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.netgraph.net-3.5sparse-matrixdirected-graph

Sparse Multidimensional Array or Matrix Libraries in .NET

I have a need for a sparse matrix in up to 4 dimensions in a .NET application. The size of the matrix (if represented as a .NET Array) would potentially top 400MB.

The array is likely to be very sparse, and I need to be able to instantiate and dispose it very quickly (although that's not a no go). I'm therefore after a sparse array library, consumable from .NET 3.5 (which I believe rules out using BGL from Managed C++?) that is as dense as possible as I can get and the supports fast random access indexing. It must be serializable to some dense format that can be inexpensively cached.

Does such a thing exist (yet) for .NET? FOSS? Mature?

TIA

Andrew Matthews

Solution

  • I would recommend dnAnalytics. It supports sparse matrices, and has many options including robust solvers, support for IMKL, etc.