Add determinant and sign-log-determinant functions to mlx.core.linalg (#3416)

Co-authored-by: Lucas Fernandes Martins <Lucas-Fernandes-Martins@users.noreply.github.com>
This commit is contained in:
Abhilash Shankarampeta
2026-05-04 17:06:23 -07:00
committed by GitHub
parent e8ebdebeeb
commit 0938db7e54
7 changed files with 568 additions and 4 deletions
+2
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@@ -14,6 +14,7 @@ Linear Algebra
cholesky
cholesky_inv
cross
det
qr
svd
eigvals
@@ -23,5 +24,6 @@ Linear Algebra
lu
lu_factor
pinv
slogdet
solve
solve_triangular
+2 -3
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@@ -67,11 +67,10 @@ void luf_impl(
/* ipiv */ reinterpret_cast<int*>(pivots_ptr),
/* info */ &info);
if (info != 0) {
if (info < 0) {
std::stringstream ss;
ss << "[LUF::eval_cpu] sgetrf_ failed with code " << info
<< ((info > 0) ? " because matrix is singular"
: " because argument had an illegal value");
<< " because argument had an illegal value";
throw std::runtime_error(ss.str());
}
+167 -1
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@@ -705,4 +705,170 @@ array solve_triangular(
return matmul(a_inv, b, s);
}
} // namespace mlx::core::linalg
void validate_det(
const array& a,
const StreamOrDevice& stream,
const std::string& fname) {
check_cpu_stream(stream, fname);
if (issubdtype(a.dtype(), complexfloating)) {
throw std::invalid_argument(fname + " Complex inputs are not supported.");
}
if (a.ndim() < 2) {
std::ostringstream msg;
msg << fname
<< " Arrays must have >= 2 dimensions. Received array "
"with "
<< a.ndim() << " dimensions.";
throw std::invalid_argument(msg.str());
}
if (a.shape(-1) != a.shape(-2)) {
throw std::invalid_argument(fname + " Only defined for square matrices.");
}
}
array det_raw_small(const array& a, StreamOrDevice s) {
int n = a.shape(-1);
// Empty 0x0 matrix: determinant is the empty product = 1
if (n == 0) {
Shape out_shape(a.shape().begin(), a.shape().end() - 2);
return broadcast_to(array(1.0f, a.dtype()), std::move(out_shape), s);
}
// Helper to extract a[..., i, j] from the last two dims
auto elem = [&](int i, int j) {
auto starts = Shape(a.ndim(), 0);
auto stops = a.shape();
starts[a.ndim() - 2] = i;
stops[a.ndim() - 2] = i + 1;
starts[a.ndim() - 1] = j;
stops[a.ndim() - 1] = j + 1;
return squeeze(squeeze(slice(a, starts, stops, s), -1, s), -1, s);
};
if (n == 1) {
return elem(0, 0);
} else if (n == 2) {
return subtract(
multiply(elem(0, 0), elem(1, 1), s),
multiply(elem(0, 1), elem(1, 0), s),
s);
} else {
// 3x3: a00*(a11*a22 - a12*a21) - a01*(a10*a22 - a12*a20) + a02*(a10*a21 -
// a11*a20)
auto a00 = elem(0, 0), a01 = elem(0, 1), a02 = elem(0, 2);
auto a10 = elem(1, 0), a11 = elem(1, 1), a12 = elem(1, 2);
auto a20 = elem(2, 0), a21 = elem(2, 1), a22 = elem(2, 2);
return add(
subtract(
multiply(
a00,
subtract(multiply(a11, a22, s), multiply(a12, a21, s), s),
s),
multiply(
a01,
subtract(multiply(a10, a22, s), multiply(a12, a20, s), s),
s),
s),
multiply(
a02, subtract(multiply(a10, a21, s), multiply(a11, a20, s), s), s),
s);
}
}
std::pair<array, array> slogdet_impl(const array& input, StreamOrDevice s) {
int n = input.shape(-1);
auto dtype = input.dtype();
// Small-matrix fast path
if (n <= 3) {
auto raw = det_raw_small(input, s);
auto abs_raw = abs(raw, s);
auto sgn = sign(raw, s);
auto logabs = log(abs_raw, s);
return std::make_pair(sgn, logabs);
}
// General LU-based path
auto [LU, pivots] = lu_factor(input, s);
// Extract diagonal of U
auto diag = diagonal(LU, 0, -2, -1, s);
// Permutation parity: count positions where pivot[i] != i
