A SparseMatrix can be constructed from a set of arrays, or it can be abstractly created as an empty array and then incrementally built into final form. It is usually easier to create an empty SparseMatrix of a set size and then use the Set method to set the elements of the array. When setting the elements of the sparse array, their positions should be thought of as their positions in the dense array. Elements can be set in any order, but only the elements actually set are stored.

This class includes methods to update the sparse matrix. There are also methods to multiply a sparse matrix and a vector or to multiply two sparse matrices. To solve a sparse linear system use SparseCholesky or SuperLU.