Update a sparse matrix efficiently
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Dear MATLAB community,
I have a large sparse matrix (~ 100,000 by 100,000, with about 100,000 non-zero elements), which I need to update regularly (at each solver step).
So far, I've done it by creating its elements first (rows, columns and values) as column vectors, then assembling them using the sparse function:
A = sparse(iA, jA, vA, m, n, nnzA);
However this line is now taking 13% of my total solve time (called 355 times, taking about 0.29s each time).
The matrix structure does not change from one iteration to the next, only about half of the values need updating. Is there a more efficient way to do it? I haven't been able to find any solution so far looking at the forums.
I'm using Matlab 2019b Update 3 (188.8.131.521785).
sjhstone el 25 de Ag. de 2020
You can refer to the following blog post. It seems that you have reached the optimal efficiency.
If the sparsity pattern does not change, and there are nonzero entries on the last column and the last row, I think it might be redundant to pass arguments nnzA. Because MATLAB seems to use MEX routine, we do need to do numerical experiments to see whether not passing them into sparse can accelerate your code.
Christine Tobler el 16 de En. de 2023
The fastest way to construct a sparse matrix will be when the inputs are sorted, first by columns and then by rows. You can verify that your inputs iA, jA match this by calling find on the resulting matrix A: The first two outputs of find(A) should match the order of indices in iA and jA.
I tried running sparse for just a random set of indices of the size you mentioned. As you can see, using sorted indices gives a bit of speed-up:
iA = randi(1e5, 1e5, 1);
jA = randi(1e5, 1e5, 1);
vA = randi(1e5, 1e5, 1);
tic; A = sparse(iA, jA, vA, 1e5, 1e5); toc
[siA, sjA, svA] = find(A);
tic; sA = sparse(siA, sjA, svA, 1e5, 1e5); toc
Both my calls here are faster than what you mentioned (0.006 seconds instead of 0.29 seconds), which might come down to the machine used.