int k = std::min(input.shape(-2), input.shape(-1));
auto iota = arange(0, k, uint32, s);
auto parity = astype(
sum(not_equal(pivots, iota, s),
/* axis = */ -1,
/* keepdims = */ false,
s),
int32,
s);
// Count negative diagonal elements
auto num_neg = astype(
sum(less(diag, array(0.0f, dtype), s),
/* axis = */ -1,
/* keepdims = */ false,
s),
int32,
s);
// sign = (-1)^(parity + num_neg)
auto total = add(parity, num_neg, s);
auto sign_val = astype(
subtract(
array(1, int32),
multiply(array(2, int32), remainder(total, array(2, int32), s), s),
s),
dtype,
s);
// logabsdet = sum(log(abs(diag)))
auto logabsdet =
sum(log(abs(diag, s), s), /* axis = */ -1, /* keepdims = */ false, s);
// Handle singular matrices: any zero on diagonal
auto is_zero =
any(equal(diag, array(0.0f, dtype), s),
/* axis = */ -1,
/* keepdims = */ false,
s);
sign_val = where(is_zero, array(0.0f, dtype), sign_val, s);
logabsdet = where(
is_zero,
array(-std::numeric_limits<float>::infinity(), dtype),
logabsdet,
s);
return std::make_pair(sign_val, logabsdet);
}
std::pair<array, array> slogdet(const array& a, StreamOrDevice s /* = {} */) {
validate_det(a, s, "[linalg::slogdet]");
auto dtype = at_least_float(a.dtype());
auto input = astype(a, dtype, s);
return slogdet_impl(input, s);
}
array det(const array& a, StreamOrDevice s /* = {} */) {
validate_det(a, s, "[linalg::det]");
auto dtype = at_least_float(a.dtype());
auto input = astype(a, dtype, s);
int n = input.shape(-1);
// Small-matrix fast path: compute directly, skip log/exp round-trip
if (n <= 3) {
return det_raw_small(input, s);
}
// General case: det = sign * exp(logabsdet)
auto [sign_val, logabsdet] = slogdet_impl(input, s);
return multiply(sign_val, exp(logabsdet, s), s);
}
} // namespace mlx::core::linalg
+4
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@@ -112,4 +112,8 @@ eigvalsh(const array& a, std::string UPLO = "L", StreamOrDevice s = {});
MLX_API std::pair<array, array>
eigh(const array& a, std::string UPLO = "L", StreamOrDevice s = {});
MLX_API array det(const array& a, StreamOrDevice s = {});
MLX_API std::pair<array, array> slogdet(const array& a, StreamOrDevice s = {});
} // namespace mlx::core::linalg
+73
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@@ -660,4 +660,77 @@ void init_linalg(nb::module_& parent_module) {
Returns:
array: The unique solution to the system ``AX = B``.
)pbdoc");
m.def(
"det",
&mx::linalg::det,
"a"_a,
nb::kw_only(),
"stream"_a = nb::none(),
nb::sig(
"def det(a: array, *, stream: Union[None, Stream, Device] = None) -> array"),
R"pbdoc(
Compute the determinant of a square matrix.
This function supports arrays with at least 2 dimensions. When the
input has more than two dimensions, the determinant is computed for
each matrix in the last two dimensions.
Args:
a (array): Input array.
stream (Stream, optional): Stream or device. Defaults to ``None``
in which case the default stream of the default device is used.
Returns:
array: The determinant(s) of the input matrix (matrices).
Example:
>>> A = mx.array([[1., 2.], [3., 4.]])
>>> mx.linalg.det(A, stream=mx.cpu)
array(-2, dtype=float32)
)pbdoc");
m.def(
"slogdet",
[](const mx::array& a, mx::StreamOrDevice s) {
auto result = mx::linalg::slogdet(a, s);
return nb::make_tuple(result.first, result.second);
},
"a"_a,
nb::kw_only(),
"stream"_a = nb::none(),
nb::sig(
"def slogdet(a: array, *, stream: Union[None, Stream, Device] = None) -> Tuple[array, array]"),
R"pbdoc(
Compute the sign and natural log of the absolute value of the
determinant of a square matrix.
