Intel® Math Kernel Library 2018 Developer Reference - C
As discussed above, it is more efficient to store only the non-zero elements of a sparse matrix. There are a number of common storage formats used for sparse matrices, but most of them employ the same basic technique. That is, store all non-zero elements of the matrix into a linear array and provide auxiliary arrays to describe the locations of the non-zero elements in the original matrix.
Storing the non-zero elements of a sparse matrix into a linear array is done by walking down each column (column-major format) or across each row (row-major format) in order, and writing the non-zero elements to a linear array in the order they appear in the walk.
These sections describe in detail the sparse matrix storage formats supported in the current version of the Intel MKL Sparse BLAS Level 2 and Level 3.