# Copyright © 2023 Apple Inc. import itertools import math import unittest import mlx.core as mx import mlx_tests import numpy as np class TestLinalg(mlx_tests.MLXTestCase): def test_norm(self): vector_ords = [None, 0.5, 0, 1, 2, 3, -1, float("inf"), -float("inf")] matrix_ords = [None, "fro", "nuc", -1, 1, -2, 2, float("inf"), -float("inf")] for shape in [(3,), (2, 3), (2, 3, 3)]: x_mx = mx.arange(1, math.prod(shape) + 1, dtype=mx.float32).reshape(shape) x_np = np.arange(1, math.prod(shape) + 1, dtype=np.float32).reshape(shape) # Test when at least one axis is provided for num_axes in range(1, len(shape)): if num_axes == 1: ords = vector_ords else: ords = matrix_ords for axis in itertools.combinations(range(len(shape)), num_axes): for keepdims in [True, False]: for o in ords: stream = ( mx.cpu if o in ["nuc", -2, 2] else mx.default_device() ) out_np = np.linalg.norm( x_np, ord=o, axis=axis, keepdims=keepdims ) out_mx = mx.linalg.norm( x_mx, ord=o, axis=axis, keepdims=keepdims, stream=stream ) with self.subTest( shape=shape, ord=o, axis=axis, keepdims=keepdims ): self.assertTrue( np.allclose(out_np, out_mx, atol=1e-5, rtol=1e-6) ) # Test only ord provided for shape in [(3,), (2, 3)]: x_mx = mx.arange(1, math.prod(shape) + 1).reshape(shape) x_np = np.arange(1, math.prod(shape) + 1).reshape(shape) for o in [None, 1, -1, float("inf"), -float("inf")]: for keepdims in [True, False]: out_np = np.linalg.norm(x_np, ord=o, keepdims=keepdims) out_mx = mx.linalg.norm(x_mx, ord=o, keepdims=keepdims) with self.subTest(shape=shape, ord=o, keepdims=keepdims): self.assertTrue( np.allclose(out_np, out_mx, atol=1e-5, rtol=1e-6) ) # Test no ord and no axis provided for shape in [(3,), (2, 3), (2, 3, 3)]: x_mx = mx.arange(1, math.prod(shape) + 1).reshape(shape) x_np = np.arange(1, math.prod(shape) + 1).reshape(shape) for keepdims in [True, False]: out_np = np.linalg.norm(x_np, keepdims=keepdims) out_mx = mx.linalg.norm(x_mx, keepdims=keepdims) with self.subTest(shape=shape, keepdims=keepdims): self.assertTrue(np.allclose(out_np, out_mx, atol=1e-5, rtol=1e-6)) def test_complex_norm(self): for shape in [(3,), (2, 3), (2, 3, 3)]: x_np = np.random.uniform(size=shape).astype( np.float32 ) + 1j * np.random.uniform(size=shape).astype(np.float32) x_mx = mx.array(x_np) out_np = np.linalg.norm(x_np) out_mx = mx.linalg.norm(x_mx) with self.subTest(shape=shape): self.assertTrue(np.allclose(out_np, out_mx, atol=1e-5, rtol=1e-6)) for num_axes in range(1, len(shape)): for axis in itertools.combinations(range(len(shape)), num_axes): out_np = np.linalg.norm(x_np, axis=axis) out_mx = mx.linalg.norm(x_mx, axis=axis) with self.subTest(shape=shape, axis=axis): self.assertTrue( np.allclose(out_np, out_mx, atol=1e-5, rtol=1e-6) ) x_np = np.random.uniform(size=(4, 4)).astype( np.float32 ) + 1j * np.random.uniform(size=(4, 4)).astype(np.float32) x_mx = mx.array(x_np) out_np = np.linalg.norm(x_np, ord="fro") out_mx = mx.linalg.norm(x_mx, ord="fro") self.assertTrue(np.allclose(out_np, out_mx, atol=1e-5, rtol=1e-6)) def test_qr_factorization(self): with