A User-Friendly Hybrid Sparse Matrix Class in C++

TL;DR

This paper introduces a user-friendly, high-performance C++ sparse matrix class that automatically switches storage formats and optimizes computations, simplifying sparse linear algebra for users with minimal performance trade-offs.

Contribution

It presents a novel hybrid sparse matrix class with automatic format switching and expression optimization, improving ease of use and efficiency in C++ sparse linear algebra.

Findings

Seamless format switching enhances performance.

High-level interface simplifies sparse matrix operations.

Open-source implementation facilitates adoption.

Abstract

When implementing functionality which requires sparse matrices, there are numerous storage formats to choose from, each with advantages and disadvantages. To achieve good performance, several formats may need to be used in one program, requiring explicit selection and conversion between the formats. This can be both tedious and error-prone, especially for non-expert users. Motivated by this issue, we present a user-friendly sparse matrix class for the C++ language, with a high-level application programming interface deliberately similar to the widely used MATLAB language. The class internally uses two main approaches to achieve efficient execution: (i) a hybrid storage framework, which automatically and seamlessly switches between three underlying storage formats (compressed sparse column, coordinate list, Red-Black tree) depending on which format is best suited for specific operations, and (ii) template-based meta-programming to automatically detect and optimise execution of common expression patterns. To facilitate relatively quick conversion of research code into production environments, the class and its associated functions provide a suite of essential sparse linear algebra functionality (eg., arithmetic operations, submatrix manipulation) as well as high-level functions for sparse eigendecompositions and linear equation solvers. The latter are achieved by providing easy-to-use abstractions of the low-level ARPACK and SuperLU libraries. The source code is open and provided under the permissive Apache 2.0 license, allowing unencumbered use in commercial products.