RcppEigen: Rcpp integration for the Eigen templated linear algebra library
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 3.1.0). Thus users do not
need to install Eigen itself in order to use RcppEigen.
Eigen is licensed under the GNU LGPL version 3 or later, and also under
the GNU GPL version 2 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.
||gRbase, MPTinR, PReMiuM, sparseHessianFD, tmg, trustOptim|
|Reverse linking to:
||FastPCS, gRbase, MPTinR, PReMiuM, sparseHessianFD, sparseLTSEigen, tmg, trustOptim|