Sparse Matrix Implementation in Octave

TL;DR

This paper details the implementation of sparse matrices in Octave, including storage, algorithms, and operations, with benchmarking against Matlab and a real finite element model example.

Contribution

It introduces a comprehensive sparse matrix implementation in Octave, covering storage, algorithms, and integration with oct-files, filling a gap in Octave's capabilities.

Findings

Octave's sparse matrix operations are comparable to Matlab's in performance.

The implementation improves memory efficiency for large, sparse matrices.

Real-world FEM problem demonstrates practical use of sparse matrices in Octave.

Abstract

There are many classes of mathematical problems which give rise to matrices, where a large number of the elements are zero. In this case it makes sense to have a special matrix type to handle this class of problems where only the non-zero elements of the matrix are stored. Not only does this reduce the amount of memory to store the matrix, but it also means that operations on this type of matrix can take advantage of the a-priori knowledge of the positions of the non-zero elements to accelerate their calculations. A matrix type that stores only the non-zero elements is generally called sparse. Until recently Octave has lacked a full implementation of sparse matrices. This article address the implementation of sparse matrices within Octave, including their storage, creation, fundamental algorithms used, their implementations and the basic operations and functions implemented for sparse matrices. Mathematical issues such as the return types of sparse operations, matrix fill-in and reordering for sparse matrix factorization is discussed in the context of a real example. Benchmarking of Octave's implementation of sparse operations compared to their equivalent in Matlab are given and their implications discussed. Results are presented for multiplication and linear algebra operations for various matrix orders and densities. Furthermore, the use of Octave's sparse matrix implementation is demonstrated using a real example of a finite element model (FEM) problem. Finally, the method of using sparse matrices with Octave's oct-files is discussed. The means of creating, using and returning sparse matrices within oct-files is discussed as well as the differences between Octave's Sparse and Array classes.