Solving Ax = b Nimbly in C++

Routines for solving large systems of linear equations in R. Direct and iterative solvers from the Eigen C++ library are made available. Solvers include Cholesky, LU, QR, and Krylov subspace methods (Conjugate Gradient, BiCGSTAB). Both dense and sparse problems are supported.


Reference manual

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0.0.1 by Nikolas Kuschnig, a month ago

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Authors: Nikolas Kuschnig [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp, Matrix, methods

Linking to Rcpp, RcppEigen

See at CRAN