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 3.3.3). 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'.

Documentation

Manual: RcppEigen.pdf
Vignette: RcppEigen-intro

Maintainer: Dirk Eddelbuettel <edd at debian.org>

Author(s): Douglas Bates, Dirk Eddelbuettel, Romain Francois, and Yixuan Qiu; the authors of Eigen for the included version of Eigen

Install package and any missing dependencies by running this line in your R console:

install.packages("RcppEigen")


Package RcppEigen
Materials
URL http://dirk.eddelbuettel.com/code/rcpp.eigen.html
Task Views NumericalMathematics
Version 0.3.3.3.0
Published 2017-05-01
License GPL (>= 2) | file LICENSE
BugReports https://github.com/RcppCore/RcppEigen/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks RcppEigen check results
Package source RcppEigen_0.3.3.3.0.tar.gz