How do people usually do this? Assignment is slow

arr = spzeros(1000,1000)
for ...
   arr[i,j] = ...
...

and indeed, in scipy one would use a non-CSC format for construction, then 
convert it to CSC. I've seen some comments that one should just build the 

SparseMatrixCSC object directly for performance. Is that still the usual advice?

Cédric

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