Sparse Matrix Capabilities in Mata

[Ahmed Sadek Yousuf]

Hello ! Are there any user written Mata Library packages for implementing sparse matrix and sparse matrix operations ? Matlab and R have baked in capacity for processing sparse matrix operations but seemingly not Mata

[daniel klein]

Bill Gould discusses sparse matrices in his excellent Mata Book. Code is accessible from the website (spmat*.mata).

[Jesse Wursten]

I'll admit I did not expect at all that Mata would support sparse matrices

[JanDitzen]

If I remember correctly (I dont have the book in front of me right now) the sparse matrices require a lot of loops, which might be slow when using very large sparse matrices.

Please correct me if I am wrong, the book describes multiplication, but not the calculation of the inverse of eigenvalues, correct?

[daniel klein]

I have the book but would need to look into the details. Sparse matrices are used as a programming example and I do not think that the code is complete in the sense that it implements a shippable product.