Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package

被引：3257

作者：

Bates, Douglas ^{[1
]}

Eddelbuettel, Dirk ^{[2
]}

机构：

[1] Univ Wisconsin, Dept Stat, Madison, WI 53706 USA

[2] Debian Project, River Forest, IL USA

来源：

JOURNAL OF STATISTICAL SOFTWARE | 2013年 / 52卷 / 05期

关键词：

linear algebra; template programming; R; C plus; Rcpp;

D O I：

10.18637/jss.v052.i05

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

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 Francois 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.

引用

页码：1 / 24

页数：24