Re-use arrays for matrix storage

[smbecker]

I am creating multiple very large vectors based on memory that has already been allocated. Currently, the storage classes will always create a new array and copy the data over when creating a new vector. The GC eventually cleans everything up as expected when the vectors are released. However, this does create a massive churn on memory. There doesn't appear to be a way to re-use that memory. Am I missing something? Would you be open to a PR that updates the storage related classes to allow for that? If so, do you have any guidance or gotchas that I should be aware of before I get too far down any particular path? In a best case scenario, I could just take advantage of the existing arrays that are already allocated without allocating anything new. Worst case, it would at least use ArrayPool.Shared to allocate the arrays so that it wasn't having to re-allocate a new array every time.

[wo80]

Currently, the storage classes will always create a new array and copy the data over when creating a new vector.

I don't think this is true. For example, there's the internal DenseVectorStorage(int length, T[] data) constructor that will re-use the given array. How do you create your vectors?

All the actual vector implementations allow re-using of memory using one of the constructors, for example

DenseVector(DenseVectorStorage<double> storage)
DenseVector(double[] storage)

Alternatively, there's a static helper class with generic methods

CreateVector.WithStorage<T>(VectorStorage<T> storage)
CreateVector.Dense<T>(DenseVectorStorage<T> storage)
CreateVector.Dense<T>(T[] array)

which should also re-use the already allocated memory (haven't checked that, though).

[smbecker]

Sorry I should have been more thorough. I have only been working with sparse implementations, which does not seem to provide anyway to reuse arrays. At the very least, it would be good to allow using ArrayPool to prevent new allocations.

[wo80]

Ok, I think for sparse vectors, it would be a good addition to have a constructor that takes the storage arrays.

What length do the vectors have? Would using dense vectors be an option?