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Authors: Douglas Bates, Dirk Eddelbuettel
Title: [download]
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Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package
Reference: Vol. 52, Issue 5, Feb 2013
Submitted 2011-11-14, Accepted 2012-09-26
Type: Article
Abstract:

The RcppEigen package provides access from R (R Core Team 2012a) to the Eigen (Guennebaud, Jacob, and others 2012) C++ template library for numerical linear algebra. Rcpp (Eddelbuettel and François 2011, 2012) classes and specializations of the C++ templated functions as and wrap from Rcpp provide the "glue" for passing objects from R to C++ and back. Several introductory examples are presented. This is followed by an in-depth discussion of various available approaches for solving least-squares problems, including rank-revealing methods, concluding with an empirical run-time comparison. Last but not least, sparse matrix methods are discussed.

Paper: [download]
(3197)
Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package
(application/pdf, 348.1 KB)
Supplements: [download]
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RcppEigen_0.3.1.2.1.tar.gz: R source package
(application/x-gzip, 1.3 MB)
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v52i05.R: R example code from the paper
(application/octet-stream, 7.3 KB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
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