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     * [45]Linear Least-Squares Fitting
     * [46]Nonlinear Least-Squares Fitting
     * [47]Basis Splines
     * [48]Sparse Matrices
          + [49]Data types
          + [50]Sparse Matrix Storage Formats
               o [51]Coordinate Storage (COO)
               o [52]Compressed Sparse Column (CSC)
               o [53]Compressed Sparse Row (CSR)
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          + [64]Compressed Format
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Sparse Matrices[82]¶

   This chapter describes functions for the construction and manipulation of sparse
   matrices, matrices which are populated primarily with zeros and contain only a
   few non-zero elements. Sparse matrices often appear in the solution of partial
   differential equations. It is beneficial to use specialized data structures and
   algorithms for storing and working with sparse matrices, since dense matrix
   algorithms and structures can be prohibitively slow and use huge amounts of
   memory when applied to sparse matrices.

   The header file gsl_spmatrix.h contains the prototypes for the sparse matrix
   functions and related declarations.

Data types[83]¶

   All the functions are available for each of the standard data-types. The versions
   for double have the prefix gsl_spmatrix, Similarly the versions for
   single-precision float arrays have the prefix gsl_spmatrix_float. The full list
   of available types is given below,

   Prefix

   Type

   gsl_spmatrix

   double

   gsl_spmatrix_float

   float

   gsl_spmatrix_long_double

   long double

   gsl_spmatrix_int

   int

   gsl_spmatrix_uint

   unsigned int

   gsl_spmatrix_long

   long

   gsl_spmatrix_ulong

   unsigned long

   gsl_spmatrix_short

   short

   gsl_spmatrix_ushort

   unsigned short

   gsl_spmatrix_char

   char

   gsl_spmatrix_uchar

   unsigned char

   gsl_spmatrix_complex

   complex double

   gsl_spmatrix_complex_float

   complex float

   gsl_spmatrix_complex_long_double

   complex long double

Sparse Matrix Storage Formats[84]¶

   GSL currently supports three storage formats for sparse matrices: the coordinate
   (COO) representation, compressed sparse column (CSC) and compressed sparse row
   (CSR) formats. These are discussed in more detail below. In order to illustrate
   the different storage formats, the following sections will reference this M -by-
   N sparse matrix, with M=4 and N=5 :

   \begin{pmatrix} 9 & 0 & 0 & 0 & -3 \\ 4 & 7 & 0 & 0 & 0 \\ 0 & 8 & -1 & 8 & 0 \\
   4 & 0 & 5 & 6 & 0 \end{pmatrix}

   The number of non-zero elements in the matrix, also abbreviated as nnz is equal
   to 10 in this case.

Coordinate Storage (COO)[85]¶

   The coordinate storage format, also known as triplet format, stores triplets
   (i,j,x) for each non-zero element of the matrix. This notation means that the
   (i,j) element of the matrix A is A_{ij} = x . The matrix is stored using three
   arrays of the same length, representing the row indices, column indices, and
   matrix data. For the reference matrix above, one possible storage format is:

   data

   9

   7

   4

   8

   -3

   -1

   8

   5

   6

   4

   row

   0

   1

   1

   2

   0

   2

   2

   3

   3

   3

   col

   0

   1

   0

   1

   4

   2

   3

   2

   3

   0

   Note that this representation is not unique - the coordinate triplets may appear
   in any ordering and would still represent the same sparse matrix. The length of
   the three arrays is equal to the number of non-zero elements in the matrix, nnz,
   which in this case is 10 . The coordinate format is extremely convenient for
   sparse matrix assembly, the process of adding new elements, or changing existing
   elements, in a sparse matrix. However, it is generally not suitable for the
   efficient implementation of matrix-matrix products, or matrix factorization
   algorithms. For these applications it is better to use one of the compressed
   formats discussed below.

   In order to faciliate efficient sparse matrix assembly, GSL stores the coordinate
   data in a balanced binary search tree, specifically an AVL tree, in addition to
   the three arrays discussed above. This allows GSL to efficiently determine
   whether an entry (i,j) already exists in the matrix, and to replace an existing
   matrix entry with a new value, without needing to search unsorted arrays.

Compressed Sparse Column (CSC)[86]¶

   Compressed sparse column storage stores each column of non-zero values in the
   sparse matrix in a continuous memory block, keeping pointers to the beginning of
   each column in that memory block, and storing the row indices of each non-zero
   element. For the reference matrix above, these arrays look like

   data

   9

   4

   4

   7

   8

   -1

   5

   8

   6

   -3

   row

   0

   1

   3

   1

   2

   2

   3

   2

   3

   0

   col_ptr

   0

   3

   5

   7

   9

   10

   The data and row arrays are of length nnz and are the same as the COO storage
   format. The col_ptr array has length N+1 , and col_ptr[j] gives the index in data
   of the start of column j. Therefore, the j -th column of the matrix is stored in
   data[col_ptr[j]], data[col_ptr[j] + 1], ..., data[col_ptr[j+1] - 1]. The last
   element of col_ptr is nnz.

