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| // Copyright © 2023-2024 Apple Inc. | |
| 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<float>(), 2.0f); | |
| CHECK_THROWS(norm(x, 0)); | |
| x = array({1, 2, 3}); | |
| float expected = std::sqrt(1 + 4 + 9); | |
| CHECK_EQ(norm(x).item<float>(), doctest::Approx(expected)); | |
| CHECK_EQ(norm(x, 0, false).item<float>(), doctest::Approx(expected)); | |
| CHECK_EQ(norm(x, -1, false).item<float>(), 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<float>(), doctest::Approx(expected)); | |
| CHECK_EQ( | |
| norm(x, std::vector<int>{0, 1}).item<float>(), 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<bool>()); | |
| 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<bool>()); | |
| 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<bool>()); | |
| CHECK(allclose( | |
| norm(x, std::vector<int>{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<bool>()); | |
| CHECK_THROWS(norm(x, std::vector<int>{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<float>(), doctest::Approx(expected)); | |
| CHECK_EQ(norm(x, 2.0, 0).item<float>(), doctest::Approx(expected)); | |
| CHECK_THROWS(norm(x, 2.0, 1)); | |
| expected = 1 + 2 + 3; | |
| CHECK_EQ(norm(x, 1.0).item<float>(), doctest::Approx(expected)); | |
| expected = 3; | |
| CHECK_EQ(norm(x, 0.0).item<float>(), doctest::Approx(expected)); | |
| expected = 3; | |
| CHECK_EQ( | |
| norm(x, std::numeric_limits<double>::infinity()).item<float>(), | |
| doctest::Approx(expected)); | |
| expected = 1; | |
| CHECK_EQ( | |
| norm(x, -std::numeric_limits<double>::infinity()).item<float>(), | |
| 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<bool>()); | |
| 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<bool>()); | |
| CHECK_EQ( | |
| norm(x, 1.0, std::vector<int>{0, 1}).item<float>(), | |
| doctest::Approx(15.0)); | |
| CHECK_EQ( | |
| norm(x, 1.0, std::vector<int>{1, 0}).item<float>(), | |
| doctest::Approx(21.0)); | |
| CHECK_EQ( | |
| norm(x, -1.0, std::vector<int>{0, 1}).item<float>(), | |
| doctest::Approx(9.0)); | |
| CHECK_EQ( | |
| norm(x, -1.0, std::vector<int>{1, 0}).item<float>(), | |
| doctest::Approx(3.0)); | |
| CHECK_EQ( | |
| norm(x, 2.0, std::vector<int>{0, 1}, false, Device::cpu).item<float>(), | |
| doctest::Approx(14.226707)); | |
| CHECK_EQ( | |
| norm(x, 2.0, std::vector<int>{1, 0}, false, Device::cpu).item<float>(), | |
| doctest::Approx(14.226707)); | |
| CHECK_EQ( | |
| norm(x, -2.0, std::vector<int>{0, 1}, false, Device::cpu).item<float>(), | |
| doctest::Approx(0.0)); | |
| CHECK_EQ( | |
| norm(x, -2.0, std::vector<int>{1, 0}, false, Device::cpu).item<float>(), | |
| doctest::Approx(0.0)); | |
| CHECK_EQ(norm(x, 1.0, std::vector<int>{0, 1}, true).shape(), Shape{1, 1}); | |
| CHECK_EQ(norm(x, 1.0, std::vector<int>{1, 0}, true).shape(), Shape{1, 1}); | |
| CHECK_EQ(norm(x, -1.0, std::vector<int>{0, 1}, true).shape(), Shape{1, 1}); | |
| CHECK_EQ(norm(x, -1.0, std::vector<int>{1, 0}, true).shape(), Shape{1, 1}); | |
| CHECK_EQ( | |
| norm(x, 2.0, std::vector<int>{0, 1}, true, Device::cpu).shape(), | |
| Shape{1, 1}); | |
| CHECK_EQ( | |
| norm(x, 2.0, std::vector<int>{1, 0}, true, Device::cpu).shape(), | |
| Shape{1, 1}); | |
| CHECK_EQ( | |
| norm(x, -2.0, std::vector<int>{0, 1}, true, Device::cpu).shape(), | |
| Shape{1, 1}); | |
| CHECK_EQ( | |
| norm(x, -2.0, std::vector<int>{1, 0}, true, Device::cpu).shape(), | |
| Shape{1, 1}); | |
| CHECK_EQ( | |
| norm(x, -1.0, std::vector<int>{-2, -1}, false).item<float>(), | |
| doctest::Approx(9.0)); | |
| CHECK_EQ( | |
| norm(x, 1.0, std::vector<int>{-2, -1}, false).item<float>(), | |
