[Numpy-discussion] sparse vectors / matrices / tensors
Christopher Jordan-Squire
cjordan1 at uw.edu
Tue Sep 20 10:51:52 EDT 2011
On Tue, Sep 20, 2011 at 10:42 AM, Yannick Versley <yversley at gmail.com> wrote:
> Hi all,
> I've been working quite a lot with sparse vectors and sparse matrices
> (basically
> as feature vectors in the context of machine learning), and have noticed
> that they
> do crop up in a lot of places (e.g. the CVXOPT library, in scikits, ...) and
> that people
> tend to either reinvent the wheel (i.e. implement a complete sparse matrix
> library) or
> pretend that no separate data structure is needed (i.e. always passing along
> pairs of
> coordinate and data arrays).
> I do think there would be some benefit to having sparse vectors/matrices or
> tensors
> (in parallel to numpy's arrays, which can be vectors or arbitrary-order
> tensors) with a
> standardized interface so that different packages (e.g. eigenvalue/SVD
> computation,
> least-squares and other QPs, but possibly also things like numpy.bincount as
> well as
> computations that are more domain-specific) can be more interoperable than
> they are now.
> One problem that I see is that people doing PDE solving usually want banded
> matrices,
> whereas other people (including me) do most of their work with
> coordinate-list or CSR
> matrices, which normally means some variation in the actual implementations
> for different
> domains, and it's also possible that the most convenient interface for a
> sparse matrix is not
> the most convenient one for a dense matrix (and vice-versa), but I think it
> would be nice
> if there were some kind of standardized data structure or maybe just a
> standardized vtable-based
> interface (similar to Python's buffer interface) that would allow all sparse
> matrix packages to
> interoperate with each other in some meaningful (even if not most-efficient)
> way.
> I'd be willing to adapt the code that I have (C++- and Cython-based) to this
> kind of interface
> to provide some kind of 'reference' implementation, but before inventing the
> N+1th solution
> to the problem, I'd be curious what other people's opinions are.
> Yannick
>
This question seems like it's more relevant to the scipy mailing list,
since scipy has scipy.sparse.
-Chris JS
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