self.assertRaises(ValueError): mx.linalg.qr(mx.array(0.0)) with self.assertRaises(ValueError): mx.linalg.qr(mx.array([0.0, 1.0])) with self.assertRaises(ValueError): mx.linalg.qr(mx.array([[0, 1], [1, 0]])) A = mx.array([[2.0, 3.0], [1.0, 2.0]]) Q, R = mx.linalg.qr(A, stream=mx.cpu) out = Q @ R self.assertTrue(mx.allclose(out, A)) out = Q.T @ Q 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))) self.assertEqual(Q.dtype, mx.float32) self.assertEqual(R.dtype, mx.float32) # Multiple matrices B = mx.array([[-1.0, 2.0], [-4.0, 1.0]]) A = mx.stack([A, B]) Q, R = mx.linalg.qr(A, stream=mx.cpu) for a, q, r in zip(A, Q, R): out = q @ r self.assertTrue(mx.allclose(out, a)) out = q.T @ q 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))) # Non square matrices for shape in [(4, 8), (8, 4)]: A = mx.random.uniform(shape=shape) Q, R = mx.linalg.qr(A, stream=mx.cpu) out = Q @ R self.assertTrue(mx.allclose(out, A, rtol=1e-4, atol=1e-6)) out = Q.T @ Q self.assertTrue( mx.allclose(out, mx.eye(min(A.shape)), rtol=1e-4, atol=1e-6) ) 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, compute_uv=True, stream=mx.cpu) self.assertTrue( mx.allclose(U[:, : len(S)] @ mx.diag(S) @ Vt, A, rtol=1e-5, atol=1e-7) ) S = mx.linalg.svd(A, compute_uv=False, stream=mx.cpu) self.assertTrue( mx.allclose( mx.linalg.norm(S), mx.linalg.norm(A, ord="fro"), rtol=1e-5, atol=1e-7 ) ) # Multiple matrices B = A + 10.0 AB = mx.stack([A, B]) Us, Ss, Vts = mx.linalg.svd(AB, compute_uv=True, 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) ) Ss = mx.linalg.svd(AB, compute_uv=False, stream=mx.cpu) for M, S in zip([A, B], Ss): self.assertTrue( mx.allclose( mx.linalg.norm(S), mx.linalg.norm(M, ord="fro"), rtol=1e-5, atol=1e-7, ) ) def test_inverse(self): A = mx.array([[1, 2, 3], [6, -5, 4], [-9, 8, 7]], dtype=mx.float32) A_inv = mx.linalg.inv(A, stream=mx.cpu) self.assertTrue(mx.allclose(A @ A_inv, mx.eye(A.shape[0]), rtol=0, atol=1e-6)) # Multiple matrices B = A - 100 AB = mx.stack([A, B]) invs = mx.linalg.inv(AB, stream=mx.cpu) for M, M_inv in zip(AB, invs): self.assertTrue( mx.allclose(M @ M_inv, mx.eye(M.shape[0]), rtol=0, atol=1e-5) ) def test_tri_inverse(self): for upper in (False, True): A = mx.array([[1, 0, 0], [6, -5, 0], [-9, 8, 7]], dtype=mx.float32) B = mx.array([[7, 0, 0], [3, -2, 0], [1, 8, 3]], dtype=mx.float32) if upper: A = A.T B = B.T AB = mx.stack([A, B]) invs = mx.linalg.tri_inv(AB, upper=upper, stream=mx.cpu) for M, M_inv in zip(AB, invs): self.assertTrue( mx.allclose(M @ M_inv, mx.eye(M.shape[0]), rtol=0, atol=1e-5) ) # Ensure that tri_inv will 0-out the supposedly 0 triangle x = mx.random.normal((2, 8, 8)) y1 = mx.linalg.tri_inv(x, upper=True, stream=mx.cpu) y2 = mx.linalg.tri_inv(x, upper=False, stream=mx.cpu) self.assertTrue(mx.all(y1 == mx.triu(y1))) self.assertTrue(mx.all(y2 == mx.tril(y2))) 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)) def test_pseudo_inverse(self): A = mx.array([[1, 2, 3], [6, -5, 4], [-9, 8, 7]], dtype=mx.float32) A_plus = mx.linalg.pinv(A, stream=mx.cpu) self.assertTrue(mx.allclose(A @ A_plus @ A, A, rtol=0, atol=1e-5)) # Multiple matrices B = A - 100 AB = mx.stack([A, B]) pinvs = mx.linalg.pinv(AB, stream=mx.cpu) for M, M_plus in zip(AB, pinvs): self.assertTrue(mx.allclose(M @ M_plus @ M, M, rtol=0, atol=1e-3)) # Test singular matrix A = mx.array([[4.0, 1.0], [4.0, 1.0]]) A_plus = mx.linalg.pinv(A, stream=mx.cpu) self.assertTrue(mx.allclose(A @ A_plus @ A, A)) def test_cholesky_inv(self): mx.random.seed(7) 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 N = 3 A = mx.random.uniform(shape=(N, N)) A = A @ A.T for upper in (False, True): L = mx.linalg.cholesky(A, upper=upper, stream=mx.cpu) A_inv = mx.linalg.cholesky_inv(L, upper=upper, stream=mx.cpu) self.assertTrue(mx.allclose(A @ A_inv, mx.eye(N), atol=1e-4)) # Multiple matrices B = A + 1 / 9 AB = mx.stack([A, B]) Ls = mx.linalg.cholesky(AB, stream=mx.cpu) for upper in (False, True): Ls = mx.linalg.cholesky(AB, upper=upper, stream=mx.cpu) AB_inv = mx.linalg.cholesky_inv(Ls, upper=upper, stream=mx.cpu) for M, M_inv in zip(AB, AB_inv): self.assertTrue(mx.allclose(M @ M_inv, mx.eye(N), atol=1e-4)) def test_cross_product(self): a = mx.array([1.0, 2.0, 3.0]) b = mx.array([4.0, 5.0, 6.0]) result = mx.linalg.cross(a, b) expected = np.cross(a, b) self.assertTrue(np.allclose(result, expected)) # Test with negative values a = mx.array([-1.0, -2.0, -3.0]) b = mx.array([4.0, -5.0, 6.0]) result = mx.linalg.cross(a, b) expected = np.cross(a, b) self.assertTrue(np.allclose(result, expected)) # Test with integer values a = mx.array([1, 2, 3]) b = mx.array([4, 5, 6]) result = mx.linalg.cross(a, b) expected = np.cross(a, b) self.assertTrue(np.allclose(result, expected)) # Test with 2D arrays and axis parameter a = mx.array([[1.0, 2.0, 3.0], [4.0, 5.0, 6.0]]) b = mx.array([[4.0, 5.0, 6.0], [1.0, 2.0, 3.0]]) result = mx.linalg.cross(a, b, axis=1) expected = np.cross(a, b, axis=1) self.assertTrue(np.allclose(result, expected)) # Test with broadcast a = mx.random.uniform(shape=(2, 1, 3)) b = mx.random.uniform(shape=(1, 2, 3)) result = mx.linalg.cross(a, b) expected = np.cross(a, b) self.assertTrue(np.allclose(result, expected)) # Type promotion a = mx.array([1.0, 2.0, 3.0]) b = mx.array([4, 5, 6]) result = mx.linalg.cross(a, b) expected = np.cross(a, b) self.assertTrue(np.allclose(result, expected)) # Test with incorrect vector size (should raise an exception) a = mx.array([1.0]) b = mx.array([4.0]) with self.assertRaises(ValueError): mx.linalg.cross(a, b) def test_eig(self): tols = {"atol": 1e-5, "rtol": 1e-5} def check_eigs_and_vecs(A_np, kwargs={}): A = mx.array(A_np) eig_vals, eig_vecs = mx.linalg.eig(A, stream=mx.cpu, **kwargs) self.assertTrue( mx.allclose(A @ eig_vecs, eig_vals[..., None, :] * eig_vecs, **tols) ) eig_vals_only = mx.linalg.eigvals(A, stream=mx.cpu, **kwargs) self.assertTrue(mx.allclose(eig_vals, eig_vals_only, **tols)) # Test a simple 2x2 matrix A_np = np.array([[1.0, 1.0], [3.0, 4.0]], dtype=np.float32) check_eigs_and_vecs(A_np) # Test complex eigenvalues A_np = np.array([[1.0, -1.0], [1.0, 1.0]], dtype=np.float32) check_eigs_and_vecs(A_np) # Test a larger