Complex Matrix Algebra with 'Eigen'

Matrix algebra using the 'Eigen' C++ library: determinant, rank, inverse, pseudo-inverse, kernel and image, QR decomposition, Cholesky decomposition, linear least-squares problems. Also provides matrix functions such as exponential, logarithm, power, sine and cosine. Complex matrices are supported.


Reference manual

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1.2.2 by St├ęphane Laurent, 6 days ago

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Authors: St├ęphane Laurent

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp

Linking to Rcpp, RcppEigen

Imported by gfilogisreg.

See at CRAN