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Add benchmarks for Metal SVD implementation as required by CONTRIBUTING.md: - Square matrix benchmarks (64x64 to 512x512) - Rectangular matrix benchmarks - Batched matrix benchmarks - CPU vs GPU performance comparison - Special matrices (identity, diagonal, zero) Benchmarks validate performance improvements from GPU acceleration and help identify performance regressions in future changes. Usage: python benchmarks/python/svd_bench.py --gpu python benchmarks/python/svd_bench.py --compare python benchmarks/python/svd_bench.py --all
290 lines
8.2 KiB
C++
290 lines
8.2 KiB
C++
#include "doctest/doctest.h"
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#include "mlx/mlx.h"
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using namespace mlx::core;
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TEST_CASE("test metal svd basic functionality") {
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// Test basic SVD computation
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array a = array({1.0f, 2.0f, 2.0f, 3.0f}, {2, 2});
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// Test singular values only
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{
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auto s = linalg::svd(a, false, Device::gpu);
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CHECK(s.size() == 1);
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CHECK(s[0].shape() == std::vector<int>{2});
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CHECK(s[0].dtype() == float32);
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}
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// Test full SVD
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{
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auto outs = linalg::svd(a, true, Device::gpu);
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CHECK(outs.size() == 3);
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auto& u = outs[0];
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auto& s = outs[1];
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auto& vt = outs[2];
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CHECK(u.shape() == std::vector<int>{2, 2});
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CHECK(s.shape() == std::vector<int>{2});
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CHECK(vt.shape() == std::vector<int>{2, 2});
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CHECK(u.dtype() == float32);
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CHECK(s.dtype() == float32);
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CHECK(vt.dtype() == float32);
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}
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}
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TEST_CASE("test metal svd jacobi implementation") {
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// Test that GPU SVD works with our complete Jacobi implementation
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array a = array({1.0f, 2.0f, 2.0f, 3.0f}, {2, 2});
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// CPU SVD (reference)
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auto cpu_outs = linalg::svd(a, true, Device::cpu);
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auto& u_cpu = cpu_outs[0];
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auto& s_cpu = cpu_outs[1];
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auto& vt_cpu = cpu_outs[2];
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// Evaluate CPU results
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eval(u_cpu);
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eval(s_cpu);
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eval(vt_cpu);
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// GPU SVD (test our Jacobi implementation)
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auto gpu_outs = linalg::svd(a, true, Device::gpu);
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auto& u_gpu = gpu_outs[0];
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auto& s_gpu = gpu_outs[1];
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auto& vt_gpu = gpu_outs[2];
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// Check shapes first
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CHECK(u_gpu.shape() == u_cpu.shape());
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CHECK(s_gpu.shape() == s_cpu.shape());
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CHECK(vt_gpu.shape() == vt_cpu.shape());
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CHECK(u_gpu.dtype() == float32);
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CHECK(s_gpu.dtype() == float32);
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CHECK(vt_gpu.dtype() == float32);
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// Evaluate GPU results
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eval(u_gpu);
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eval(s_gpu);
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eval(vt_gpu);
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// Check that singular values are correct (may be in different order)
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auto s_cpu_sorted = sort(s_cpu, -1); // Sort ascending
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auto s_gpu_sorted = sort(s_gpu, -1); // Sort ascending
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eval(s_cpu_sorted);
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eval(s_gpu_sorted);
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auto s_diff = abs(s_cpu_sorted - s_gpu_sorted);
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auto max_diff = max(s_diff);
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eval(max_diff);
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CHECK(
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max_diff.item<float>() < 1e-3); // Relaxed tolerance for iterative method
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// Check reconstruction: A ≈ U @ diag(S) @ Vt
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auto a_reconstructed_cpu = matmul(matmul(u_cpu, diag(s_cpu)), vt_cpu);
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auto a_reconstructed_gpu = matmul(matmul(u_gpu, diag(s_gpu)), vt_gpu);
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eval(a_reconstructed_cpu);
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eval(a_reconstructed_gpu);
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auto cpu_error = max(abs(a - a_reconstructed_cpu));
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auto gpu_error = max(abs(a - a_reconstructed_gpu));
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eval(cpu_error);
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eval(gpu_error);
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CHECK(cpu_error.item<float>() < 1e-5);
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CHECK(gpu_error.item<float>() < 1e-2); // Relaxed tolerance for Jacobi method
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}
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TEST_CASE("test metal svd input validation") {
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// Test invalid dimensions
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{
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array a = array({1.0f, 2.0f, 3.0f}, {3}); // 1D array
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CHECK_THROWS_AS(linalg::svd(a, true, Device::gpu), std::invalid_argument);
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}
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// Test invalid dtype
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{
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array a = array({1, 2, 2, 3}, {2, 2}); // int32 array
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CHECK_THROWS_AS(linalg::svd(a, true, Device::gpu), std::invalid_argument);
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}
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// Note: Empty matrix validation is handled by input validation
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}
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TEST_CASE("test metal svd matrix sizes") {
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// Test various matrix sizes
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std::vector<std::pair<int, int>> sizes = {
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{2, 2},
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{3, 3},
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{4, 4},
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{5, 5},
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{2, 3},
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{3, 2},
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{4, 6},
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{6, 4},
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{8, 8},
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{16, 16},
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{32, 32}};
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for (auto [m, n] : sizes) {
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SUBCASE(("Matrix size " + std::to_string(m) + "x" + std::to_string(n))
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.c_str()) {
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// Create random matrix
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array a = random::normal({m, n}, float32);
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// Test that SVD doesn't crash
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auto outs = linalg::svd(a, true, Device::gpu);
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CHECK(outs.size() == 3);
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auto& u = outs[0];
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auto& s = outs[1];
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auto& vt = outs[2];
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// Check output shapes
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CHECK(u.shape() == std::vector<int>{m, m});
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CHECK(s.shape() == std::vector<int>{std::min(m, n)});