| doctest::Approx(15.0)); | |
| CHECK_EQ( | |
| norm(x, -2.0, std::vector<int>{-2, -1}, false, Device::cpu).item<float>(), | |
| doctest::Approx(0.0)); | |
| CHECK_EQ( | |
| norm(x, 2.0, std::vector<int>{-2, -1}, false, Device::cpu).item<float>(), | |
| 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<bool>()); | |
| CHECK(allclose( | |
| norm(x, 3.0, 2), | |
| array( | |
| {2.08008382, | |
| 6., | |
| 10.23127655, | |
| 14.5180117, | |
| 18.82291607, | |
| 23.13593104}, | |
| {2, 3})) | |
| .item<bool>()); | |
| CHECK( | |
| allclose( | |
| norm(x, 0.0, 0), array({1., 2., 2., 2., 2., 2., 2., 2., 2.}, {3, 3})) | |
| .item<bool>()); | |
| CHECK(allclose(norm(x, 0.0, 1), array({2., 3., 3., 3., 3., 3.}, {2, 3})) | |
| .item<bool>()); | |
| CHECK(allclose(norm(x, 0.0, 2), array({2., 3., 3., 3., 3., 3.}, {2, 3})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, 1.0, 0), | |
| array({9., 11., 13., 15., 17., 19., 21., 23., 25.}, {3, 3})) | |
| .item<bool>()); | |
| CHECK(allclose(norm(x, 1.0, 1), array({9., 12., 15., 36., 39., 42.}, {2, 3})) | |
| .item<bool>()); | |
| CHECK(allclose(norm(x, 1.0, 2), array({3., 12., 21., 30., 39., 48.}, {2, 3})) | |
| .item<bool>()); | |
| CHECK(allclose(norm(x, 1.0, std::vector<int>{0, 1}), array({21., 23., 25.})) | |
| .item<bool>()); | |
| CHECK(allclose(norm(x, 1.0, std::vector<int>{1, 2}), array({15., 42.})) | |
| .item<bool>()); | |
| CHECK(allclose(norm(x, -1.0, std::vector<int>{0, 1}), array({9., 11., 13.})) | |
| .item<bool>()); | |
| CHECK(allclose(norm(x, -1.0, std::vector<int>{1, 2}), array({9., 36.})) | |
| .item<bool>()); | |
| CHECK(allclose(norm(x, -1.0, std::vector<int>{1, 0}), array({9., 12., 15.})) | |
| .item<bool>()); | |
| CHECK(allclose(norm(x, -1.0, std::vector<int>{2, 1}), array({3, 30})) | |
| .item<bool>()); | |
| CHECK(allclose(norm(x, -1.0, std::vector<int>{1, 2}), array({9, 36})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, 2.0, std::vector<int>{0, 1}, false, Device::cpu), | |
| array({22.045408, 24.155825, 26.318918})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, 2.0, std::vector<int>{1, 2}, false, Device::cpu), | |
| array({14.226707, 39.759212})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, -2.0, std::vector<int>{0, 1}, false, Device::cpu), | |
| array({3, 2.7378995, 2.5128777})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, -2.0, std::vector<int>{1, 2}, false, Device::cpu), | |
| array({4.979028e-16, 7.009628e-16}), | |
| /* rtol = */ 1e-5, | |
| /* atol = */ 1e-6) | |
| .item<bool>()); | |
| } | |
| 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<int>{0, 1}).item<float>(), | |
| doctest::Approx(14.2828568570857)); | |
| CHECK_EQ( | |
| norm(x, "fro", std::vector<int>{0, 1}).item<float>(), | |
| doctest::Approx(14.2828568570857)); | |
| CHECK_EQ( | |
| norm(x, "nuc", std::vector<int>{0, 1}, false, Device::cpu).item<float>(), | |
| doctest::Approx(15.491934)); | |
| x = reshape(arange(18, float32), {2, 3, 3}); | |
| CHECK(allclose( | |
| norm(x, "fro", std::vector<int>{0, 1}), | |
| array({22.24859546, 24.31049156, 26.43860813})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, "fro", std::vector<int>{1, 2}), | |
| array({14.28285686, 39.7617907})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, "f", std::vector<int>{0, 1}), | |
| array({22.24859546, 24.31049156, 26.43860813})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, "f", std::vector<int>{1, 0}), | |
| array({22.24859546, 24.31049156, 26.43860813})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, "f", std::vector<int>{1, 2}), | |
