Package: RcppEigen

Dirk Eddelbuettel

RcppEigen: '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. 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'.

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

RcppEigen.pdf |RcppEigen.html
RcppEigen/json (API)

# Install RcppEigen in R:
install.packages('RcppEigen', repos = c('', ''))

Peer review:

Bug tracker:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3



3 exports 109 stars 16.33 score 1 dependencies 3460 dependents 471.8k downloads

Last updated 1 months agofrom:d7a4b4b7f0ba621b14110fde241b631bd1f051f9




Rendered fromRcppEigen-Introduction.Rnwusingutils::Sweaveon Jun 15 2024.

Last update: 2019-05-24
Started: 2012-09-29

Readme and manuals

Help Manual

Help pageTopics
Rcpp/Eigen bridgeRcppEigen-package RcppEigen
Bare-bones linear model fitting functionfastLm fastLm.default fastLm.formula fastLmPure
Create a skeleton for a new package that intends to use RcppEigenRcppEigen.package.skeleton