Read and write NIST Matrix Market files http://stat.stanford.edu/~patperry/code/matrix-market
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The Matrix Market (MM) exchange formats provide a simple mechanism to facilitate the exchange of matrix data. In particular, the objective has been to define a minimal base ASCII file format which can be very easily explained and parsed, but can easily adapted to applications with a more rigid structure, or extended to related data objects. The MM exchange format for matrices is really a collection of affiliated formats which share design elements. In the initial specification, two matrix formats are defined.
Coordinate Format - A file format suitable for representing general sparse matrices. Only nonzero entries are provided, and the coordinates of each nonzero entry is given explicitly.
Array Format - A file format suitable for representing general dense matrices. All entries are provided in a pre-defined (column-oriented) order.
For more information, see the NIST Matrix Market webpage: http://http://math.nist.gov/MatrixMarket/