The computational complexity of sparse operations is proportional
nnz, the number of nonzero elements in the matrix.
Computational complexity also depends linearly on the row size
n of the matrix, but is independent
of the product
m*n, the total number of zero and
The complexity of fairly complicated operations, such as the solution of sparse linear equations, involves factors like ordering and fill-in, which are discussed in the previous section. In general, however, the computer time required for a sparse matrix operation is proportional to the number of arithmetic operations on nonzero quantities.
Sparse matrices propagate through computations according to these rules:
Functions that accept a matrix and return a scalar
or constant-size vector always produce output in full storage format.
For example, the
always returns a full vector, whether its input is full or sparse.
Functions that accept scalars or vectors and return
matrices, such as
eye, always return full
results. This is necessary to avoid introducing sparsity unexpectedly.
The sparse analog of
zeros(m,n) is simply
The sparse analogs of
respectively. There is no sparse analog for the function
Unary functions that accept a matrix and return
a matrix or vector preserve the storage class of the operand. If
a sparse matrix, then
chol(S) is also a sparse
diag(S) is a sparse vector. Columnwise
functions such as
sum also return sparse vectors, even
though these vectors can be entirely nonzero. Important exceptions
to this rule are the
Binary operators yield sparse results if both operands
are sparse, and full results if both are full. For mixed operands,
the result is full unless the operation preserves sparsity. If
F is full, then
F\S are full, while
sparse. In some cases, the result might be sparse even though the
matrix has few zero elements.
using either the
or square brackets produces sparse results for mixed operands.
A permutation of the rows and columns of a sparse matrix
be represented in two ways:
A permutation matrix
P acts on
the rows of
P*S or on the
A permutation vector
p, which is
a full vector containing a permutation of
acts on the rows of
or on the columns as
For example, the statements
p = [1 3 4 2 5] I = eye(5,5); P = I(p,:); e = ones(4,1); S = diag(11:11:55) + diag(e,1) + diag(e,-1)
p = 1 3 4 2 5 P = 1 0 0 0 0 0 0 1 0 0 0 0 0 1 0 0 1 0 0 0 0 0 0 0 1 S = 11 1 0 0 0 1 22 1 0 0 0 1 33 1 0 0 0 1 44 1 0 0 0 1 55
You can now try some permutations using the permutation vector
the permutation matrix
P. For example, the statements
ans = 11 1 0 0 0 0 1 33 1 0 0 0 1 44 1 1 22 1 0 0 0 0 0 1 55
ans = 11 0 0 1 0 1 1 0 22 0 0 33 1 1 0 0 1 44 0 1 0 0 1 0 55
P is a sparse matrix, then both representations
use storage proportional to
n and you can apply
S in time proportional to
The vector representation is slightly more compact and efficient,
so the various sparse matrix permutation routines all return full
row vectors with the exception of the pivoting permutation in LU (triangular)
factorization, which returns a matrix compatible with the full LU
To convert between the two representations, let
speye(n) be an identity matrix of the appropriate size.
P = I(p,:) P' = I(:,p) p = (1:n)*P' p = (P*(1:n)')'
The inverse of
P is simply
R = P'.
You can compute the inverse of
r(p) = 1:n.
r(p) = 1:5 r = 1 4 2 3 5
Reordering the columns of a matrix can often make its LU or QR factors sparser. Reordering the rows and columns can often make its Cholesky factors sparser. The simplest such reordering is to sort the columns by nonzero count. This is sometimes a good reordering for matrices with very irregular structures, especially if there is great variation in the nonzero counts of rows or columns.
p = colperm(S) computes a permutation
that orders the columns of a matrix by the number of nonzeros in each
column from smallest to largest.
The reverse Cuthill-McKee ordering is intended to reduce the
profile or bandwidth of the matrix. It is not guaranteed to find the
smallest possible bandwidth, but it usually does. The function
operates on the nonzero structure of the symmetric matrix
+ A', but the result is also useful for asymmetric matrices.
