Github user mengxr commented on a diff in the pull request:

    https://github.com/apache/spark/pull/3319#discussion_r22120299
  
    --- Diff: mllib/src/main/scala/org/apache/spark/mllib/linalg/Matrices.scala 
---
    @@ -197,6 +335,167 @@ class SparseMatrix(
       }
     
       override def copy = new SparseMatrix(numRows, numCols, colPtrs, 
rowIndices, values.clone())
    +
    +  private[mllib] def map(f: Double => Double) =
    +    new SparseMatrix(numRows, numCols, colPtrs, rowIndices, values.map(f))
    +
    +  private[mllib] def update(f: Double => Double): SparseMatrix = {
    +    val len = values.length
    +    var i = 0
    +    while (i < len) {
    +      values(i) = f(values(i))
    +      i += 1
    +    }
    +    this
    +  }
    +
    +  /** Generate a `DenseMatrix` from the given `SparseMatrix`. */
    +  def toDense(): DenseMatrix = {
    +    new DenseMatrix(numRows, numCols, toArray)
    +  }
    +}
    +
    +/**
    + * Factory methods for [[org.apache.spark.mllib.linalg.SparseMatrix]].
    + */
    +object SparseMatrix {
    +
    +  /**
    +   * Generate a `SparseMatrix` from Coordinate List (COO) format. Input 
must be an array of
    +   * (row, column, value) tuples.
    +   * @param numRows number of rows of the matrix
    +   * @param numCols number of columns of the matrix
    +   * @param entries Array of (row, column, value) tuples
    +   * @return The corresponding `SparseMatrix`
    +   */
    +  def fromCOO(numRows: Int, numCols: Int, entries: Array[(Int, Int, 
Double)]): SparseMatrix = {
    +    val sortedEntries = entries.sortBy(v => (v._2, v._1))
    +    val colPtrs = new Array[Int](numCols + 1)
    +    var nnz = 0
    +    var lastCol = -1
    +    val values = sortedEntries.map { case (i, j, v) =>
    +      while (j != lastCol) {
    +        colPtrs(lastCol + 1) = nnz
    +        lastCol += 1
    +      }
    +      nnz += 1
    +      v
    +    }
    +    while (numCols > lastCol) {
    +      colPtrs(lastCol + 1) = nnz
    +      lastCol += 1
    +    }
    +    new SparseMatrix(numRows, numCols, colPtrs.toArray, 
sortedEntries.map(_._1), values)
    +  }
    +
    +  /**
    +   * Generate an Identity Matrix in `SparseMatrix` format.
    +   * @param n number of rows and columns of the matrix
    +   * @return `SparseMatrix` with size `n` x `n` and values of ones on the 
diagonal
    +   */
    +  def speye(n: Int): SparseMatrix = {
    +    new SparseMatrix(n, n, (0 to n).toArray, (0 until n).toArray, 
Array.fill(n)(1.0))
    +  }
    +
    +  /** Generates a `SparseMatrix` with a given random number generator and 
`method`, which
    +    * specifies the distribution. */
    +  private def genRandMatrix(
    +      numRows: Int,
    +      numCols: Int,
    +      density: Double,
    +      rng: Random,
    +      method: Random => Double): SparseMatrix = {
    +    require(density >= 0.0 && density <= 1.0, "density must be a double in 
the range " +
    +      s"0.0 <= d <= 1.0. Currently, density: $density")
    +    val length = math.ceil(numRows * numCols * density).toInt
    +    val entries = MutableMap[(Int, Int), Double]()
    +    var i = 0
    +    if (density == 0.0) {
    +      return new SparseMatrix(numRows, numCols, new Array[Int](numCols + 
1),
    +        Array[Int](), Array[Double]())
    +    } else if (density == 1.0) {
    +      return new SparseMatrix(numRows, numCols, (0 to numRows * numCols by 
numRows).toArray,
    +        (0 until numRows * numCols).toArray, Array.fill(numRows * 
numCols)(method(rng)))
    +    }
    +    // Expected number of iterations is less than 1.5 * length
    +    if (density < 0.34) {
    +      while (i < length) {
    +        var rowIndex = rng.nextInt(numRows)
    +        var colIndex = rng.nextInt(numCols)
    +        while (entries.contains((rowIndex, colIndex))) {
    +          rowIndex = rng.nextInt(numRows)
    +          colIndex = rng.nextInt(numCols)
    +        }
    +        entries += (rowIndex, colIndex) -> method(rng)
    +        i += 1
    +      }
    +    } else { // selection - rejection method
    +      var j = 0
    +      val pool = numRows * numCols
    +      // loop over columns so that the sort in fromCOO requires less 
sorting
    +      while (i < length && j < numCols) {
    +        var passedInPool = j * numRows
    +        var r = 0
    +        while (i < length && r < numRows) {
    +          if (rng.nextDouble() < 1.0 * (length - i) / (pool - 
passedInPool)) {
    +            entries += (r, j) -> method(rng)
    --- End diff --
    
    Using a map here is not optimal. The sampled entries are ordered. We can 
construct `rowIndices` and `colPtrs` directly.


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