Eigen provides the SparseMatrix class for representing sparse matrices, which are matrices that have a significant number of zero elements. Here are a few examples of how you can use the SparseMatrix class in Eigen:

  1. Creating a sparse matrix:
#include <Eigen/Sparse>
#include <iostream>

using namespace Eigen;
using namespace std;

int main() {
  // Create a sparse matrix with 5 rows and 4 columns, and 7 non-zero elements
  SparseMatrix<double> A(5, 4);
  A.reserve(VectorXi::Constant(4, 2));  // Reserve space for 2 non-zero elements per column
  A.insert(0, 0) = 1;
  A.insert(1, 0) = 2;
  A.insert(2, 1) = 3;
  A.insert(3, 1) = 4;
  A.insert(4, 2) = 5;
  A.insert(2, 3) = 6;
  A.insert(4, 3) = 7;
  A.makeCompressed();  // Optimize the storage of the non-zero elements

  cout << "A = " << endl << A << endl;
  // Output: A = (5, 4) matrix with 7 non-zero elements
  //    1.000    0.000    0.000    0.000
  //    2.000    0.000    0.000    0.000
  //    0.000    3.000    0.000    6.000
  //    0.000    4.000    0.000    0.000
  //    0.000    0.000    5.000    7.000

  return 0;
}
  1. Accessing elements of a sparse matrix:
#include <Eigen/Sparse>
#include <iostream>

using namespace Eigen;
using namespace std;

int main() {
  SparseMatrix<double> A(5, 4);
  // ... set up the matrix A as before ...

  // Access element at row i and column j
  double element = A.coeff(i, j);

  return 0;
}
  1. Matrix operations:

Eigen provides many functions for performing operations on sparse matrices, such as matrix-vector multiplication and matrix-matrix multiplication. Here are some examples:

#include <Eigen/Sparse>
#include <iostream>

using namespace Eigen;
using namespace std;

int main() {
  SparseMatrix<double> A(5, 4);
  // ... set up the matrix A as before ...
  VectorXd x(4);
  x.setRandom();

  // Matrix-vector multiplication
  VectorXd y = A * x;
  cout << "y = " << endl << y << endl;

  SparseMatrix<double> B(4, 3);
  // ... set up the matrix B ...
  // Matrix-matrix multiplication
  SparseMatrix<double> C = A * B;
  cout << "C = " << endl << C << endl;

  return 0;
}

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