mlx/python/tests/test_linalg.py
taher 077c1ee64a
QR factorization (#310)
* add qr factorization

---------

Co-authored-by: Awni Hannun <awni@apple.com>
2024-01-26 09:27:31 -08:00

126 lines
5.2 KiB
Python

# 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", -1, 1, float("inf"), -float("inf")]
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)
# 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:
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
)
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 @ 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 @ 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)))
if __name__ == "__main__":
unittest.main()