Sparse matrix: Difference between revisions

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{{Short description|Matrix in which most of the elements are zero}}

{{redirects|sparsitySparsity|other uses|Sparse (disambiguation)}}

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| {{center|'''Example of sparse matrix'''}}

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\end{smallmatrix}\right)</math>}}

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| {{center|{{midsizeresize|The above sparse matrix contains only 9 non-zero elements, with 26 zero elements. Its sparsity is 74%, and its density is 26%.}}}}

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[[Image:Finite element sparse matrix.png|right|thumb|A sparse matrix obtained when solving a [[finite element method|finite element problem]] in two dimensions. The non-zero elements are shown in black.]]

In [[numerical analysis]] and [[scientific computing]], a '''sparse matrix''' or '''sparse array''' is a [[matrix (mathematics)|matrix]] in which most of the elements are zero.<ref name="Yan Wu Liu Gao 2017 p. ">{{cite conference | last1=Yan | first1=Di | last2=Wu | first2=Tao | last3=Liu | first3=Ying | last4=Gao | first4=Yang | title=2017 IEEE 17th International Conference on Communication Technology (ICCT) | chapter=An efficient sparse-dense matrix multiplication on a multicore system | publisher=IEEE | year=2017 | pages=1880–18831880–3 | isbn=978-1-5090-3944-9 | doi=10.1109/icct.2017.8359956 | quote=The computation kernel of DNN is large sparse-dense matrix multiplication. In the field of numerical analysis, a sparse matrix is a matrix populated primarily with zeros as elements of the table. By contrast, if the number of non-zero elements in a matrix is relatively large, then it is commonly considered a dense matrix. The fraction of zero elements (non-zero elements) in a matrix is called the sparsity (density). Operations using standard dense-matrix structures and algorithms are relatively slow and consume large amounts of memory when applied to large sparse matrices. }}</ref> There is no strict definition regarding the proportion of zero-value elements for a matrix to qualify as '''sparse''' but a common criterion is that the number of non-zero elements is roughly equal to the number of rows or columns. By contrast, if most of the elements are non-zero, the matrix is considered '''dense'''.<ref name="Yan Wu Liu Gao 2017 p. "/> The number of zero-valued elements divided by the total number of elements (e.g., ''m'' × ''n'' for an ''m'' × ''n'' matrix) is sometimes referred to as the '''sparsity''' of the matrix.

Conceptually, sparsity corresponds to systems with few pairwise interactions. For example, consider a line of balls connected by springs from one to the next: this is a sparse system, as only adjacent balls are coupled. By contrast, if the same line of balls were to have springs connecting each ball to all other balls, the system would correspond to a dense matrix. The concept of sparsity is useful in [[combinatorics]] and application areas such as [[network theory]] and [[numerical analysis]], which typically have a low density of significant data or connections. Large sparse matrices often appear in [[scientific]] or [[engineering]] applications when solving [[partial differential equation]]s.

When storing and manipulating sparse matrices on a [[computer]], it is beneficial and often necessary to use specialized [[algorithm]]s and [[data structure]]s that take advantage of the sparse structure of the matrix. Specialized computers have been made for sparse matrices,<ref>{{Cite web|url=https://www.businesswire.com/news/home/20190819005148/en/Cerebras-Systems-Unveils-Industry%E2%80%99s-Trillion-Transistor-Chip|title=Cerebras Systems Unveils the Industry's First Trillion Transistor Chip| quote=The WSE contains 400,000 AI-optimized compute cores. Called SLAC™ for Sparse Linear Algebra Cores, the compute cores are flexible, programmable, and optimized for the sparse linear algebra that underpins all neural network computation|date=2019-08-19 |website=www.businesswire.com|language=en|access-date=2019-12-02}}</ref> as they are common in the machine learning field.<ref>{{Cite press release|url=https://www.anl.gov/article/argonne-national-laboratory-deploys-cerebras-cs1-the-worlds-fastest-artificial-intelligence-computer|title=Argonne National Laboratory Deploys Cerebras CS-1, the World's Fastest Artificial Intelligence Computer {{!}} Argonne National Laboratory|quote=The WSE is the largest chip ever made at 46,225 square millimeters in area, it is 56.7 times larger than the largest graphics processing unit. It contains 78 times more AI optimized compute cores, 3,000 times more high speed, on-chip memory, 10,000 times more memory bandwidth, and 33,000 times more communication bandwidth.| website=www.anl.gov|language=en|access-date=2019-12-02}}</ref> Operations using standard dense-matrix structures and algorithms are slow and inefficient when applied to large sparse matrices as processing and [[Computer memory|memory]] are wasted on the zeros. Sparse data is by nature more easily [[data compression|compressed]] and thus requires significantly less [[computer data storage|storage]]. Some very large sparse matrices are infeasible to manipulate using standard dense-matrix algorithms.

