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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).
8 lines
533 B
Text
8 lines
533 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).
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