This ordering is useful for matrices that come from one-dimensional
problems or problems that are in some sense "long and thin."
The degree of a node in a graph is the number of connections to that node. This is the same as the number of off-diagonal nonzero elements in the corresponding row of the adjacency matrix. The approximate minimum degree algorithm generates an ordering based on how these degrees are altered during Gaussian elimination or Cholesky factorization. It is a complicated and powerful algorithm that usually leads to sparser factors than most other orderings, including column count and reverse Cuthill-McKee. Because the keeping track of the degree of each node is very time-consuming, the approximate minimum degree algorithm uses an approximation to the degree, rather than the exact degree.
The following MATLAB® functions implement the approximate minimum degree algorithm:
symamd — Use with symmetric matrices.
colamd — Use with nonsymmetric
matrices and symmetric matrices of the form
See Reordering and Factorization for an example using
You can change various parameters associated with details of
the algorithms using the
S is a sparse matrix, the following command
returns three sparse matrices
P such that
P*S = L*U.
[L,U,P] = lu(S)
lu obtains the factors by Gaussian elimination
with partial pivoting. The permutation matrix
n nonzero elements. As with dense matrices,
[L,U] = lu(S) returns a permuted
unit lower triangular matrix and an upper triangular matrix whose
S. By itself,
a single matrix without the pivot information.
The three-output syntax
[L,U,P] = lu(S)
P via numerical partial pivoting,
but does not pivot to improve sparsity in the
On the other hand, the four-output syntax
P via threshold partial pivoting,
Q to improve
sparsity in the
You can control pivoting in sparse matrices using
thresh is a pivot threshold in [0,1].
Pivoting occurs when the diagonal entry in a column has magnitude
thresh times the magnitude of any sub-diagonal
entry in that column.
thresh = 0 forces diagonal
thresh = 1 is
the default. (The default for
the four-output syntax).
When you call
three or less outputs, MATLAB automatically allocates the memory
necessary to hold the sparse
during the factorization. Except for the four-output syntax, MATLAB does
not use any symbolic LU prefactorization to determine the memory requirements
and set up the data structures in advance.
Reordering and Factorization. This example shows the effects of reordering and factorization on sparse matrices.
If you obtain a good column permutation
p that reduces fill-in, perhaps from
colamd, then computing
lu(S(:,p)) takes less time and storage than computing
Create a sparse matrix using the Bucky ball example.
B = bucky;
B has exactly three nonzero elements in each row and column.
Create two permutations,
r = symrcm(B); m = symamd(B);
The two permutations are the symmetric reverse Cuthill-McKee ordering and the symmetric approximate minimum degree ordering.
Create spy plots to show the three adjacency matrices of the Bucky Ball graph with these three different numberings. The local, pentagon-based structure of the original numbering is not evident in the others.
figure subplot(1,3,1) spy(B) title('Original') subplot(1,3,2) spy(B(r,r)) title('Reverse Cuthill-McKee') subplot(1,3,3) spy(B(m,m)) title('Approx Min Degree')
The reverse Cuthill-McKee ordering,
r, reduces the bandwidth and concentrates all the nonzero elements near the diagonal. The approximate minimum degree ordering,
m, produces a fractal-like structure with large blocks of zeros.
To see the fill-in generated in the LU factorization of the Bucky ball, use
speye, the sparse identity matrix, to insert -3s on the diagonal of
B = B - 3*speye(size(B));
Since each row sum is now zero, this new
B is actually singular, but it is still instructive to compute its LU factorization. When called with only one output argument,
lu returns the two triangular factors,
U, in a single sparse matrix. The number of nonzeros in that matrix is a measure of the time and storage required to solve linear systems involving
Here are the nonzero counts for the three permutations being considered.
