title: Sparse Matrix in Numba
body: <p>I wish to speed up my machine learning algorithm (written in Python) using Numba (<a href="http://numba.pydata.org/" rel="noreferrer">http://numba.pydata.org/</a>). Note that this algorithm takes as its input data a sparse matrix. In my pure Python implementation, I used csr_matrix and related classes from Scipy, but apparently it is not compatible with Numba's JIT compiler. </p>
  
  <p>I have also created my own custom class to implement the sparse matrix (which is basically a list of list of (index, value) pair), but again it is incompatible with Numba (i.e., I got some weird error message saying it doesn't recognize extension type) </p>
  
  <p>Is there an alternative, simple way to implement sparse matrix using only numpy (without resorting to SciPy) that is compatible with Numba? Any example code would be appreciated. Thanks!</p>