Sparse Matrix-Vector Multiply (CSR)
What this preview is
Sparse Matrix-Vector Multiply (CSR) is a medium quant coding problem on computer architecture in Python, asked at Nvidia.
- Difficulty
- Medium
- Topic
- Computer Architecture
- Discipline
- Quant development
- Language
- Python
Implementing sparse matrix-vector multiply with CSR format
This medium-difficulty coding problem tests whether you understand compressed sparse row (CSR) format and can implement an efficient, correct matrix-vector product. Firms like Nvidia care about this because sparse operations power GPU workloads in graph algorithms, physics simulations, and machine learning — and CSR is the industry standard for storing sparse matrices compactly.
The core challenge is correctly navigating the three-array CSR representation: reading the row boundaries from row_ptr, fetching the corresponding nonzero values and their column indices, then accumulating dot products. The solution is straightforward once you understand how row_ptr acts as a pointer into the values array, but off-by-one errors and edge cases (empty matrices, single-element rows) are common trip-ups under time pressure.
- Array indexing and pointer arithmetic
- Dense versus sparse data layout and memory efficiency
- Boundary conditions and loop invariants
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