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===Banded===

{{main article|Band matrix}}

AnA important[[band matrix]] is a special typeclass of sparse matricesmatrix where the non-zero elements are concentrated near the main diagonal. A band matrix is characterised by its lower and upper bandwidths, which refer to the number of diagonals below and above (respectively) the [[bandmain matrixdiagonal]], definedbetween aswhich followsall of the non-zero entries are contained.

Formally, Thethe [[lower bandwidth of a matrix]] {{math|'''A'''}} is the smallest number {{math|''p''}} such that the entry {{math|''a''_''i'',''j''}} vanishes whenever {{math|''i'' > ''j'' + ''p''}}. Similarly, the [[Band matrix#upper bandwidth|upper bandwidth]] is the smallest number {{math|''p''}} such that {{math|1=''a''_''i'',''j'' = 0}} whenever {{math|''i'' < ''j'' − ''p''}} {{harv|Golub|Van Loan|1996|loc=§1.2.1}}. For example, a [[tridiagonal matrix]] has lower bandwidth {{math|1}} and upper bandwidth {{math|1}}. As another example, the following sparse matrix has lower and upper bandwidth both equal to 3. Notice that zeros are represented with dots for clarity.

<math display="block">\begin{bmatrix}

X & X & X & \cdot & \cdot & \cdot & \cdot & \\

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====Diagonal====

A verydiagonal efficientmatrix structureis for anthe extreme case of banda matricesbanded matrix, thewith zero upper and lower bandwidth. A ''[[diagonal matrix]]'', iscan be stored efficiently toby storestoring just the entries in the [[main diagonal]] as a [[one-dimensional array]], so a diagonal {{math|''n'' × ''n''}} matrix requires only {{math|''n''}} entries in memory.

===Symmetric===

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* The arrays {{math|V}} and {{math|COL_INDEX}} are of length {{math|NNZ}}, and contain the non-zero values and the column indices of those values respectively

* {{math|COL_INDEX}} contains the column in which the corresponding entry {{math|V}} is located.

* The array {{math|ROW_INDEX}} is of length {{math|''m'' + ''1''}} and encodes the index in {{math|V}} and {{math|COL_INDEX}} where the given row starts. This is equivalent to {{math|ROW_INDEX[j]}} encoding the total number of nonzeros above row {{math|j}}. The last element is {{math|NNZ}} , i.e., the fictitious index in {{Math|V}} immediately after the last valid index {{math|NNZ -− 1}}.<ref name=Saad03>{{cite book harvnb|last1=Saad |first1=Yousef |title=Iterative methods for sparse linear systems |date=2003 |publisher=SIAM}}</ref>

For example, the matrix

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Many software libraries support sparse matrices, and provide solvers for sparse matrix equations. The following are open-source:

* [http://faculty.cse.tamu.edu/davis/suitesparse.html SuiteSparse], a suite of sparse matrix algorithms, geared toward the direct solution of sparse linear systems.

* [[Portable, Extensible Toolkit for Scientific Computation|PETSc]], a large C library, containing many different matrix solvers for a variety of matrix storage formats.

