I need to generate a sparse matrix. Currently I have the data held in two
regular matrices. One 'targets' holds the column subscripts while the other
'scores' holds the values. I have written a 'toy' sample below. Using this
approach takes about 90 seconds to populate a 30000 x 30000 element matrix.
I'm going to need to scale this up by a factor of about 1000 so I really
need a faster way of populating the sparse matrix.
Any advice received gratefully.

# toy code starts here

require('Matrix')
set.seed(0)

adjM<-Matrix(0,nrow=10,ncol=10)

#generate the scores for the sparse matrix, with the target locations
targets<-matrix(nrow=10,ncol=5)
scores<-matrix(nrow=10,ncol=5)
for(iloc in 1:10)
  {
  targets[iloc,]<-sample(1:10,5,replace=FALSE)
  scores[iloc,]<-rnorm(5)
  }

#populate the sparse matrix
for(iloc in 1:10)
  {
  adjM[iloc,targets[iloc,!is.na(targets[iloc,])]]<-scores[iloc,!is.na
(targets[iloc,])]
  }

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