GNU R package for Eigen templated linear algebra
DescriptionEigen 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. Thus users do not need to install Eigen itself in order to use RcppEigen.
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If the package is available for the distribution you are currently using on your computer then install the software by clicking on…Install r-cran-rcppeigen