* [[Trilinos]], a large C++ library, with sub-libraries dedicated to the storage of dense and sparse matrices and solution of corresponding linear systems.

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* [[MUMPS (software)|MUMPS]] ('''MU'''ltifrontal '''M'''assively '''P'''arallel sparse direct '''S'''olver), written in Fortran90, is a [[frontal solver]].

* [[deal.II]], a finite element library that also has a sub-library for sparse linear systems and their solution.

* [[Dune_Dune (mathematics software)|DUNE]], another finite element library that also has a sub-library for sparse linear systems and their solution.

* [http://pastix.gforge.inria.fr/ PaStix].

* [http://crd-legacy.lbl.gov/~xiaoye/SuperLU/ SuperLU].

* [[Armadillo (C++ library)|Armadillo]] provides a user-friendly C++ wrapper for BLAS and LAPACK.

* [[SciPy]] provides support for several sparse matrix formats, linear algebra, and solvers.

* [https://cran.r-project.org/web/packages/spam/index.html SPArse Matrix (spam)] R and Python package for sparse matrices.

* [https://reference.wolfram.com/language/guide/SparseArrays.html Wolfram Language] Tools for handling sparse arrays

* [[ALGLIB]] is a C++ and C# library with sparse linear algebra support

* [[ARPACK]] Fortran 77 library for sparse matrix diagonalization and manipulation, using the Arnoldi algorithm

* [https://www.netlib.org/sparse/ SPARSE] Reference (old) [[NIST]] package for (real or complex) sparse matrix diagonalization

* [[SLEPc]] Library for solution of large scale linear systems and sparse matrices

* [[scikit-learn]], a Python library for [[machine learning]], provides support for sparse matrices and solvers.

* [https://www.sympiler.com/ Sympiler], a ___domain-specific code generator and library for solving linear systems and quadratic programming problems.

* [https://docs.julialang.org/en/v1/stdlib/SparseArrays/ SparseArrays] is a [[Julia (programming language)|Julia]] standard library.

* [[scikit-learn]], a Python library for [[machine learning]], provides support for sparse matrices and solvers.

* [[PSBLAS]], software toolkit to solve sparse linear systems supporting multiple formats also on GPU.

* [https://crates.io/crates/sprs sprs] implements sparse matrix data structures and linear algebra algorithms in pure Rust.

* [https://basic-matrix-library.readthedocs.io/en/latest/ Basic Matrix Library (bml)] supports several sparse matrix formats and linear algebra algorithms with bindings for C, C++, and Fortran.

* [https://www-users.cse.umn.edu/~saad/software/SPARSKIT/ SPARSKIT] A basic tool-kit for sparse matrix computations from University of Minnesota.

==History==

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==References==

{{refbegin}}

* {{Cite book | first1=Gene H. | last1=Golub | author1-link=Gene H. Golub | first2=Charles F. | last2=Van Loan | author2-link=Charles F. Van Loan | year=1996 | title=Matrix Computations | edition=3rd | publisher=Johns Hopkins | place=Baltimore | isbn=978-0-8018-5414-9 }}

* {{Cite book | last1=Stoer | first1=Josef | last2=Bulirsch | first2=Roland | title=Introduction to Numerical Analysis | publisher=[[Springer-Verlag]] | ___location=Berlin, New York | edition=3rd | isbn=978-0-387-95452-3 | year=2002 |doi=10.1007/978-0-387-21738-3 }}

* {{Cite book | last=Tewarson| first=Reginald P.|title=Sparse Matrices (Part|publisher=Academic ofPress the|date=1973 Mathematics|url=https://www.sciencedirect.com/science/book/9780126856507 in|isbn=0-12-685650-8 Science & Engineering|oclc=316552948 series)|publisherseries=Mathematics Academicin Pressscience and engineering Inc.|datevolume=May 197399}} (This book, by a professor at the State University of New York at Stony Book, was the first book exclusively dedicated to Sparse Matrices. Graduate courses using this as a textbook were offered at that University in the early 1980s).

