17 lines
938 B
Text
17 lines
938 B
Text
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R and Eigen integration using Rcpp. Eigen is a C++ template library
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for linear algebra: matrices, vectors, numerical solvers and related
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algorithms. It supports dense and sparse matrices on integer,
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floating point and complex numbers, decompositions of such matrices,
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and solutions of linear systems. Its performance on many algorithms
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is comparable with some of the best implementations based on Lapack
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and level-3 BLAS. The RcppEigen package includes the header files
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from the Eigen C++ template library (currently version 3.2.2). Thus
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users do not need to install Eigen itself in order to use RcppEigen.
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Since version 3.1.1, Eigen is licensed under the Mozilla Public
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License (version 2); earlier version were licensed under the GNU
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LGPL version 3 or later. RcppEigen (the Rcpp bindings/bridge to
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Eigen) is licensed under the GNU GPL version 2 or later, as is the
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rest of Rcpp.
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WWW: https://cran.r-project.org/web/packages/RcppEigen/
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