RcppEigen-package

RcppEigen

<p>The package eases the use of the Eigen C++ template library for linear
  algebra with Rcpp</p>

 package

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. 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'.

Dirk Eddelbuettel

'Rcpp' Integration for the 'Eigen' Templated Linear Algebra
Library

Doug Bates

Romain Francois

Yixuan Qiu

Authors of Eigen

RcppEigen-package function

Rcpp/Eigen bridge — RcppEigen-package

Rcpp/Eigen bridge

RcppEigen-package: Rcpp/Eigen bridge

Description

Arguments

Details

References