add read/write routines for sparse matrices in the Market format

unsupported/Eigen/SparseExtra

@@ -10,6 +10,8 @@
 #include <cstdlib>
 #include <cstring>
 #include <algorithm>
+#include <fstream>
+#include <sstream>
 
 #ifdef EIGEN_GOOGLEHASH_SUPPORT
   #include <google/dense_hash_map>
@@ -54,6 +56,9 @@ enum {
 #include "../../Eigen/src/misc/Solve.h"
 
 #include "src/SparseExtra/RandomSetter.h"
+
+#include "src/SparseExtra/MarketIO.h"
+
 #include "src/SparseExtra/Solve.h"
 #include "src/SparseExtra/Amd.h"
 #include "src/SparseExtra/SimplicialCholesky.h"

unsupported/Eigen/src/SparseExtra/MarketIO.h

@@ -0,0 +1,107 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_SPARSE_MARKET_IO_H
+#define EIGEN_SPARSE_MARKET_IO_H
+
+
+template<typename SparseMatrixType>
+bool loadMarket(SparseMatrixType& mat, const std::string& filename)
+{
+  typedef typename SparseMatrixType::Scalar Scalar;
+  std::ifstream input(filename.c_str(),std::ios::in);
+  if(!input)
+    return false;
+  
+  const int maxBuffersize = 2048;
+  char buffer[maxBuffersize];
+  
+  bool readsizes = false;
+  
+  int M(-1), N(-1), NNZ(-1);
+  int count = 0;
+  
+  while(input.getline(buffer, maxBuffersize))
+  {
+    // skip comments
+    if(buffer[0]=='%')
+      continue;
+    
+    std::stringstream line(buffer);
+    
+    if(!readsizes)
+    {
+      line >> M >> N >> NNZ;
+      readsizes = true;
+      std::cout << "sizes: " << M << "," << N << "," << NNZ << "\n";
+      mat.resize(M,N);
+      mat.reserve(NNZ);
+    }
+    else
+    {
+      int i(-1), j(-1);
+      Scalar v;
+      line >> i >> j >> v;
+      i--;
+      j--;
+      if(i>=0 && j>=0 && i<M && j<N)
+      {
+        ++ count;
+        //std::cout << "M[" << i << "," << j << "] = " << v << "\n";
+        mat.insert(i,j) = v;
+      }
+      else
+        std::cerr << "Invalid read: " << i << "," << j << "\n";
+    }
+  }
+  
+  if(count!=NNZ)
+    std::cerr << count << "!=" << NNZ << "\n";
+  
+  input.close();
+  return true;
+}
+
+template<typename SparseMatrixType>
+bool saveMarket(const SparseMatrixType& mat, const std::string& filename)
+{
+  std::ofstream out(filename.c_str(),std::ios::out);
+  if(!out)
+    return false;
+  
+  out.flags(std::ios_base::scientific);
+  out.precision(64);
+  out << mat.rows() << " " << mat.cols() << " " << mat.nonZeros() << "\n";
+  int count = 0;
+  for(int j=0; j<mat.outerSize(); ++j)
+    for(typename SparseMatrixType::InnerIterator it(mat,j); it; ++it)
+    {
+      ++ count;
+      out << it.row()+1 << " " << it.col()+1 << " " << it.value() << "\n";
+    }
+  out.close();
+  return true;
+}
+
+#endif // EIGEN_SPARSE_MARKET_IO_H