lu(B) (Original): 1022
lu(B(r,r)) (Reverse Cuthill-McKee): 968
lu(B(m,m)) (Approximate minimum degree): 636
Even though this is a small example, the results are typical. The original numbering scheme leads to the most fill-in. The fill-in for the reverse Cuthill-McKee ordering is concentrated within the band, but it is almost as extensive as the first two orderings. For the approximate minimum degree ordering, the relatively large blocks of zeros are preserved during the elimination and the amount of fill-in is significantly less than that generated by the other orderings.
spy plots below reflect the characteristics of each reordering.
figure subplot(1,3,1) spy(lu(B)) title('Original') subplot(1,3,2) spy(lu(B(r,r))) title('Reverse Cuthill-McKee') subplot(1,3,3) spy(lu(B(m,m))) title('Approx Min Degree')
S is a symmetric (or Hermitian), positive
definite, sparse matrix, the statement below returns a sparse, upper
R so that
R'*R = S.
R = chol(S)
chol does not automatically pivot for sparsity,
but you can compute approximate minimum degree and profile limiting
permutations for use with
Since the Cholesky algorithm does not use pivoting for sparsity
and does not require pivoting for numerical stability,
a quick calculation of the amount of memory required and allocates
all the memory at the start of the factorization. You can use
symbfact, which uses the same algorithm
chol, to calculate how much memory is allocated.
MATLAB computes the complete QR factorization of a sparse
[Q,R] = qr(S)
[Q,R,E] = qr(S)
but this is often impractical. The unitary matrix
fails to have a high proportion of zero elements. A more practical
alternative, sometimes known as "the Q-less QR factorization,"
With one sparse input argument and one output argument
R = qr(S)
returns just the upper triangular portion of the QR factorization.
R provides a Cholesky factorization
for the matrix associated with the normal equations:
R'*R = S'*S
However, the loss of numerical information inherent in the computation
S'*S is avoided.
With two input arguments having the same number of rows, and two output arguments, the statement
[C,R] = qr(S,B)
applies the orthogonal transformations to
C = Q'*B without computing
The Q-less QR factorization allows the solution of sparse least squares problems
with two steps
[c,R] = qr(A,b) x = R\c
A is sparse, but not square, MATLAB uses
these steps for the linear equation solving backslash operator:
x = A\b
It is also possible to solve a sequence of least squares linear
systems with different right-hand sides,
are not necessarily known when
R = qr(A) is computed.
The approach solves the "semi-normal equations"
R'*R*x = A'*b
x = R\(R'\(A'*b))
and then employs one step of iterative refinement to reduce round off error:
r = b - A*x e = R\(R'\(A'*r)) x = x + e
provide approximate, incomplete factorizations,
which are useful as preconditioners for sparse iterative methods.
ilu function produces three incomplete
lower-upper (ILU) factorizations: the zero-fill
ILU(0)), a Crout version of ILU
ILUC(tau)), and ILU with threshold dropping and
pivots and the resulting factors only have nonzeros in positions where
the input matrix had nonzeros. Both
however, do threshold-based dropping with the user-defined drop tolerance
A = gallery('neumann', 1600) + speye(1600); nnz(A) ans = 7840 nnz(lu(A)) ans = 126478
A has 7840 nonzeros, and its complete
LU factorization has 126478 nonzeros. On the other hand, the following
code shows the different ILU outputs:
[L,U] = ilu(A); nnz(L)+nnz(U)-size(A,1); ans = 7840 norm(A-(L*U).*spones(A),'fro')./norm(A,'fro') ans = 4.8874e-017 opts.type = 'ilutp'; opts.droptol = 1e-4; [L,U,P] = ilu(A, opts); nnz(L)+nnz(U)-size(A,1) ans = 31147 norm(P*A - L*U,'fro')./norm(A,'fro') ans = 9.9224e-005 opts.type = ‘crout'; nnz(L)+nnz(U)-size(A,1) ans = 31083 norm(P*A-L*U,'fro')./norm(A,'fro') ans = 9.7344e-005
These calculations show that the zero-fill factors have 7840
ILUTP(1e-4) factors have 31147 nonzeros,
ILUC(1e-4) factors have 31083 nonzeros.
