loadSparseMatrix.py

import numpy as np

def loadSparseMatrix(filename):
    """
    Loads the sparse matrix in text file `filename` assuming the
    Matlab format.

    Each row of the file should specify the non-zero value
    at a particular location, using 1 based indexes, formatted as follows:

      axis1_index (...) axisN_index value

    The Matlab equivalent `load` then `spconvert`. See here for details: 
    http://www.mathworks.com/help/matlab/ref/spconvert.html

    Note that it infers the shape of the matrix from the maximum
    indicies in the file. This is a limitation of file format.
    """
    DATA = np.loadtxt(filename)
    dims = DATA.shape[1] - 1
    shape = [np.max(DATA[:,i]) for i in range(dims)]
    M = np.zeros(shape=shape)
    for row in DATA:
        index = tuple(row[:-1] - 1)
        M.itemset(index, row[-1])
    return M