Authors: | Douglas Bates, Dirk Eddelbuettel | ||||
Title: | Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package | ||||
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.
|
||||
Page views:: 11546. Submitted: 2011-11-14. Published: 2013-02-07. |
|||||
Paper: |
Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package
Download PDF
(Downloads: 8260)
|
||||
Supplements: |
| ||||
DOI: |
10.18637/jss.v052.i05
|
![]() 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) or a GPL-compatible license. |