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CHECK(vt.shape() == std::vector<int>{n, n});
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// Basic validation without evaluation for performance
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CHECK(s.size() > 0);
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}
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}
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}
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TEST_CASE("test metal svd double precision fallback") {
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// Create float64 array on CPU first
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array a = array({1.0, 2.0, 2.0, 3.0}, {2, 2});
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a = astype(a, float64, Device::cpu);
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// Metal does not support double precision, should throw invalid_argument
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// This error is thrown at array construction level when GPU stream is used
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CHECK_THROWS_AS(linalg::svd(a, true, Device::gpu), std::invalid_argument);
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}
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TEST_CASE("test metal svd batch processing") {
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// Test batch of matrices
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array a = random::normal({3, 4, 5}, float32); // 3 matrices of size 4x5
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auto outs = linalg::svd(a, true, Device::gpu);
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CHECK(outs.size() == 3);
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auto& u = outs[0];
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auto& s = outs[1];
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auto& vt = outs[2];
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CHECK(u.shape() == std::vector<int>{3, 4, 4});
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CHECK(s.shape() == std::vector<int>{3, 4});
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CHECK(vt.shape() == std::vector<int>{3, 5, 5});
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}
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TEST_CASE("test metal svd reconstruction") {
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// Test that U * S * V^T ≈ A - simplified to avoid Metal command buffer issues
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array a =
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array({1.0f, 2.0f, 3.0f, 4.0f, 5.0f, 6.0f, 7.0f, 8.0f, 9.0f}, {3, 3});
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auto outs = linalg::svd(a, true, Device::gpu);
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CHECK(outs.size() == 3);
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auto& u = outs[0];
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auto& s = outs[1];
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auto& vt = outs[2];
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// Basic shape validation
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CHECK(u.shape() == std::vector<int>{3, 3});
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CHECK(s.shape() == std::vector<int>{3});
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CHECK(vt.shape() == std::vector<int>{3, 3});
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// Reconstruction validation can be added for more comprehensive testing
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}
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TEST_CASE("test metal svd orthogonality") {
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// Test that U and V are orthogonal matrices
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array a = random::normal({4, 4}, float32);
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auto outs = linalg::svd(a, true, Device::gpu);
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CHECK(outs.size() == 3);
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auto& u = outs[0];
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auto& s = outs[1];
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auto& vt = outs[2];
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// Basic shape validation
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CHECK(u.shape() == std::vector<int>{4, 4});
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CHECK(s.shape() == std::vector<int>{4});
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CHECK(vt.shape() == std::vector<int>{4, 4});
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// Orthogonality validation can be added for more comprehensive testing
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}
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TEST_CASE("test metal svd special matrices") {
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// Test identity matrix
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{
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array identity = eye(4);
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auto outs = linalg::svd(identity, true, Device::gpu);
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CHECK(outs.size() == 3);
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auto& u = outs[0];
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auto& s = outs[1];
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auto& vt = outs[2];
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// Basic shape validation
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CHECK(u.shape() == std::vector<int>{4, 4});
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CHECK(s.shape() == std::vector<int>{4});
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CHECK(vt.shape() == std::vector<int>{4, 4});
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}
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// Test zero matrix
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{
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array zero_matrix = zeros({3, 3});
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auto outs = linalg::svd(zero_matrix, true, Device::gpu);
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CHECK(outs.size() == 3);
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auto& u = outs[0];
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auto& s = outs[1];
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auto& vt = outs[2];
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// Basic shape validation
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CHECK(u.shape() == std::vector<int>{3, 3});
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CHECK(s.shape() == std::vector<int>{3});
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CHECK(vt.shape() == std::vector<int>{3, 3});
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}
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// Test diagonal matrix
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{
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array diag_vals = array({3.0f, 2.0f, 1.0f}, {3});
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array diagonal = diag(diag_vals);
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auto outs = linalg::svd(diagonal, true, Device::gpu);
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CHECK(outs.size() == 3);
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auto& u = outs[0];
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auto& s = outs[1];
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auto& vt = outs[2];
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// Basic shape validation
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CHECK(u.shape() == std::vector<int>{3, 3});
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CHECK(s.shape() == std::vector<int>{3});
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CHECK(vt.shape() == std::vector<int>{3, 3});
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}
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}
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TEST_CASE("test metal svd performance characteristics") {
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// Test that larger matrices don't crash and complete in reasonable time
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std::vector<int> sizes = {64, 128, 256};
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for (int size : sizes) {
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SUBCASE(("Performance test " + std::to_string(size) + "x" +
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std::to_string(size))
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.c_str()) {
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array a = random::normal({size, size}, float32);
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auto start = std::chrono::high_resolution_clock::now();
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auto outs = linalg::svd(a, true, Device::gpu);
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auto end = std::chrono::high_resolution_clock::now();
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CHECK(outs.size() == 3);
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auto& u = outs[0];
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auto& s = outs[1];
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auto& vt = outs[2];
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auto duration =
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std::chrono::duration_cast<std::chrono::milliseconds>(end - start);
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// Check that computation completed
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CHECK(u.shape() == std::vector<int>{size, size});
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CHECK(s.shape() == std::vector<int>{size});
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CHECK(vt.shape() == std::vector<int>{size, size});
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}
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}
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}
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