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RcppEigen  

'Rcpp' Integration for the 'Eigen' Templated Linear Algebra Library
View on CRAN: Click here


Download and install RcppEigen package within the R console
Install from CRAN:
install.packages("RcppEigen")

Install from Github:
library("remotes")
install_github("cran/RcppEigen")

Install by package version:
library("remotes")
install_version("RcppEigen", "0.3.4.0.2")



Attach the package and use:
library("RcppEigen")
Maintained by
Dirk Eddelbuettel
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2011-06-25
Latest Update: 2024-08-24
Description:
R and 'Eigen' integration using 'Rcpp'. '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'. Since version 3.1.1, 'Eigen' is licensed under the Mozilla Public License (version 2); earlier version were licensed under the GNU LGPL version 3 or later. 'RcppEigen' (the 'Rcpp' bindings/bridge to 'Eigen') is licensed under the GNU GPL version 2 or later, as is the rest of 'Rcpp'.
How to cite:
Dirk Eddelbuettel (2011). RcppEigen: 'Rcpp' Integration for the 'Eigen' Templated Linear Algebra Library. R package version 0.3.4.0.2, https://cran.r-project.org/web/packages/RcppEigen. Accessed 06 Oct. 2026.
Previous versions and publish date:
(2026-07-09 08:22), 0.1.1 (2011-06-25 15:31), 0.1.2 (2011-09-12 21:05), 0.1.3 (2011-10-28 09:08), 0.1.4 (2011-11-30 09:22), 0.2.0 (2012-03-12 07:10), 0.3.0 (2012-07-10 21:54), 0.3.1.2.1 (2013-02-04 08:02), 0.3.1.2.3 (2013-10-25 08:49), 0.3.1.2 (2012-11-29 19:26), 0.3.1 (2012-08-07 19:37), 0.3.2.0.1 (2013-12-19 19:03), 0.3.2.0.2 (2014-01-26 19:52), 0.3.2.0.3 (2014-03-01 21:07), 0.3.2.0 (2013-12-06 13:17), 0.3.2.1.0 (2014-03-04 14:16), 0.3.2.1.1 (2014-03-07 10:07), 0.3.2.1.2 (2014-05-06 07:49), 0.3.2.2.0 (2014-08-21 14:49), 0.3.2.3.0 (2014-12-23 07:28), 0.3.2.4.0 (2015-02-27 09:03), 0.3.2.5.0 (2015-07-14 20:24), 0.3.2.5.1 (2015-09-24 11:48), 0.3.2.7.0 (2016-01-20 23:56), 0.3.2.8.0 (2016-02-23 22:45), 0.3.2.8.1 (2016-03-01 12:03), 0.3.2.9.0 (2016-08-21 04:42), 0.3.2.9.1 (2017-03-15 08:00), 0.3.3.3.0 (2017-05-01 17:10), 0.3.3.3.1 (2017-11-20 01:14), 0.3.3.4.0 (2018-02-07 17:27), 0.3.3.5.0 (2018-11-24 20:30), 0.3.3.7.0 (2019-11-16 16:40), 0.3.3.9.1 (2020-12-17 17:20), 0.3.3.9.2 (2022-04-08 14:02), 0.3.3.9.3 (2022-11-05 22:50), 0.3.3.9.4 (2023-11-02 23:30), 0.3.4.0.0 (2024-02-28 20:10), 0.3.4.0.1 (2024-08-16 06:30)
Other packages that cited RcppEigen R package
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Other R packages that RcppEigen depends, imports, suggests or enhances
Complete documentation for RcppEigen
Functions, R codes and Examples using the RcppEigen R package
Some associated functions: RcppEigen-package . RcppEigen.package.skeleton . fastLm . 
Some associated R codes: RcppEigen.package.skeleton.R . RcppExports.R . SHLIB.R . fastLm.R . flags.R . inline.R .  Full RcppEigen package functions and examples
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