This function supports arrays with at least 2 dimensions. When the
input has more than two dimensions, the sign and log-absolute-determinant
are computed for each matrix in the last two dimensions.
For a singular matrix, ``sign`` is 0 and ``logabsdet`` is ``-inf``.
The determinant can be reconstructed as ``det = sign * exp(logabsdet)``.
This is more numerically stable than computing the determinant directly
for matrices with large or small determinants.
Args:
a (array): Input array.
stream (Stream, optional): Stream or device. Defaults to ``None``
in which case the default stream of the default device is used.
Returns:
tuple(array, array): The ``sign`` and ``logabsdet`` of the
determinant. ``sign`` is -1, 0, or +1. ``logabsdet`` is the
natural log of the absolute value of the determinant.
Example:
>>> A = mx.array([[1., 2.], [3., 4.]])
>>> sign, logabsdet = mx.linalg.slogdet(A, stream=mx.cpu)
>>> sign
array(-1, dtype=float32)
>>> logabsdet
array(0.693147, dtype=float32)
)pbdoc");
}
+255
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@@ -520,6 +520,19 @@ class TestLinalg(mlx_tests.MLXTestCase):
P, L, U = mx.linalg.lu(a, stream=mx.cpu)
self.assertTrue(mx.allclose(L[P, :] @ U, a))
# Test singular matrix (should not throw)
a = mx.array(
[
[1.0, 2.0, 3.0, 4.0],
[2.0, 4.0, 6.0, 8.0],
[0.0, 1.0, 1.0, 0.0],
[1.0, 0.0, 0.0, 1.0],
]
)
P, L, U = mx.linalg.lu(a, stream=mx.cpu)
L_permuted = mx.take_along_axis(L, P[..., None], axis=-2)
self.assertTrue(mx.allclose(L_permuted @ U, a))
def test_lu_factor(self):
mx.random.seed(7)
@@ -616,6 +629,248 @@ class TestLinalg(mlx_tests.MLXTestCase):
expected = np.linalg.solve(a, b)
self.assertTrue(np.allclose(result, expected))
def test_det(self):
# 1x1 fast path
A = mx.array([[5.0]])
self.assertTrue(np.allclose(mx.linalg.det(A, stream=mx.cpu), 5.0))
# 2x2 fast path
A = mx.array([[1.0, 2.0], [3.0, 4.0]])
d = mx.linalg.det(A, stream=mx.cpu)
self.assertTrue(np.allclose(d, -2.0))
# 3x3 fast path
A = mx.array([[1.0, 2.0, 3.0], [0.0, 1.0, 4.0], [5.0, 6.0, 0.0]])
d = mx.linalg.det(A, stream=mx.cpu)
expected = np.linalg.det(np.array(A))
self.assertTrue(np.allclose(d, expected, atol=1e-5))
# 4x4 LU path: compare with numpy
np.random.seed(42)
A_np = np.random.randn(4, 4).astype(np.float32)
A_mx = mx.array(A_np)
d_mx = mx.linalg.det(A_mx, stream=mx.cpu)
d_np = np.linalg.det(A_np)
self.assertTrue(np.allclose(d_mx, d_np, atol=1e-4))
# 5x5 LU path
A_np = np.random.randn(5, 5).astype(np.float32)
A_mx = mx.array(A_np)
d_mx = mx.linalg.det(A_mx, stream=mx.cpu)
d_np = np.linalg.det(A_np)
self.assertTrue(np.allclose(d_mx, d_np, atol=1e-4))
# Identity matrix
A = mx.eye(5)
self.assertTrue(np.allclose(mx.linalg.det(A, stream=mx.cpu), 1.0))
# Batched: (3, 4, 4)
A_np = np.random.randn(3, 4, 4).astype(np.float32)
A_mx = mx.array(A_np)
d_mx = mx.linalg.det(A_mx, stream=mx.cpu)
d_np = np.linalg.det(A_np)
self.assertTrue(np.allclose(d_mx, d_np, atol=1e-4))