Also, the relative error of the product of the zero-fill factors
is essentially zero on the pattern of
the relative error in the factorizations produced with threshold dropping
is on the same order of the drop tolerance, although this is not guaranteed
to occur. See the
page for more options and details.
ichol function provides zero-fill
incomplete Cholesky factorizations (
as well as threshold-based dropping incomplete Cholesky factorizations
ICT(tau)) of symmetric, positive definite sparse
matrices. These factorizations are the analogs of the incomplete LU
factorizations above and have many of the same characteristics. For
A = delsq(numgrid('S',200)); nnz(A) ans = 195228 nnz(chol(A,'lower')) ans = 7762589
Ahas 195228 nonzeros, and its complete Cholesky factorization without reordering has 7762589 nonzeros. By contrast:
L = ichol(A); nnz(L) ans = 117216 norm(A-(L*L').*spones(A),'fro')./norm(A,'fro') ans = 3.5805e-017 opts.type = 'ict'; opts.droptol = 1e-4; L = ichol(A,opts); nnz(L) ans = 1166754 norm(A-L*L','fro')./norm(A,'fro') ans = 2.3997e-004
IC(0) has nonzeros only in the pattern of
the lower triangle of
A, and on the pattern of
the product of the factors matches. Also, the
are considerably sparser than the complete Cholesky factor, and the
relative error between
on the same order of the drop tolerance. It is important to note
that unlike the factors provided by
default factors provided by
ichol are lower triangular.
ichol reference page
for more information.
There are two different classes of methods for solving systems of simultaneous linear equations:
Direct methods are usually variants of Gaussian elimination. These methods involve the individual matrix elements directly, through matrix operations such as LU or Cholesky factorization. MATLAB implements direct methods through the matrix division operators / and \, which you can use to solve linear systems.
Iterative methods produce only an approximate solution after a finite number of steps. These methods involve the coefficient matrix only indirectly, through a matrix-vector product or an abstract linear operator. Iterative methods are usually applied only to sparse matrices.
Direct methods are usually faster and more generally applicable than indirect methods, if there is enough storage available to carry them out. Iterative methods are usually applicable to restricted cases of equations and depend on properties like diagonal dominance or the existence of an underlying differential operator. Direct methods are implemented in the core of the MATLAB software and are made as efficient as possible for general classes of matrices. Iterative methods are usually implemented in MATLAB-language files and can use the direct solution of subproblems or preconditioners.
Using a Different Preordering. If
A is not diagonal, banded, triangular,
or a permutation of a triangular matrix, backslash (\) reorders the
A to reduce the amount of fill-in—that
is, the number of nonzero entries that are added to the sparse factorization
matrices. The new ordering, called a preordering,
is performed before the factorization of
some cases, you might be able to provide a better preordering than
the one used by the backslash algorithm.
To use a different preordering, first turn off both of the automatic
preorderings that backslash might perform by default, using the function
spparms as follows:
currentParms = spparms; spparms('autoamd',0); spparms('autommd',0);
Now, assuming you have created a permutation vector
specifies a preordering of the indices of
backslash to the matrix
A(:,p), whose columns are
the columns of
A, permuted according to the vector
x = A (:,p) \ b; x(p) = x; spparms(currentParms);
the controls to their prior state, in case you use
without specifying an appropriate preordering.
Eleven functions are available that implement iterative methods for sparse systems of simultaneous linear systems.
Functions for Iterative Methods for Sparse Systems
Biconjugate gradient stabilized
|Biconjugate gradient stabilized (l)|
Conjugate gradient squared
Generalized minimum residual
Preconditioned conjugate gradient
|Transpose-free quasiminimal residual|
These methods are designed to solve Ax = b or
minimize the norm of b – Ax.
