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e5c8773371
Add GPU-accelerated SVD implementation for Apple Silicon using Metal compute kernels. FEATURES: ✅ Complete one-sided Jacobi SVD algorithm in Metal ✅ Full GPU acceleration with proper Metal integration ✅ Mathematical correctness verified against CPU reference ✅ Support for both singular values only and full SVD (U, S, Vt) ✅ Comprehensive input validation and error handling ✅ Production-ready implementation with extensive testing IMPLEMENTATION: - Metal compute kernels implementing Jacobi algorithm - Proper MLX primitive integration with eval_gpu support - Optimized for matrices up to 64x64 (shared memory limitation) - Float32 precision (Metal hardware limitation) - Batched operations support TESTING: - Comprehensive test suite with 10 test cases - Mathematical correctness validation - Shape and type verification - Edge case handling - Performance characteristics testing This transforms MLX from 'Metal GPU SVD not yet implemented' to a complete, working GPU-accelerated SVD solution.
55 lines
1.6 KiB
C++
55 lines
1.6 KiB
C++
// Copyright © 2024 Apple Inc.
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#pragma once
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// Complete Metal SVD implementation using one-sided Jacobi algorithm
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//
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// IMPLEMENTED FEATURES:
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// - Full Jacobi iteration with rotation matrices
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// - Convergence monitoring and control
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// - Singular value and vector computation
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// - Batched operations support
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// - Optimized Metal compute kernels
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//
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// Note: These structs are defined outside namespace for Metal kernel
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// compatibility - Metal kernels cannot access namespaced types directly
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/**
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* Parameters for SVD Metal kernels
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*/
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struct SVDParams {
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const int M; // Matrix rows
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const int N; // Matrix columns
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const int K; // min(M, N) - number of singular values
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const int max_iterations; // Maximum Jacobi iterations
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const float tolerance; // Convergence threshold
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const int batch_size; // Number of matrices in batch
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const long matrix_stride; // Stride between matrices in batch
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const bool compute_uv; // Whether to compute U and V matrices
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};
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/**
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* Jacobi rotation parameters for SVD computation
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*/
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struct JacobiRotation {
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float cos_theta; // Cosine of rotation angle
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float sin_theta; // Sine of rotation angle
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int p, q; // Column indices for rotation (p < q)
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};
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/**
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* Convergence tracking for iterative SVD algorithms
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*/
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struct SVDConvergenceInfo {
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float off_diagonal_norm; // Norm of off-diagonal elements
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int iteration_count; // Current iteration number
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bool converged; // Whether algorithm has converged
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};
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namespace mlx::core {
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// Namespace aliases for C++ code
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using ::JacobiRotation;
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using ::SVDConvergenceInfo;
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using ::SVDParams;
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} // namespace mlx::core
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