Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
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:: 11320. Submitted: 2011-11-14. Published: 2013-02-07.
Paper: Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package     Download PDF (Downloads: 8193)
Supplements:
RcppEigen_0.3.1.2.1.tar.gz: R source package Download (Downloads: 704; 1MB)
v52i05.R: R example code from the paper Download (Downloads: 1060; 7KB)
DOI: 10.18637/jss.v052.i05

by
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.