%0 Journal Article
%T Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package
%A Douglas Bates
%A Dirk Eddlebuettel
%J Journal of Statistical Software
%D 2013
%I University of California, Los Angeles
%X 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 Fran ois 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.
%K linear algebra
%K template programming
%K R
%K C++
%K Rcpp .
%U http://www.jstatsoft.org/v52/i05/paper