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juliasparse-matrixcsrcsc

COO to CSC format with the same I,J vectors


Right now, I am calling K = sparse(I,J,V,n,n) function to create sparse (symmetric) K matrix in Julia. And, I am doing this for many steps.

Due to memory and efficiency considerations, I would like to modify the K.nzval values, instead of creating a new sparse K matrix. Note that the I and J vectors are the same for each step, but the non-zero values (V) are changing at each step. Basically, we can say we know the sparsity pattern in COO format. (I and J are not ordered and may have multiple (I[i],J[i]) entries)

I tried to order my COO format vectors to relate to the CSC/CSR format storage. However, I found it non-trivial (at least, for now).

Is there a way to do this or a magical "sparse!" function? Thanks,

Here is an example code that is relevant to my question.

n=19 # this is much bigger in reality ~ 100000. It is the dimension of a global stiffness matrix in finite element method, and it is highly sparse! 
I = rand(1:n,12)
J = rand(1:n,12)
#
for k=365
  I,J,val = computeVal()  # I,J are the same as before, val is different, and might have duplicates in it. 
  K = sparse(I,J,val,19,19)
  # compute eigs(K,...)
end

# instead I would like to decrease the memory/cost of these operations with following
# we know I,J
for k=365
  I,J,val = computeVal()  # I,J are the same as before, val is different, and might have duplicates in it. 
  # note that nonzeros(K) and val might have different size due to dublicate entries.
  magical_sparse!(K,val)
  # compute eigs(K,...)
end

# what I want to implement 
function magical_sparse!(K::SparseMatrixCSC,val::Vector{Float64}) #(Note that this is not a complete function)
    # modify K 
    K.nzval[some_array] = val
end

edit:

A more specific example is given here.

n=4 # dimension of sparse K matrix
I = [1,1,2,2,3,3,4,4,1,4,1]
J = [1,2,1,2,3,4,4,3,2,4,2]
# note that the (I,J) -> (1,2) and (4,4) are duplicates.
V = [1.,1.,1.,1.,1.,1.,1.,1.,1.,1.,1.]

function computeVal!(V)
  # dummy function
  # return modified V
  rand!(V) # this part is involed, so I will just use rand to represent that we compute new values at each step for V vector. 
end

for k=1:365
  computeVal!(V)
  K = sparse(I,J,V,n,n)
  # do things with K
end

# Things to notice:
# println(length(V))       -> 11
# println(length(K.nzval)) -> 8

# I don't want to call sparse function at each step. 
# instead I would like to decrease the cost of these operations with following
# we know I,J
for k=1:365
  computeVal!(V)
  magical_sparse!(K,V)
  # do things with K
end

# what I want to implement 
function magical_sparse!(K::SparseMatrixCSC,V::Vector{Float64}) #(Note that this is not a complete function)
  # modify nonzeros of K and return K  
end

Solution

  • UPDATE FOR CURRENT QUESTION

    According to the changes in the question, the new solution is:

    for k=365
      computeVal!(V)
      foldl((x,y)->(x[y[1],y[2]]+=y[3];x),fill!(K, 0.0), zip(I,J,V))
      # do things with K
    end
    

    This solution uses some trickery, such as, zeroing K using fill!, which by default returns K which is then used as an initial value for the foldl. Again, using ?foldl should clear up what is going on here.

    ANSWER TO OLD QUESTION

    Replacing

    for k=365
      val = rand(12)
      magical_sparse!(K,val)
      # compute eigs(K,...)
    end
    

    with

    for k=365
      rand!(nonzeros(K))
      # compute eigs(K,...)
    end
    

    should do the trick.

    Use ?rand! and ?nonzeros for help on the respective functions.