For Sparse Matrix/Vector provide a means to access the non-zero sparse values without enumerating over a complete column/row.

[carlnolan]

There are interbal arrays that would be more efficient for access to the non-zero values in a SparseMatrix. Somtheing alaong the lines of:
let last = coMatrix.InternalSparseRowOffsets.Length - 1
if item >= 0 && item <= last then
let (startI, endI) =
if item = last then (coMatrix.InternalSparseRowOffsets.[item], coMatrix.InternalSparseRowOffsets.[item])
else (coMatrix.InternalSparseRowOffsets.[item], coMatrix.InternalSparseRowOffsets.[item + 1] - 1)
seq {
for idx = startI to endI do
let item= coMatrix.InternalSparseColumnValues.[idx]
yield KeyValuePair(coMatrix.InternalSparseValues.[idx], item)
}

It seems the only alternative is to iterate over a Row.
The element-wise operations would allow for more efficient code.

[cdrnet]

Two ways to do that:

• Use matrix.IndexedEnumerator() to enumerate only over non-zero values - although there is currently no special IndexedColumnEnumerator(columnIndex) available. This could actually be implemented quite easily on our side, also for sparse matrices.
• Access the compressed row storage directly, by casting matrix.Storage to SparseCompressedRowMatrixStorage<T> (possible since v2.2.1)

Please reopen if this doesn't work for you