added diagonal-sparse multiplication

Author: matbesancon

src/linalg.jl

@@ -188,6 +188,16 @@ function _A_mul_Bt_or_Bc!(tfun::Function, C::StridedMatrix, A::AbstractMatrix, B
     C
 end
 
+function *(A::Diagonal, b::AbstractSparseVector)
+    T = promote_eltype(A, b)
+    nzind_b = nonzeroinds(b)
+    nzval_b = nonzeros(b)
+    if isempty(nzind_b)
+        return zero(T)
+    end
+    return sum(A.diag[nzind_b[idx]] * nzval_b[idx] for idx in eachindex(nzind_b))
+end
+
 # Sparse matrix multiplication as described in [Gustavson, 1978]:
 # http://dl.acm.org/citation.cfm?id=355796
 

test/linalg.jl

@@ -673,6 +673,16 @@ end
     end
 end
 
+@testset "diagonal - sparse vector mutliplication" begin
+    for _ in 1:10
+        b = spzeros(10)
+        b[1:3] .= 1:3
+        A = Diagonal(randn(10))
+        @test norm(A * b - A * Vector(b)) <= 10eps()
+        @test norm(A * b - Array(A) * b) <= 10eps()
+    end
+end
+
 @testset "sparse matrix * BitArray" begin
     A = sprand(5,5,0.3)
     MA = Array(A)