::cpu), array({22.045408, 24.155825, 26.318918})) .item()); CHECK(allclose( norm(x, 2.0, std::vector{1, 2}, false, Device::cpu), array({14.226707, 39.759212})) .item()); CHECK(allclose( norm(x, -2.0, std::vector{0, 1}, false, Device::cpu), array({3, 2.7378995, 2.5128777})) .item()); CHECK(allclose( norm(x, -2.0, std::vector{1, 2}, false, Device::cpu), array({4.979028e-16, 7.009628e-16}), /* rtol = */ 1e-5, /* atol = */ 1e-6) .item()); } TEST_CASE("[mlx.core.linalg.norm] string ord") { array x({1, 2, 3}); CHECK_THROWS(norm(x, "fro")); x = reshape(arange(9, float32), {3, 3}); CHECK_THROWS(norm(x, "bad ord")); CHECK_EQ( norm(x, "f", std::vector{0, 1}).item(), doctest::Approx(14.2828568570857)); CHECK_EQ( norm(x, "fro", std::vector{0, 1}).item(), doctest::Approx(14.2828568570857)); CHECK_EQ( norm(x, "nuc", std::vector{0, 1}, false, Device::cpu).item(), doctest::Approx(15.491934)); x = reshape(arange(18, float32), {2, 3, 3}); CHECK(allclose( norm(x, "fro", std::vector{0, 1}), array({22.24859546, 24.31049156, 26.43860813})) .item()); CHECK(allclose( norm(x, "fro", std::vector{1, 2}), array({14.28285686, 39.7617907})) .item()); CHECK(allclose( norm(x, "f", std::vector{0, 1}), array({22.24859546, 24.31049156, 26.43860813})) .item()); CHECK(allclose( norm(x, "f", std::vector{1, 0}), array({22.24859546, 24.31049156, 26.43860813})) .item()); CHECK(allclose( norm(x, "f", std::vector{1, 2}), array({14.28285686, 39.7617907})) .item()); CHECK(allclose( norm(x, "f", std::vector{2, 1}), array({14.28285686, 39.7617907})) .item()); CHECK(allclose( norm(x, "nuc", std::vector{0, 1}, false, Device::cpu), array({25.045408, 26.893724, 28.831797})) .item()); CHECK(allclose( norm(x, "nuc", std::vector{1, 2}, false, Device::cpu), array({15.491934, 40.211937})) .item()); CHECK(allclose( norm(x, "nuc", std::vector{-2, -1}, false, Device::cpu), array({15.491934, 40.211937})) .item()); } TEST_CASE("test QR factorization") { // 0D and 1D throw CHECK_THROWS(linalg::qr(array(0.0))); CHECK_THROWS(linalg::qr(array({0.0, 1.0}))); // Unsupported types throw CHECK_THROWS(linalg::qr(array({0, 1}, {1, 2}))); array A = array({2., 3., 1., 2.}, {2, 2}); auto [Q, R] = linalg::qr(A, Device::cpu); auto out = matmul(Q, R); CHECK(allclose(out, A).item()); out = matmul(Q, Q); CHECK(allclose(out, eye(2), 1e-5, 1e-7).item()); CHECK(allclose(tril(R, -1), zeros_like(R)).item()); CHECK_EQ(Q.dtype(), float32); CHECK_EQ(R.dtype(), float32); } TEST_CASE("test SVD factorization") { // 0D and 1D throw CHECK_THROWS(linalg::svd(array(0.0))); CHECK_THROWS(linalg::svd(array({0.0, 1.0}))); // Unsupported types throw CHECK_THROWS(linalg::svd(array({0, 1}, {1, 2}))); const auto prng_key = random::key(42); const auto A = mlx::core::random::normal({5, 4}, prng_key); const auto outs = linalg::svd(A, true, Device::cpu); CHECK_EQ(outs.size(), 3); const auto& U = outs[0]; const auto& S = outs[1]; const auto& Vt = outs[2]; CHECK_EQ(U.shape(), Shape{5, 5}); CHECK_EQ(S.shape(), Shape{4}); CHECK_EQ(Vt.shape(), Shape{4, 4}); const auto U_slice = slice(U, {0, 0}, {U.shape(0), S.shape(0)}); const auto A_again = matmul(matmul(U_slice, diag(S)), Vt); CHECK( allclose(A_again, A, /* rtol = */ 1e-4, /* atol = */ 1e-4).item()); CHECK_EQ(U.dtype(), float32); CHECK_EQ(S.dtype(), float32); CHECK_EQ(Vt.dtype(), float32); // Test singular values const auto& outs_sv = linalg::svd(A, false, Device::cpu); const auto SV = outs_sv[0]; CHECK_EQ(SV.shape(), Shape{4}); CHECK_EQ(SV.dtype(), float32); CHECK(allclose(norm(SV), norm(A, "fro")).item()); } TEST_CASE("test matrix inversion") { // 0D and 1D throw CHECK_THROWS(linalg::inv(array(0.0), Device::cpu)); CHECK_THROWS(linalg::inv(array({0.0, 1.0}), Device::cpu)); // Unsupported types throw CHECK_THROWS(linalg::inv(array({0, 1}, {1, 2}), Device::cpu)); // Non-square throws. CHECK_THROWS(linalg::inv(array({1, 2, 3, 4, 5, 6}, {2, 3}), Device::cpu)); const auto prng_key = random::key(42); const auto A = random::normal({5, 5}, prng_key); const auto A_inv = linalg::inv(A, Device::cpu); const auto identity = eye(A.shape(0)); CHECK(allclose(matmul(A, A_inv), identity, /* rtol = */ 0, /* atol = */ 1e-6) .item()); CHECK(allclose(matmul(A_inv, A), identity, /* rtol = */ 0, /* atol = */ 1e-6) .item()); } TEST_CASE("test matrix cholesky") { // 0D and 1D throw CHECK_THROWS(linalg::cholesky(array(0.0), /* upper = */ false, Device::cpu)); CHECK_THROWS( linalg::cholesky(array({0.0, 1.0}), /* upper = */ false, Device::cpu)); // Unsupported types throw CHECK_THROWS(linalg::cholesky( array({0, 1}, {1, 2}), /* upper = */ false, Device::cpu)); // Non-square throws. CHECK_THROWS(linalg::cholesky( array({1, 2, 3, 4, 5, 6}, {2, 3}), /* upper = */ false, Device::cpu)); const auto prng_key = random::key(220398); const auto sqrtA = random::normal({5, 5}, prng_key); const auto A = matmul(sqrtA, transpose(sqrtA)); const auto L = linalg::cholesky(A, /* upper = */ false, Device::cpu); const auto U = linalg::cholesky(A, /* upper = */ true, Device::cpu); CHECK(allclose(matmul(L, transpose(L)), A, /* rtol = */ 0, /* atol = */ 1e-6) .item()); CHECK(allclose(matmul(transpose(U), U), A, /* rtol = */ 0, /* atol = */ 1e-6) .item()); } TEST_CASE("test matrix pseudo-inverse") { // 0D and 1D throw CHECK_THROWS(linalg::pinv(array(0.0), Device::cpu)); CHECK_THROWS(linalg::pinv(array({0.0, 1.0}), Device::cpu)); // Unsupported types throw CHECK_THROWS(linalg::pinv(array({0, 1}, {1, 2}), Device::cpu)); { // Square m == n const auto A = array({1.0, 2.0, 3.0, 4.0}, {2, 2}); const auto A_pinv = linalg::pinv(A, Device::cpu); const auto A_again = matmul(matmul(A, A_pinv), A); CHECK(allclose(A_again, A).item()); const auto A_pinv_again = matmul(matmul(A_pinv, A), A_pinv); CHECK(allclose(A_pinv_again, A_pinv).item()); } { // Rectangular