9 lines
533 B
Text
9 lines
533 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).
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