* {{Cite web |title=Sparse Matrix Multiplication Package|first1= Randolph E.|last1= Bank|first2= Craig C.|last2= Douglas |url=http://www.mgnet.org/~douglas/Preprints/pub0034.pdf}}

* {{Cite book |last=Pissanetzky|first= Sergio|year= 1984|title=Sparse Matrix Technology|url=https://archive.org/details/sparsematrixtech0000piss|url-access=registration|publisher= Academic Press |isbn=978-0-12-557580-5 |oclc=680489638 9780125575805}}

*{{cite journal|doi=10.1007/BF02521587|title=Reducing the profile of sparse symmetric matrices|year=1976|last1=Snay|first1=Richard A.|journal=[[Bulletin Géodésique]]|volume=50|issue=4|pages=341–352|bibcode=1976BGeod..50..341S|hdl=2027/uc1.31210024848523|s2cid=123079384|hdl-access=free}} Also NOAA Technical Memorandum NOS NGS-4, National Geodetic Survey, Rockville, MD.<ref> Referencing {{cite book harvnb|last1=Saad |first1=Yousef |title=Iterative methods for sparse linear systems |date=2003 |publisher=SIAM}}</ref>.

* [https://link.springer.com/{{cite book/10.1007/978-3-031-25820-6 |first1=Jennifer |last1=Scott and |first2=Miroslav |last2=Tuma: "|title=Algorithms for Sparse Linear Systems", |series=Nečas Center Series |publisher=Birkhauser, (|date=2023), DOI: https://|doi.org/=10.1007/978-3-031-25820-6 |isbn=978-3-031-25819-0 }} (Open Access Book)]

{{refend}}

==Further reading==

{{refbegin}}

* {{cite journal | title = A comparison of several bandwidth and profile reduction algorithms | journal = ACM Transactions on Mathematical Software | year = 1976 | volume = 2 | issue = 4 | pages = 322–330 | url = http://portal.acm.org/citation.cfm?id=355707 | doi = 10.1145/355705.355707 | last1 = Gibbs | first1 = Norman E. | last2 = Poole | first2 = William G. | last3 = Stockmeyer | first3 = Paul K. | s2cid = 14494429 | url-access = subscription }}

* {{cite journal | title = Sparse matrices in MATLAB: Design and Implementation | journal = SIAM Journal on Matrix Analysis and Applications | year = 1992 | volume = 13 | issue = 1 | pages = 333–356 | url = http://citeseer.ist.psu.edu/gilbert91sparse.html | doi = 10.1137/0613024 | last1 = Gilbert | first1 = John R. | last2 = Moler | first2 = Cleve | last3 = Schreiber | first3 = Robert | citeseerx = 10.1.1.470.1054 }}

* [http://faculty.cse.tamu.edu/davis/research.html Sparse Matrix Algorithms Research] at the Texas A&M University.

* [https://sparse.tamu.edu/ SuiteSparse Matrix Collection]

* [http://www.small-project.eu SMALL project] A EU-funded project on sparse models, algorithms and dictionary learning for large-scale data.

* {{cite book |first=Wolfgang |last=Hackbusch: ''|title=Iterative Solution of Large Sparse Systems of Equations'', |series=Applied Mathematical Sciences |publisher=Springer, (1994)|date=2016 |volume=95 |doi=10.1007/978-3-319-28483-5 |edition=2nd|isbn=978-3-319-28481-1 }}

* {{cite book |first=Yousef |last=Saad: ''|title=Iterative Methods for Sparse Linear Systems'', |publisher=SIAM, ISBN|date=2003 |isbn=978-0-89871-534-7 (2003)|doi=10.1137/1.9780898718003 |oclc=693784152 }}

* {{cite book |first=Timothy A. |last=Davis: ''|title=Direct Methods for Sparse Linear Systems'', |publisher=SIAM, ISBN|date=2006 |isbn=978-0-89871-613-9 (2006)|doi=10.1137/1.9780898718881 |oclc=694087302 }}

{{refend}}

{{Data structures}}