# Multi-batch: (2, 3, 3, 3)
A_np = np.random.randn(2, 3, 3, 3).astype(np.float32)
A_mx = mx.array(A_np)
d_mx = mx.linalg.det(A_mx, stream=mx.cpu)
d_np = np.linalg.det(A_np)
self.assertTrue(np.allclose(d_mx, d_np, atol=1e-4))
# Integer input auto-promotes to float
A = mx.array([[1, 2], [3, 4]])
d = mx.linalg.det(A, stream=mx.cpu)
self.assertTrue(np.allclose(d, -2.0))
# float64
A_np = np.random.randn(4, 4).astype(np.float64)
A_mx = mx.array(A_np)
d_mx = mx.linalg.det(A_mx, stream=mx.cpu)
d_np = np.linalg.det(A_np)
self.assertTrue(np.allclose(d_mx, d_np, atol=1e-10))
# Singular 4x4 matrix (LU path): det should be 0
A = mx.array(
[
[1.0, 2.0, 3.0, 4.0],
[2.0, 4.0, 6.0, 8.0],
[0.0, 1.0, 1.0, 0.0],
[1.0, 0.0, 0.0, 1.0],
]
)
d = mx.linalg.det(A, stream=mx.cpu)
self.assertTrue(np.allclose(d, 0.0, atol=1e-5))
# Singular 5x5 matrix (LU path)
A_np = np.ones((5, 5), dtype=np.float32)
A_mx = mx.array(A_np)
d = mx.linalg.det(A_mx, stream=mx.cpu)
self.assertTrue(np.allclose(d, 0.0, atol=1e-5))
# Batched singular matrices (LU path)
A_np = np.array([np.diag([1.0, 2.0, 0.0, 3.0]), np.eye(4, dtype=np.float32)])
A_mx = mx.array(A_np)
d_mx = mx.linalg.det(A_mx, stream=mx.cpu)
d_np = np.linalg.det(A_np)
self.assertTrue(np.allclose(d_mx, d_np, atol=1e-5))
# Empty 0x0 matrix: det is the empty product = 1
d = mx.linalg.det(mx.zeros((0, 0)), stream=mx.cpu)
self.assertEqual(d.shape, ())
self.assertEqual(float(d), 1.0)
# Batched empty matrices: shape preserves batch dims
d = mx.linalg.det(mx.zeros((3, 0, 0)), stream=mx.cpu)
self.assertTrue(np.allclose(d, np.linalg.det(np.zeros((3, 0, 0)))))
# Error: non-square
with self.assertRaises(ValueError):
mx.linalg.det(mx.array([[1.0, 2.0, 3.0], [4.0, 5.0, 6.0]]), stream=mx.cpu)
# Error: 1D
with self.assertRaises(ValueError):
mx.linalg.det(mx.array([1.0, 2.0]), stream=mx.cpu)
# Error: complex unsupported (small-matrix path)
with self.assertRaises(ValueError):
mx.linalg.det(mx.array([[1.0 + 1j, 2.0], [3.0, 4.0]]), stream=mx.cpu)
# Error: complex unsupported (LU path)
with self.assertRaises(ValueError):
mx.linalg.det(mx.eye(4).astype(mx.complex64), stream=mx.cpu)
def test_slogdet(self):
# 2x2: det = -2 => sign = -1, logabsdet = log(2)
A = mx.array([[1.0, 2.0], [3.0, 4.0]])
sign, logabsdet = mx.linalg.slogdet(A, stream=mx.cpu)
self.assertTrue(np.allclose(sign, -1.0))
self.assertTrue(np.allclose(logabsdet, np.log(2.0), atol=1e-5))
# Identity: sign = 1, logabsdet = 0
A = mx.eye(4)
sign, logabsdet = mx.linalg.slogdet(A, stream=mx.cpu)
self.assertTrue(np.allclose(sign, 1.0))
self.assertTrue(np.allclose(logabsdet, 0.0, atol=1e-6))
# Compare with numpy for random matrices
np.random.seed(42)
for n in [1, 2, 3, 4, 5]:
A_np = np.random.randn(n, n).astype(np.float32)
A_mx = mx.array(A_np)
sign_mx, logabs_mx = mx.linalg.slogdet(A_mx, stream=mx.cpu)
sign_np, logabs_np = np.linalg.slogdet(A_np)
with self.subTest(n=n):
self.assertTrue(np.allclose(sign_mx, sign_np, atol=1e-5))
self.assertTrue(np.allclose(logabs_mx, logabs_np, atol=1e-4))
