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