A Matrix which has only a small number of Nonzero elements.
References
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Sparse Linear Systems.'' §2.7 in
Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England:
Cambridge University Press, pp. 63-82, 1992.