def _M2_sparse(Xvar, mask_X, Yvar, mask_Y, weights=None):
""" 2nd moment matrix exploiting zero input columns """
C = np.zeros((len(mask_X), len(mask_Y)))
C[np.ix_(mask_X, mask_Y)] = _M2_dense(Xvar, Yvar, weights=weights)
return C
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