| array({14.28285686, 39.7617907})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, "f", std::vector<int>{2, 1}), | |
| array({14.28285686, 39.7617907})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, "nuc", std::vector<int>{0, 1}, false, Device::cpu), | |
| array({25.045408, 26.893724, 28.831797})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, "nuc", std::vector<int>{1, 2}, false, Device::cpu), | |
| array({15.491934, 40.211937})) | |
| .item<bool>()); | |
| CHECK(allclose( | |
| norm(x, "nuc", std::vector<int>{-2, -1}, false, Device::cpu), | |
| array({15.491934, 40.211937})) | |
| .item<bool>()); | |
| } | |
| 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<bool>()); | |
| out = matmul(Q, Q); | |
| CHECK(allclose(out, eye(2), 1e-5, 1e-7).item<bool>()); | |
| CHECK(allclose(tril(R, -1), zeros_like(R)).item<bool>()); | |
| 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<bool>()); | |
| 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<bool>()); | |
| } | |
| 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<bool>()); | |
| CHECK(allclose(matmul(A_inv, A), identity, /* rtol = */ 0, /* atol = */ 1e-6) | |
| .item<bool>()); | |
| } | |
| 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<bool>()); | |
| CHECK(allclose(matmul(transpose(U), U), A, /* rtol = */ 0, /* atol = */ 1e-6) | |
| .item<bool>()); | |
| } | |
| 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<bool>()); | |
| const auto A_pinv_again = matmul(matmul(A_pinv, A), A_pinv); | |
| CHECK(allclose(A_pinv_again, A_pinv).item<bool>()); | |
| } | |
| { // 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<bool>()); | |
| const auto A_again = matmul(matmul(A, A_pinv), A); | |
| CHECK(allclose(A_again, A).item<bool>()); | |
| const auto A_pinv_again = matmul(matmul(A_pinv, A), A_pinv); | |
| CHECK(allclose(A_pinv_again, A_pinv).item<bool>()); | |
| } | |
| { // 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<bool>()); | |
| const auto A_again = matmul(matmul(A, A_pinv), A); | |
| CHECK(allclose(A_again, A).item<bool>()); | |
| const auto A_pinv_again = matmul(matmul(A_pinv, A), A_pinv); | |
| CHECK(allclose(A_pinv_again, A_pinv).item<bool>()); | |
| } | |
| } | |
| 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<bool>()); | |
| // 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<bool>()); | |
| // 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<bool>()); | |
| // 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<bool>()); | |
| } | |
| 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<bool>()); | |
| // Verify orthogonality of eigenvectors | |
| CHECK(allclose( | |
| matmul(eigvecs, transpose(eigvecs)), | |
| eye(2), | |
| /* rtol = */ 1e-5, | |
| /* atol = */ 1e-5) | |
| .item<bool>()); | |
| // Verify eigendecomposition | |
| CHECK(allclose(matmul(A, eigvecs), eigvals * eigvecs).item<bool>()); | |
| } | |
| 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<bool>()); | |
| // 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<bool>()); | |
| // 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<bool>()); | |
| } | |
| 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<bool>()); | |
| // 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<bool>()); | |
| // 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<bool>()); | |
| // 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<bool>()); | |
| // 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<bool>()); | |
| } | |
| 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<bool>()); | |
| // 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<bool>()); | |
| } | |