H5Sparse.jl

This package provides H5SparseMatrixCSC, an an out-of-core AbstractSparseMatrixCSC backed by a dataset stored on disk of type <:HDF5.H5DataStore, e.g., a HDF5.File; see the HDF5.jl documentation.

The intended workflow is:

1. Construct a large sparse matrix that does not fit in memory by repeatedly concatenating a H5SparseMatrixCSC with matrices of type SparseMatrixCSC, which may be generated one at a time and then discarded to free up memory. Each concatenation writes the columns of the SparseMatrixCSC to the file backing the H5SparseMatrixCSC.
2. Read a subset of the columns of the resulting H5SparseMatrixCSC into memory at a time for processing.

Since Julia matrices are stored in column-major format, for efficiency only horizontal concatenation (hcat) is supported. By default, the backing file is compressed with blosc, resulting in exceptionally small files, and making reading from disk very fast.

# Conversion from SparseMatrixCSC; writes B to a dataset "A" in the file "foo.h5"
using SparseArrays
B = sprand(10, 10, 0.5)
A = H5SparseMatrixCSC("foo.h5", "A", B)

# or, equivalently
using HDF5
fid = h5open("foo.h5", "cw")
A = H5SparseMatrixCSC(fid, "A", B)

# kwargs are passed on to h5writecsc
A = H5SparseMatrixCSC("foo.h5", "A", B, overwrite=true) # Overwrites any existing dataset with name A

# Construct from an existing file
A = H5SparseMatrixCSC("foo.h5", "A")
A = H5SparseMatrixCSC(fid, "A")

# Construct a view into a subset of the rows and/or columns stored in a file
A = H5SparseMatrixCSC("foo.h5", "A", :, 2:5)

# Colon or UnitRange indexing returns a new H5SparseMatrixCSC that is a view into the specified subset of rows and/or columns
A[:, 1:10]
A[1:4, :]

# Integer indexing returns the requested element
A[1, 1]

# Concatenate with a SparseMatrixCSC to the right; useful for constructing large matrices in an iterative fashion
# Returns a new H5SparseMatrixCSC spanning all columns of the resulting matrix
C = sprand(10, 5, 0.5)
A = hcat(A, C)      # A is now of size (10, 15)

# Load a H5SparseMatrixCSC matrix into memory using SparseArrays.sparse
# Only the columns covered by this particular H5SparseMatrixCSC will be read from disk
# However, A must cover all rows of the underlying matrix
sparse(A)           # SparseMatrixCSC
sparse(A[:, 1:4])   # The first 4 columns of A as a new SparseMatrixCSC
sparse(A[1:4, :])   # Results in an error (not implemented)

# If converting to a dense matrix, Matrix(sparse(A)) is likely orders of magnitude faster than calling Matrix(A) directly
# (since Matrix(A) does not take advantage of A being sparse)
Matrix(A)           # Matrix (slow)
Matrix(sparse(A))   # Matrix (fast)