Compressed Sparse Row (CSR)[87]¶

   Compressed row storage stores each row of non-zero values in a continuous memory
   block, keeping pointers to the beginning of each row in the block and storing the
   column indices of each non-zero element. For the reference matrix above, these
   arrays look like

   data

   9

   -3

   4

   7

   8

   -1

   8

   4

   5

   6

   col

   0

   4

   0

   1

   1

   2

   3

   0

   2

   3

   row_ptr

   0

   2

   4

   7

   10

   The data and col arrays are of length nnz and are the same as the COO storage
   format. The row_ptr array has length M+1 , and row_ptr[i] gives the index in data
   of the start of row i. Therefore, the i -th row of the matrix is stored in
   data[row_ptr[i]], data[row_ptr[i] + 1], ..., data[row_ptr[i+1] - 1]. The last
   element of row_ptr is nnz.

Overview[88]¶

   These routines provide support for constructing and manipulating sparse matrices
   in GSL, using an API similar to [89]gsl_matrix. The basic structure is called
   [90]gsl_spmatrix.

   type gsl_spmatrix[91]¶
          This structure is defined as:

typedef struct
{
  size_t size1;
  size_t size2;
  int *i;
  double *data;
  int *p;
  size_t nzmax;
  size_t nz;
  [ ... variables for binary tree and memory management ... ]
  size_t sptype;
} gsl_spmatrix;

          This defines a size1-by-size2 sparse matrix. The number of non-zero
          elements currently in the matrix is given by nz. For the triplet
          representation, i, p, and data are arrays of size nz which contain the row
          indices, column indices, and element value, respectively. So if data[k] =
          A(i,j) , then i = i[k] and j = p[k] .

          For compressed column storage, i and data are arrays of size nz containing
          the row indices and element values, identical to the triplet case. p is an
          array of size size2 + 1 where p[j] points to the index in data of the
          start of column j. Thus, if data[k] = A(i,j) , then i = i[k] and p[j] i[i]);
  printf("]\n");

  printf("p = [ ");
  for (i = 0; i < B->size2 + 1; ++i)
    printf("%d, ", B->p[i]);
  printf("]\n");

  printf("d = [ ");
  for (i = 0; i < B->nz; ++i)
    printf("%g, ", B->data[i]);
  printf("]\n");

  /* convert to compressed row format */
  C = gsl_spmatrix_crs(A);

  printf("matrix in compressed row format:\n");
  printf("i = [ ");
  for (i = 0; i < C->nz; ++i)
    printf("%d, ", C->i[i]);
  printf("]\n");

  printf("p = [ ");
  for (i = 0; i < C->size1 + 1; ++i)
    printf("%d, ", C->p[i]);
  printf("]\n");

  printf("d = [ ");
  for (i = 0; i < C->nz; ++i)
    printf("%g, ", C->data[i]);
  printf("]\n");

  gsl_spmatrix_free(A);
  gsl_spmatrix_free(B);
  gsl_spmatrix_free(C);

  return 0;
}

References and Further Reading[359]¶

   The algorithms used by these functions are described in the following sources,
     * Davis, T. A., Direct Methods for Sparse Linear Systems, SIAM, 2006.
     * CSparse software library,
       [360]https://www.cise.ufl.edu/research/sparse/CSparse

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 221. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#matrix-operations
 222. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix
 223. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_scale
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 227. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-coo
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 230. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix
 231. http://www.gnu.org/software/gsl/doc/html/vectors.html#c.gsl_vector
 232. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_scale_columns
 233. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_scale_columns
 234. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_scale_columns
 235. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_scale_columns
 236. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-coo
 237. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-csc
 238. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-csr
 239. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix
 240. http://www.gnu.org/software/gsl/doc/html/vectors.html#c.gsl_vector
 241. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_scale_rows
 242. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_scale_rows
 243. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_scale_rows
 244. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_scale_rows
 245. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-coo
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 252. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-csc
 253. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-csr
 254. http://www.gnu.org/software/gsl/doc/html/vectors.html#c.gsl_matrix
 255. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix
 256. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_dense_add
 257. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_dense_add
 258. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_dense_add
 259. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_dense_add
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 261. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-coo
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 264. http://www.gnu.org/software/gsl/doc/html/vectors.html#c.gsl_matrix
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 266. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_dense_sub
 267. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_dense_sub
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 269. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_dense_sub
 270. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_dense_sub
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 299. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_norm1
 300. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-coo
 301. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-csc
 302. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-csr
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 330. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_csr
 331. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-csr
 332. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_csr
 333. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_csr
 334. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-coo
 335. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix
 336. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix
 337. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_compress
 338. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_compress
 339. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_compress
 340. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_compress
 341. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#conversion-between-sparse-and-dense-matrices
 342. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix
 343. http://www.gnu.org/software/gsl/doc/html/vectors.html#c.gsl_matrix
 344. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix
 345. http://www.gnu.org/software/gsl/doc/html/vectors.html#c.gsl_matrix
 346. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_d2sp
 347. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_d2sp
 348. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_d2sp
 349. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-coo
 350. http://www.gnu.org/software/gsl/doc/html/vectors.html#c.gsl_matrix
 351. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix
 352. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_sp2d
 353. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_sp2d
 354. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#c.gsl_spmatrix_sp2d
 355. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-coo
 356. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-csc
 357. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#sec-spmatrix-csr
 358. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#examples
 359. http://www.gnu.org/software/gsl/doc/html/spmatrix.html#references-and-further-reading
 360. https://www.cise.ufl.edu/research/sparse/CSparse
 361. http://www.gnu.org/software/gsl/doc/html/spblas.html
 362. http://www.gnu.org/software/gsl/doc/html/bspline.html
 363. https://www.sphinx-doc.org/
 364. https://github.com/readthedocs/sphinx_rtd_theme
 365. https://readthedocs.org/

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