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(This answer is valid for both MATLAB and Octave, even though I mainly refer to MATLAB) There are two beasts to slay; but let's first understand the underlying data structure. MATLAB and Octave store sparse matrices in the coordinate (COO) format, i.e. a sparse matrix S is a collection of three arrays of the length equal to the number of nonzero entries of S:...


They only deal with the 2D case, but I can point you to the work of some of my colleagues on . Using the off-diagonal low-rank structure in a recursive fashion, they can reach quasi-linear cost for the 2D case.

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