What is the best way to create a sparse array in C++?

Question

I am working on a project that requires the manipulation of enormous matrices, specifically pyramidal summation for a copula calculation.

In short, I need to keep

Answer 1

The best way to implement sparse matrices is to not to implement them - atleast not on your own. I would suggest to BLAS (which I think is a part of LAPACK) which can handle really huge matrices.