| [eigen] Paper regarding availability of Eigen classes from R |
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: [eigen] Paper regarding availability of Eigen classes from R
- From: Douglas Bates <bates@xxxxxxxxxxxxx>
- Date: Thu, 1 Dec 2011 12:25:55 -0600
- Cc: Dirk Eddelbuettel <edd@xxxxxxxxxx>
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R (www.R-project.org) is an interpreted language widely used in
statistical computing and Bioinformatics. It can be extended with
contributed packages, many of which are made available through CRAN,
the Comprehensive R Archive Network.
Dirk Eddelbuettel, Romain Francois and I have contributed a package
RcppEigen that includes Eigen, release 3.0.3, and some "glue" using
Rcpp classes to allow communication between R and the compiled C++
code. Dirk and I wrote an introduction, available as
http://cran.r-project.org/web/packages/RcppEigen/RcppEigen.pdf,
introducing the R package and Eigen classes. In particular we compare
several approaches to obtaining least squares solutions through
decompositions available in Eigen.
We would welcome suggestions regarding the code or the presentation.