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Description: GNU R package for Eigen templated linear algebra
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.
Homepage: https://cran.r-project.org/package=RcppEigen
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