matrix m < n const auto prng_key = random::key(42); const auto A = random::normal({4, 5}, prng_key); const auto A_pinv = linalg::pinv(A, Device::cpu); const auto zeros = zeros_like(A_pinv, Device::cpu); CHECK_FALSE(allclose(zeros, A_pinv, /* rtol = */ 0, /* atol = */ 1e-6) .item()); const auto A_again = matmul(matmul(A, A_pinv), A); CHECK(allclose(A_again, A).item()); const auto A_pinv_again = matmul(matmul(A_pinv, A), A_pinv); CHECK(allclose(A_pinv_again, A_pinv).item()); } { // Rectangular matrix m > n const auto prng_key = random::key(10); const auto A = random::normal({6, 5}, prng_key); const auto A_pinv = linalg::pinv(A, Device::cpu); const auto zeros2 = zeros_like(A_pinv, Device::cpu); CHECK_FALSE(allclose(zeros2, A_pinv, /* rtol = */ 0, /* atol = */ 1e-6) .item()); const auto A_again = matmul(matmul(A, A_pinv), A); CHECK(allclose(A_again, A).item()); const auto A_pinv_again = matmul(matmul(A_pinv, A), A_pinv); CHECK(allclose(A_pinv_again, A_pinv).item()); } } TEST_CASE("test cross product") { using namespace mlx::core::linalg; // Test for vectors of length 3 array a = array({1.0, 2.0, 3.0}); array b = array({4.0, 5.0, 6.0}); array expected = array( {2.0 * 6.0 - 3.0 * 5.0, 3.0 * 4.0 - 1.0 * 6.0, 1.0 * 5.0 - 2.0 * 4.0}); array result = cross(a, b); CHECK(allclose(result, expected).item()); // Test for vectors of length 3 with negative values a = array({-1.0, -2.0, -3.0}); b = array({4.0, -5.0, 6.0}); expected = array( {-2.0 * 6.0 - (-3.0 * -5.0), -3.0 * 4.0 - (-1.0 * 6.0), -1.0 * -5.0 - (-2.0 * 4.0)}); result = cross(a, b); CHECK(allclose(result, expected).item()); // Test for incorrect vector size (should throw) b = array({1.0, 2.0}); expected = array( {-2.0 * 0.0 - (-3.0 * 2.0), -3.0 * 1.0 - (-1.0 * 0.0), -1.0 * 2.0 - (-2.0 * 1.0)}); result = cross(a, b); CHECK(allclose(result, expected).item()); // Test for vectors of length 3 with integer values a = array({1, 2, 3}); b = array({4, 5, 6}); expected = array({2 * 6 - 3 * 5, 3 * 4 - 1 * 6, 1 * 5 - 2 * 4}); result = cross(a, b); CHECK(allclose(result, expected).item()); } TEST_CASE("test matrix eigh") { // 0D and 1D throw CHECK_THROWS(linalg::eigh(array(0.0))); CHECK_THROWS(linalg::eigh(array({0.0, 1.0}))); CHECK_THROWS(linalg::eigvalsh(array(0.0))); CHECK_THROWS(linalg::eigvalsh(array({0.0, 1.0}))); // Unsupported types throw CHECK_THROWS(linalg::eigh(array({0, 1}, {1, 2}))); // Non-square throws CHECK_THROWS(linalg::eigh(array({1, 2, 3, 4, 5, 6}, {2, 3}))); // Test a simple 2x2 symmetric matrix array A = array({1.0, 2.0, 2.0, 4.0}, {2, 2}, float32); auto [eigvals, eigvecs] = linalg::eigh(A, "L", Device::cpu); // Expected eigenvalues array expected_eigvals = array({0.0, 5.0}); CHECK(allclose( eigvals, expected_eigvals, /* rtol = */ 1e-5, /* atol = */ 1e-5) .item()); // Verify orthogonality of eigenvectors CHECK(allclose( matmul(eigvecs, transpose(eigvecs)), eye(2), /* rtol = */ 1e-5, /* atol = */ 1e-5) .item()); // Verify eigendecomposition CHECK(allclose(matmul(A, eigvecs), eigvals * eigvecs).item()); } TEST_CASE("test lu") { // Test 2x2 matrix array a = array({1., 2., 3., 4.