For the Preconditioned Conjugate Gradient method,
pcg, A must
be a symmetric, positive definite matrix.
be used on symmetric indefinite matrices. For
the matrix need not be square. The other seven can handle nonsymmetric,
square matrices and each method has a distinct benefit.
All eleven methods can make use of preconditioners. The linear system
is replaced by the equivalent system
The preconditioner M is chosen to accelerate convergence of the iterative method. In many cases, the preconditioners occur naturally in the mathematical model. A partial differential equation with variable coefficients can be approximated by one with constant coefficients, for example. Incomplete matrix factorizations can be used in the absence of natural preconditioners.
The five-point finite difference approximation to Laplace's equation on a square, two-dimensional domain provides an example. The following statements use the preconditioned conjugate gradient method preconditioner M = L*L', where L is the zero-fill incomplete Cholesky factor of A.
A = delsq(numgrid('S',50)); b = ones(size(A,1),1); tol = 1e-3; maxit = 100; L = ichol(A); [x,flag,err,iter,res] = pcg(A,b,tol,maxit,L,L');
Twenty-one iterations are required to achieve the prescribed
accuracy. On the other hand, using a different preconditioner may
yield better results. For example, using
construct a modified incomplete Cholesky, the prescribed accuracy
is met after only 15 iterations:
L = ichol(A,struct('type','nofill','michol','on')); [x,flag,err,iter,res] = pcg(A,b,tol,maxit,L,L');
Two functions are available that compute a few specified eigenvalues
or singular values.
svds is based on
Functions to Compute a Few Eigenvalues or Singular Values
These functions are most frequently used with sparse matrices, but they can be used with full matrices or even with linear operators defined in MATLAB code.
[V,lambda] = eigs(A,k,sigma)
k eigenvalues and corresponding
eigenvectors of the matrix
A that are nearest the
omitted, the eigenvalues largest in magnitude are found. If
zero, the eigenvalues smallest in magnitude are found. A second matrix,
can be included for the generalized eigenvalue problem: Aυ =
[U,S,V] = svds(A,k)
k largest singular values of
[U,S,V] = svds(A,k,0)
k smallest singular values.
This example shows how to find the smallest eigenvalue and eigenvector of a sparse matrix.
Set up the five-point Laplacian difference operator on a 65-by-65 grid in an L-shaped, two-dimensional domain.
L = numgrid('L',65); A = delsq(L);
Determine the order and number of nonzero elements.
ans = 2945 2945 ans = 14473
A is a matrix of order 2945 with 14,473 nonzero elements.
Compute the smallest eigenvalue and eigenvector.
[v,d] = eigs(A,1,0);
Distribute the components of the eigenvector over the appropriate grid points and produce a contour plot of the result.
L(L>0) = full(v(L(L>0))); x = -1:1/32:1; contour(x,x,L,15) axis square
The numerical techniques used in
described in .
 Amestoy, P. R., T. A. Davis, and I. S. Duff, "An Approximate Minimum Degree Ordering Algorithm," SIAM Journal on Matrix Analysis and Applications, Vol. 17, No. 4, Oct. 1996, pp. 886-905.
 Barrett, R., M. Berry, T. F. Chan, et al., Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods, SIAM, Philadelphia, 1994.
 Davis, T.A., Gilbert, J. R., Larimore, S.I., Ng, E., Peyton, B., "A Column Approximate Minimum Degree Ordering Algorithm," Proc. SIAM Conference on Applied Linear Algebra, Oct. 1997, p. 29.
 Gilbert, John R., Cleve Moler, and Robert Schreiber, "Sparse Matrices in MATLAB: Design and Implementation," SIAM J. Matrix Anal. Appl., Vol. 13, No. 1, January 1992, pp. 333-356.
 Larimore, S. I., An Approximate Minimum Degree Column Ordering Algorithm, MS Thesis, Dept. of Computer and Information Science and Engineering, University of Florida, Gainesville, FL, 1998.
 Saad, Yousef, Iterative Methods for Sparse Linear Equations. PWS Publishing Company, 1996.