'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 3.2.8). 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'.


Rcpp Integration for the Eigen Templated Linear Algebra Library

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 3.2.5). Thus users do not need to install Eigen itself in order to use RcppEigen.

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Reference manual

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install.packages("RcppEigen")

0.3.2.8.1 by Dirk Eddelbuettel, 3 months ago


http://eigen.tuxfamily.org


Browse source code at https://github.com/cran/RcppEigen


Authors: Douglas Bates, Dirk Eddelbuettel, Romain Francois, and Yixuan Qiu; the authors of Eigen for the included version of Eigen


Documentation:   PDF Manual  


Task views: Numerical Mathematics


GPL (>= 2) | file LICENSE license


Imports Matrix, Rcpp, stats, utils

Suggests inline, RUnit, pkgKitten

Linking to Rcpp


Imported by brainGraph, sparseLTSEigen.

Depended on by Rclusterpp.

Suggested by StanHeaders, rstan.

Linked to by ADMMnet, BacArena, BayesFactor, BigVAR, CorReg, Coxnet, DDRTree, DetMCD, DetR, FastGP, FastHCS, FastPCS, FastRCS, Funclustering, ISOpureR, MPTinR, MediaK, OpenMx, PReMiuM, ProbitSpatial, RNiftyReg, RSNPset, RSpectra, Rankcluster, RcppNumerical, Rvcg, TMB, beanz, blackbox, btf, clere, covafillr, cpgen, eggCounts, fdaPDE, fdapace, gRain, gRbase, gaston, glmmsr, gpuR, grpSLOPE, hts, icenReg, kernDeepStackNet, lme4, mmand, nabor, oapackage, plac, rpf, rstanarm, saturnin, spaMM, sparseHessianFD, tmg, trustOptim, walkr.


See at CRAN