}, {2, 2}); auto out = linalg::lu(a, Device::cpu); auto L = take_along_axis(out[1], expand_dims(out[0], -1), -2); array expected = matmul(L, out[2]); CHECK(allclose(a, expected).item()); // Test 3x3 matrix a = array({1., 2., 3., 4., 5., 6., 7., 8., 10.}, {3, 3}); out = linalg::lu(a, Device::cpu); L = take_along_axis(out[1], expand_dims(out[0], -1), -2); expected = matmul(L, out[2]); CHECK(allclose(a, expected).item()); // Test batch dimension a = broadcast_to(a, {3, 3, 3}); out = linalg::lu(a, Device::cpu); L = take_along_axis(out[1], expand_dims(out[0], -1), -2); expected = matmul(L, out[2]); CHECK(allclose(a, expected).item()); } TEST_CASE("test solve") { // 0D and 1D throw CHECK_THROWS(linalg::solve(array(0.), array(0.), Device::cpu)); CHECK_THROWS(linalg::solve(array({0.}), array({0.}), Device::cpu)); // Unsupported types throw CHECK_THROWS( linalg::solve(array({0, 1, 1, 2}, {2, 2}), array({1, 3}), Device::cpu)); // Non-square throws array a = reshape(arange(6), {3, 2}); array b = reshape(arange(3), {3, 1}); CHECK_THROWS(linalg::solve(a, b, Device::cpu)); // Test 2x2 matrix with 1D rhs a = array({2., 1., 1., 3.}, {2, 2}); b = array({8., 13.}, {2}); array result = linalg::solve(a, b, Device::cpu); CHECK(allclose(matmul(a, result), b).item()); // Test 3x3 matrix a = array({1., 2., 3., 4., 5., 6., 7., 8., 10.}, {3, 3}); b = array({6., 15., 25.}, {3, 1}); result = linalg::solve(a, b, Device::cpu); CHECK(allclose(matmul(a, result), b).item()); // Test batch dimension a = broadcast_to(a, {5, 3, 3}); b = broadcast_to(b, {5, 3, 1}); result = linalg::solve(a, b, Device::cpu); CHECK(allclose(matmul(a, result), b).item()); // Test multi-column rhs a = array({2., 1., 1., 1., 3., 2., 1., 0., 0.}, {3, 3}); b = array({4., 2., 5., 3., 6., 1.}, {3, 2}); result = linalg::solve(a, b, Device::cpu); CHECK(allclose(matmul(a, result), b).item()); // Test batch multi-column rhs a = broadcast_to(a, {5, 3, 3}); b = broadcast_to(b, {5, 3, 2}); result = linalg::solve(a, b, Device::cpu); CHECK(allclose(matmul(a, result), b).item()); } TEST_CASE("test solve_triangluar") { // Test lower triangular matrix array a = array({2., 0., 0., 3., 1., 0., 1., -1., 1.}, {3, 3}); array b = array({2., 5., 0.}); array result = linalg::solve_triangular(a, b, /* upper = */ false, Device::cpu); array expected = array({1., 2., 1.}); CHECK(allclose(expected, result).item()); // Test upper triangular matrix a = array({2., 1., 3., 0., 4., 2., 0., 0., 1.}, {3, 3}); b = array({5., 14., 3.}); result = linalg::solve_triangular(a, b, /* upper = */ true, Device::cpu); expected = array({-3., 2., 3.}); CHECK(allclose(expected, result).item()); }