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Two ways I know of:
1- In the main library; long press any song>select the box with the X in the lower right [checks all songs in the library]> click delete from the top row of options. If you want to keep some of the songs, un-check them.
2. Select the 3 dots [overflow options] at the top of the screen>settings> scroll to the bottom of the list >select other settings>scroll to the bottom>clear library. I have never used this so you're on your own. 
There may be other ways.