random symmetric matrix n = 5 np.random.seed(1) A_np = np.random.randn(n, n).astype(np.float32) check_eigs_and_vecs(A_np) # Test with batched input A_np = np.random.randn(3, n, n).astype(np.float32) check_eigs_and_vecs(A_np) # Test error cases with self.assertRaises(ValueError): mx.linalg.eig(mx.array([1.0, 2.0])) # 1D array with self.assertRaises(ValueError): mx.linalg.eig( mx.array([[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]]) ) # Non-square matrix with self.assertRaises(ValueError): mx.linalg.eigvals(mx.array([1.0, 2.0])) # 1D array with self.assertRaises(ValueError): mx.linalg.eigvals( mx.array([[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]]) ) # Non-square matrix def test_eigh(self): tols = {"atol": 1e-5, "rtol": 1e-5} def check_eigs_and_vecs(A_np, kwargs={}): A = mx.array(A_np) eig_vals, eig_vecs = mx.linalg.eigh(A, stream=mx.cpu, **kwargs) eig_vals_np, _ = np.linalg.eigh(A_np, **kwargs) self.assertTrue(np.allclose(eig_vals, eig_vals_np, **tols)) self.assertTrue( mx.allclose(A @ eig_vecs, eig_vals[..., None, :] * eig_vecs, **tols) ) eig_vals_only = mx.linalg.eigvalsh(A, stream=mx.cpu, **kwargs) self.assertTrue(mx.allclose(eig_vals, eig_vals_only, **tols)) # Test a simple 2x2 symmetric matrix A_np = np.array([[1.0, 2.0], [2.0, 4.0]], dtype=np.float32) check_eigs_and_vecs(A_np) # Test a larger random symmetric matrix n = 5 np.random.seed(1) A_np = np.random.randn(n, n).astype(np.float32) A_np = (A_np + A_np.T) / 2 check_eigs_and_vecs(A_np) # Test with upper triangle check_eigs_and_vecs(A_np, {"UPLO": "U"}) # Test with batched input A_np = np.random.randn(3, n, n).astype(np.float32) A_np = (A_np + np.transpose(A_np, (0, 2, 1))) / 2 check_eigs_and_vecs(A_np) # Test with complex inputs A_np = ( np.random.randn(8, 8, 2).astype(np.float32).view(np.complex64).squeeze(-1) ) A_np = A_np + A_np.T.conj() check_eigs_and_vecs(A_np) # Test error cases with self.assertRaises(ValueError): mx.linalg.eigh(mx.array([1.0, 2.0])) # 1D array with self.assertRaises(ValueError): mx.linalg.eigh( mx.array([[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]]) ) # Non-square matrix with self.assertRaises(ValueError): mx.linalg.eigvalsh(mx.array([1.0, 2.0])) # 1D array with self.assertRaises(ValueError): mx.linalg.eigvalsh( mx.array([[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]]) ) # Non-square matrix def test_lu(self): with self.assertRaises(ValueError): mx.linalg.lu(mx.array(0.0), stream=mx.cpu) with self.assertRaises(ValueError): mx.linalg.lu(mx.array([0.0, 1.0]), stream=mx.cpu) with self.assertRaises(ValueError): mx.linalg.lu(mx.array([[0, 1], [1, 0]]), stream=mx.cpu) # Test 3x3 matrix a = mx.array([[3.0, 1.0, 2.0], [1.0, 8.0, 6.0], [9.0, 2.0, 5.0]]) P, L, U = mx.linalg.lu(a, stream=mx.cpu) self.assertTrue(mx.allclose(L[P, :] @ U, a)) # Test batch dimension a = mx.broadcast_to(a, (5, 5, 3, 3)) P, L, U = mx.linalg.lu(a, stream=mx.cpu) L = mx.take_along_axis(L, P[..., None], axis=-2) self.assertTrue(mx.allclose(L @ U, a)) # Test non-square matrix a = mx.array([[3.0, 1.0, 2.0], [1.0, 8.0, 6.0]]) P, L, U = mx.linalg.lu(a, stream=mx.cpu) self.assertTrue(mx.allclose(L[P, :] @ U, a)) a = mx.array([[3.0, 1.0], [1.0, 8.0], [9.0, 2.0]]) P, L, U = mx.linalg.lu(a, stream=mx.cpu) self.assertTrue(mx.allclose(L[P, :] @ U, a)) def test_lu_factor(self): mx.random.seed(7) # Test 3x3 matrix a = mx.random.uniform(shape=(5, 5)) LU, pivots = mx.linalg.lu_factor(a, stream=mx.cpu) n = a.shape[-1] pivots = pivots.tolist() perm = list(range(n)) for i in range(len(pivots)): perm[i], perm[pivots[i]] = perm[pivots[i]], perm[i] L = mx.add(mx.tril(LU, k=-1), mx.eye(n)) U = mx.triu(LU) self.assertTrue(mx.allclose(L @ U, a[perm, :])) def test_solve(self): mx.random.seed(7) # Test 3x3 matrix with 1D rhs a = mx.array([[3.0, 1.0, 2.0], [1.0, 8.0, 6.0], [9.0, 2.0, 5.0]]) b = mx.array([11.0, 35.0, 28.0]) result = mx.linalg.solve(a, b, stream=mx.cpu) expected = np.linalg.solve(a, b) self.assertTrue(np.allclose(result, expected)) # Test symmetric positive-definite matrix N = 5 a = mx.random.uniform(shape=(N, N)) a = mx.matmul(a, a.T) + N * mx.eye(N) b = mx.random.uniform(shape=(N, 1)) result = mx.linalg.solve(a, b, stream=mx.cpu) expected = np.linalg.solve(a, b) self.assertTrue(np.allclose(result, expected)) # Test batch dimension a = mx.random.uniform(shape=(5, 5, 4, 4)) b = mx.random.uniform(shape=(5, 5, 4, 1)) result = mx.linalg.solve(a, b, stream=mx.cpu) expected = np.linalg.solve(a, b) self.assertTrue(np.allclose(result, expected, atol=1e-5)) # Test large matrix N = 1000 a = mx.random.uniform(shape=(N, N)) b = mx.random.uniform(shape=(N, 1)) result = mx.linalg.solve(a, b, stream=mx.cpu) expected = np.linalg.solve(a, b) self.assertTrue(np.allclose(result, expected, atol=1e-3)) # Test multi-column rhs a = mx.random.uniform(shape=(5, 5)) b = mx.random.uniform(shape=(5, 8)) result = mx.linalg.solve(a, b, stream=mx.cpu) expected = np.linalg.solve(a, b) self.assertTrue(np.allclose(result, expected)) # Test batched multi-column rhs a = mx.broadcast_to(a, (3, 2, 5, 5)) b = mx.broadcast_to(b, (3, 1, 5, 8)) result = mx.linalg.solve(a, b, stream=mx.cpu) expected = np.linalg.solve(a, b) self.assertTrue(np.allclose(result, expected, rtol=1e-5, atol=1e-5)) def test_solve_triangular(self): # Test lower triangular matrix a = mx.array([[4.0, 0.0, 0.0], [2.0, 3.0, 0.0], [1.0, -2.0, 5.0]]) b = mx.array([8.0, 14.0, 3.0]) result = mx.linalg.solve_triangular(a, b, upper=False, stream=mx.cpu) expected = np.linalg.solve(a, b) self.assertTrue(np.allclose(result, expected)) # Test upper triangular matrix a = mx.array([[3.0, 2.0, 1.0], [0.0, 5.0, 4.0], [0.0, 0.0, 6.0]]) b = mx.array([13.0, 33.0, 18.0]) result = mx.linalg.solve_triangular(a, b, upper=True, stream=mx.cpu) expected = np.linalg.solve(a, b) self.assertTrue(np.allclose(result, expected)) # Test batch multi-column rhs a = mx.broadcast_to(a, (3, 4, 3, 3)) b = mx.broadcast_to(mx.expand_dims(b, -1), (3, 4, 3, 8)) result = mx.linalg.solve_triangular(a, b, upper=True, stream=mx.cpu) expected = np.linalg.solve(a, b) self.assertTrue(np.allclose(result, expected)) if __name__ == "__main__": mlx_tests.MLXTestRunner()