ExtendableSparse.jl

Sparse matrix class with efficient successive insertion of entries and entry update.

Rationale

Without an intermediate data structure, efficient successive insertion/update of possibly duplicate entries in random order into a standard compressed column storage structure appears to be not possible. The package introduces ExtendableSparseMatrix, a delegating wrapper containing a Julia standard SparseMatrixCSC struct for performing linear algebra operations and a SparseMatrixLNK struct realising a linked list based (but realised in vectors) format collecting new entries.

The later is modeled after the linked list sparse matrix format described in the whitepaper by Y. Saad. See also exercise P.3-16 in his book.

Any linear algebra method on ExtendableSparseMatrix starts with a flush! method which adds the LNK entries and the existing CSC entries into a new CSC struct and resets the LNK struct.

ExtendableSparseMatrix is aimed to work as a drop-in replacement to SparseMatrixCSC in finite element and finite volume codes especally in those cases where the sparsity structure is hard to detect a priori and where working with an intermediadte COO representation appears to be not convenient.

Caveat

This package assumes that a $m\times n$ matrix is sparse if each row and each column have less than $C$ entries with $C<<n$ and $C<<m$ . Adding a full matrix row will be a performance hit.

Working with ForwardDiff

In particular, it cooperates with ForwardDiff.jl when it comes to the assembly of a sparse jacobian. For a function 'f!(y,x)' returning it's result in a vector y, one can use e.g.

x=...
y=zeros(n)
dresult=DiffResults.DiffResult(zeros(n),ExtendableSparseMatrix(n,n))
x=ForwardDiff.jacobian!(dresult,f!,y,x)
jac=DiffResults.jacobian(dresult)
h=jac\x

However, without a priori information on sparsity, ForwardDiff calls element insertion for the full range of n^2 indices, leading to a O(n^2) scaling behavior due to the nevertheless necessary search operations, see this discourse thread.

updateindex!

In addition, the package provides a method updateindex!(A,op,v,i,j) for both SparseMatrixCSC and for ExtendableSparse which allows to update a matrix element with one index search instead of two. It allows to replace e.g. A[i,j]+=v by updateindex!(A,+,v,i,j). The former operation is lowered to

%1 = Base.getindex(A, 1, 2)
%2 = %1 + 3
Base.setindex!(A, %2, 1, 2)

triggering two index searches, one for getindex! and another one for setindex!.

See Julia issue #15630 for a discussion on this.