# Singular matrix 2x2 (fast path): sign = 0, logabsdet = -inf
A = mx.array([[1.0, 2.0], [2.0, 4.0]])
sign, logabsdet = mx.linalg.slogdet(A, stream=mx.cpu)
self.assertEqual(float(sign), 0.0)
self.assertEqual(float(logabsdet), float("-inf"))
# Singular 4x4 matrix (LU path): sign = 0, logabsdet = -inf
A = mx.array(
[
[1.0, 2.0, 3.0, 4.0],
[2.0, 4.0, 6.0, 8.0],
[0.0, 1.0, 1.0, 0.0],
[1.0, 0.0, 0.0, 1.0],
]
)
sign, logabsdet = mx.linalg.slogdet(A, stream=mx.cpu)
self.assertEqual(float(sign), 0.0)
self.assertEqual(float(logabsdet), float("-inf"))
# Singular 5x5 matrix (LU path): all-ones matrix
A = mx.array(np.ones((5, 5), dtype=np.float32))
sign, logabsdet = mx.linalg.slogdet(A, stream=mx.cpu)
self.assertEqual(float(sign), 0.0)
self.assertEqual(float(logabsdet), float("-inf"))
# Batched with mix of singular and non-singular (LU path)
A_np = np.array([np.diag([1.0, 2.0, 0.0, 3.0]), np.eye(4, dtype=np.float32)])
A_mx = mx.array(A_np)
sign_mx, logabs_mx = mx.linalg.slogdet(A_mx, stream=mx.cpu)
sign_np, logabs_np = np.linalg.slogdet(A_np)
self.assertTrue(np.allclose(sign_mx, sign_np, atol=1e-5))
# Check -inf for singular, 0.0 for identity
self.assertEqual(float(logabs_mx[0]), float("-inf"))
self.assertTrue(np.allclose(logabs_mx[1], 0.0, atol=1e-6))
# Batched
A_np = np.random.randn(3, 4, 4).astype(np.float32)
A_mx = mx.array(A_np)
sign_mx, logabs_mx = mx.linalg.slogdet(A_mx, stream=mx.cpu)
sign_np, logabs_np = np.linalg.slogdet(A_np)
self.assertTrue(np.allclose(sign_mx, sign_np, atol=1e-5))
self.assertTrue(np.allclose(logabs_mx, logabs_np, atol=1e-4))
# Multi-batch
A_np = np.random.randn(2, 3, 3, 3).astype(np.float32)
A_mx = mx.array(A_np)
sign_mx, logabs_mx = mx.linalg.slogdet(A_mx, stream=mx.cpu)
sign_np, logabs_np = np.linalg.slogdet(A_np)
self.assertTrue(np.allclose(sign_mx, sign_np, atol=1e-5))
self.assertTrue(np.allclose(logabs_mx, logabs_np, atol=1e-4))
# Numerical stability: large matrix where det overflows
# 0.1 * I_100 has det = 0.1^100 which underflows in float32
# but slogdet should give sign=1, logabsdet = 100*log(0.1)
n = 100
A = mx.array(0.1) * mx.eye(n)
sign, logabsdet = mx.linalg.slogdet(A, stream=mx.cpu)
self.assertTrue(np.allclose(sign, 1.0))
self.assertTrue(np.allclose(logabsdet, n * np.log(0.1), atol=1e-3))
# Verify det = sign * exp(logabsdet) for non-singular cases
A_np = np.random.randn(5, 5).astype(np.float32)
A_mx = mx.array(A_np)
sign_mx, logabs_mx = mx.linalg.slogdet(A_mx, stream=mx.cpu)
det_mx = mx.linalg.det(A_mx, stream=mx.cpu)
reconstructed = float(sign_mx) * np.exp(float(logabs_mx))
self.assertTrue(np.allclose(float(det_mx), reconstructed, rtol=1e-4))
# float64
A_np = np.random.randn(4, 4).astype(np.float64)
A_mx = mx.array(A_np)
sign_mx, logabs_mx = mx.linalg.slogdet(A_mx, stream=mx.cpu)
sign_np, logabs_np = np.linalg.slogdet(A_np)
self.assertTrue(np.allclose(sign_mx, sign_np))
self.assertTrue(np.allclose(logabs_mx, logabs_np, atol=1e-10))
