Functional Sparse-Matrix with good performance?
Buluç et al. (2009) propose a storage format called compressed sparse blocks which does not favour rows or columns. A $n\times n$-matrix is subdivided into $\beta\times\beta$ blocks and the list of nonzero elements in each block is stored in Z-Morton order. To list the nonzeros in a row or column you can process the $n/\beta$ blocks containing it, recursively finding the nonzeros in each block in $O(\beta)$.