Davor Josipovic Just another WordPress blog – rather tryout

03/09/2020

Grouping large sparse matrix

Filed under: R — Tags: — Davor @ 23:21

In one of my recent projects I had to group data from a large sparse matrix. This was mainly to speed up the model fitting process.

The story in short: I couldn’t find a decent solution since most at some point converted the sparse matrix into a dense form, to group over. This is OK for a small matrix, but not for those that explode into gigabytes in their dense form…

So I wrote a function to exploit the sparse triplet structure to efficiently group a sparse matrix. Here it is with explanation.

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