# Empty 0x0 matrix: sign = 1, logabsdet = 0 (empty product)
sign, logabsdet = mx.linalg.slogdet(mx.zeros((0, 0)), stream=mx.cpu)
self.assertEqual(sign.shape, ())
self.assertEqual(logabsdet.shape, ())
self.assertEqual(float(sign), 1.0)
self.assertEqual(float(logabsdet), 0.0)
# Batched empty matrices
sign, logabsdet = mx.linalg.slogdet(mx.zeros((3, 0, 0)), stream=mx.cpu)
sign_np, logabs_np = np.linalg.slogdet(np.zeros((3, 0, 0)))
self.assertTrue(np.allclose(sign, sign_np))
self.assertTrue(np.allclose(logabsdet, logabs_np))
# Error: non-square
with self.assertRaises(ValueError):
mx.linalg.slogdet(
mx.array([[1.0, 2.0, 3.0], [4.0, 5.0, 6.0]]), stream=mx.cpu
)
# Error: 1D
with self.assertRaises(ValueError):
mx.linalg.slogdet(mx.array([1.0, 2.0]), stream=mx.cpu)
# Error: complex unsupported (small-matrix path)
with self.assertRaises(ValueError):
mx.linalg.slogdet(mx.array([[1.0 + 1j, 2.0], [3.0, 4.0]]), stream=mx.cpu)
# Error: complex unsupported (LU path)
with self.assertRaises(ValueError):
mx.linalg.slogdet(mx.eye(4).astype(mx.complex64), stream=mx.cpu)
if __name__ == "__main__":
mlx_tests.MLXTestRunner()
+65
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@@ -637,3 +637,68 @@ TEST_CASE("test solve_triangluar") {
expected = array({-3., 2., 3.});
CHECK(allclose(expected, result).item<bool>());
}
TEST_CASE("test det") {
// 1x1 fast path
{
array a = array({5.0f}, {1, 1});
auto d = det(a, Device::cpu);
CHECK_EQ(d.item<float>(), doctest::Approx(5.0f));
}
// 2x2 fast path: det([[1,2],[3,4]]) = -2
{
array a = array({1.0f, 2.0f, 3.0f, 4.0f}, {2, 2});
auto d = det(a, Device::cpu);
CHECK_EQ(d.item<float>(), doctest::Approx(-2.0f));
}
// 3x3 fast path: det([[1,2,3],[0,1,4],[5,6,0]]) = 1
{
array a =
array({1.0f, 2.0f, 3.0f, 0.0f, 1.0f, 4.0f, 5.0f, 6.0f, 0.0f}, {3, 3});
auto d = det(a, Device::cpu);
CHECK_EQ(d.item<float>(), doctest::Approx(1.0f));
}
// 4x4 LU path: identity matrix det = 1
{
array a = eye(4);
auto d = det(a, Device::cpu);
CHECK_EQ(d.item<float>(), doctest::Approx(1.0f));
}
// Non-square should throw
CHECK_THROWS(
det(array({1.0f, 2.0f, 3.0f, 4.0f, 5.0f, 6.0f}, {2, 3}), Device::cpu));
// 1D should throw
CHECK_THROWS(det(array({1.0f, 2.0f}), Device::cpu));
}
TEST_CASE("test slogdet") {
// 2x2: det = -2, so sign = -1, logabsdet = log(2)
{
array a = array({1.0f, 2.0f, 3.0f, 4.0f}, {2, 2});
auto [s, logabs] = slogdet(a, Device::cpu);
CHECK_EQ(s.item<float>(), doctest::Approx(-1.0f));
CHECK_EQ(logabs.item<float>(), doctest::Approx(std::log(2.0f)));
}
// Identity: sign = 1, logabsdet = 0
{
array a = eye(4);
auto [s, logabs] = slogdet(a, Device::cpu);
CHECK_EQ(s.item<float>(), doctest::Approx(1.0f));
CHECK_EQ(logabs.item<float>(), doctest::Approx(0.0f));
}
// Singular: sign = 0, logabsdet = -inf
{
array a = array({1.0f, 2.0f, 2.0f, 4.0f}, {2, 2});
auto [s, logabs] = slogdet(a, Device::cpu);
CHECK_EQ(s.item<float>(), 0.0f);
CHECK(std::isinf(logabs.item<float>()));
CHECK(logabs.item<float>() < 0);
}
}