# Questions tagged [sparse-matrix]

Questions related to storage, assembly, operations, and other aspects of dealing with sparse matrices, for which only non-zero elements are stored. Questions that do not with sparse matrices directly, but other means of using sparsity should be tagged with [sparse-operator].

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### computing the determinant of a dense nonsymmetric 100x100 matrix having very big and very small eigenvalues

The motivation for my question is the following: in one of Project Euler questions there is a need to count the spanning trees of a rectangular grid graph of dimension 100x500. By the Matrix-Tree ...
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### Sparse linear solver for many right-hand sides

I need to solve the same sparse linear system (300x300 to 1000x1000) with many right hand sides (300 to 1000). In addition to this first problem, I would also like to solve different systems, but with ...
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### Algorithms for Compressed Sparse Rows

Is there a general survey on the basic algorithms for the compressed sparse rows format (like transposition, multiplication, addition, ...)? While it is not hard to write effective algorithms for that,...
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### Efficient assembly of finite element matrix in MATLAB

Question What is the most efficient algorithm for finding a row of a matrix which matches a given row? This is the same as a table lookup based on multiple criteria. Context Finite Element Matrices ...
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### Efficiency of Repeated Sparse Matrix-Vector Products

I recently read Wolfgang's answer to the question found here and found myself wondering about a related followup question. Assume you have two sparse matrices $A$ and $B$. You need to do the ...
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### What is the runtime complexity of MATLAB operation A*B where A and B are general sparse matrices?

I tried to search the answer and I found that method cs_multiply from this book has been adopted for the purpose of multiplication of two general sparse matrices in MATLAB. In the book it says that ...
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### Sparse Matrix Library for GPU

Anyone knows a good library which implements basic sparse matrix operations such as transpose, SpMV eigenvalues etc. in GPU (cuda/opencl) . Thanks
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### Implementing PageRank using the Power Method

I am trying to implement the PageRank algorithm described in this paper (Fig. 1). Here is the breakdown of the steps: http://www.louismullie.com/algo.png where: ...
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### How to get sparse complex matrices from my code to PETSc efficiently

What is the most efficient way to get a complex sparse matrix from my Fortran code to PETSc? I understand that this is problem dependent, so I tried to give as many relevant details as possible below. ...
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### Is there a way to inspect the graph of a sparse matrix with PETSc?

I am currently trying to code the CA-CG method within the PETSc framework. A mandatory step in this process is the implementation of the "matrix powers kernel" algorithm for a generic sparse matrix. ...
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### Storing a large, sparse array for R and Python

I've been working in R but sometimes switching to python. I'd like a more inter-language portable way of storing a large array than a csv file. (The particular csv file I'm dealing with is about 10^6 ...
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### What is the best way to determine the number of non zeros in sparse matrix multiplication?

I was wondering whether there is a fast and efficient method to find the number of non zeros in advance for sparse matrix multiplication operation assuming both matrices are in CSC or CSR format. I ...
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### Quickly computing inversion of a large sparse partial stochastic matrix

Suppose I have a sparse stochastic matrix $M$ (with thousands or millions of stochastic column vectors), possibly encoding some links in a web graph. Now I split it into two matrices: $D$ containing ...
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### Solving a system with a small rank diagonal update

Suppose I have the original large, sparse linear system: $A\textbf{x}_0=\textbf{b}_0$. Now, I do not have $A^{-1}$ as A is too large to factor or any sort of decomposition of $A$, but assume that I ...
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### Solving shifted linear systems with LU factorization

I am interested in solving a sequence of shifted linear systems $(A+\sigma I)x = b$ for various values of $\sigma$. The matrix $A$ is sparse and not too large, so I have its LU factorization available....
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### Does PETSc ever make use of LAPACK libraries for sparse matrix math?

Does compiling PETSc with an external BLAS/LAPACK library significantly affect performance on sparse matrices, or does it only use those libraries for dense matrix math?
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### Taxonomy of ILU preconditioners

I learned that for BiCGStab solver for sparse linear systems it's pretty much always necessary to use a preconditioner. I realized by now that choosing a good one is problem dependent. Surfing the ...
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### Large-scale generalized eigenvalue problem with low rank LHS matrix

Assume that we have generalized eigenvalue problem: $B^HB\textbf{x} = \lambda A\textbf{x}$ where $A$ is an nxn Hermitian sparse matrix (n is very large, so we do not have $A^{-1}$ but can solve ...
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### Multiply Multiple Sparse Matrices

When we calculate products of multiple matrices, e.g., $ABC$, do you think it can be done in a cheaper way than as two consecutive multiplications? Note that I'm not talking about applying matrices to ...
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### Solving $(G^TA^{-1}G)x = b$ without inverting $A$

I have matrices $A$ and $G$. $A$ is sparse and is $n\times n$ with $n$ very large (can be on the order of several million.) $G$ is an $n\times m$ tall matrix with $m$ rather small ($1 \lt m \lt 1000$) ...
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### What is the overhead in sparse matrix multiplication

Does matrix multiplication (both Mat*Mat, and Mat*Vec) scale with number of non-zeros, or with the size of the matrix? Or some combination of the two. What about with shape. For example, I have a ...
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### Solving sparse matrix systems which can be reordered to block diagonal form

I have a class of matrices $A$ which are created by a domain decomposition method. Each matrix represents several subproblems of equal size, and I know that for some permutation matrix $P$, $PAP^T$ ...
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### How to parallelize the computation of eigenvalues of a sparse symmetric matrix in MATLAB?

I have a similarity matrix which is symmetric and sparse. How can I parallelize the computation of the eigenvalues of this matrix in MATLAB?
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### What are the best Python packages/interfaces to sparse direct solvers?

Please list the Python package (petsc4py, etc...) and the sparse direct solvers it supports. One (community-wiki) answer per package, please.
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### Is it possible to ignore/discard part of a matrix when finding eigenvalues?

I have have multiple large matrices for which I need to find the largest absolute eigenvalue. I know that there is a large submatrix that does not vary. Is it possible to ignore/discard the submatrix? ...
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### How does a Sparse Direct Solver know about dimensionality of a problem being solved?

It is claimed that the time and memory complexities of sparse direct solver are $O(N^2)$ and $O(N^{4/3})$ for 3D problems and $O(N^{1.5})$ and $O(N \log N)$ for 2D, respectively. But how does a ...
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### What is the fastest way to calculate the largest eigenvalue of a general matrix?

EDIT: I am testing if any eigenvalues have a magnitude of one or greater. I need to find the largest absolute eigenvalue of a large sparse, non-symmetric matrix. I have been using R's ...
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### Computing the characteristic polynomial of real sparse matrix

Given a generic sparse matrix $A \in \mathbb{R}^{n\times n}$ with m << n (correction: $m \ll n^2$) non-zero elements (typically $m \in {\cal O}(n)$). $A$ is generic in the sense that it has no ...
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### Sparse hermitian eigensystems: are there better techniques than Arpack or TRLan?

As a part of other work I need to solve relatively large (~1E5x1E5) and sparse (~100 non-zero elements in each raw in few blocks) hermitian eigensystems. Usually only few eigenvalues+vectors are ...
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### Solving a non-symmetric non-diagonally dominant sparse system the best way

I faintly recall from my early "numerics" lectures that iterative linear solvers for $Ax=b$ often require that when $A$ is decomposed as $$A=D + M$$ where D is a diagonal matrix and $M$ has zero ...
I'm trying to solve a 2D Poisson equation by finite differences. In the process, I obtain a sparse matrix with only $5$ variables in each equation. For example, if the variables were $U$, then the ...