R and Armadillo integration using Rcpp
Armadillo is a templated C++ linear algebra library (by Conrad Sanderson)
that aims towards a good balance between speed and ease of use. Integer,
floating point and complex numbers are supported, as well as a subset of
trigonometric and statistics functions. Various matrix decompositions are
provided through optional integration with LAPACK and ATLAS libraries.

A delayed evaluation approach is employed (during compile time) to combine
several operations into one, and to reduce (or eliminate) the need for
temporaries. This is accomplished through recursive templates and template
meta-programming.

This library is useful if C++ has been decided as the language of choice
(due to speed and/or integration capabilities), rather than another language.

The RcppArmadillo package includes the header files from the templated
Armadillo library. Thus users do not need to install Armadillo itself in
order to use RcppArmadillo.

This Armadillo integration provides a nice illustration of the
capabilities of the Rcpp package for seamless R and C++ integration.

Armadillo is licensed under the MPL 2.0, while RcppArmadillo (the Rcpp
bindings/bridge to Armadillo) is licensed under the GNU GPL version 2
or later, as is the rest of Rcpp.

Rcpp Integration for Armadillo Templated Linear Algebra Library

Rcpp Integration for the Armadillo Templated Linear Algebra
Library
R and Armadillo integration using Rcpp
Armadillo is a templated C++ linear algebra library (by Conrad Sanderson)
that aims towards a good balance between speed and ease of use. Integer,
floating point and complex numbers are supported, as well as a subset of
trigonometric and statistics functions. Various matrix decompositions are
provided through optional integration with LAPACK and ATLAS libraries.
The RcppArmadillo package includes the header files from the templated
Armadillo library. Thus users do not need to install Armadillo itself in
order to use RcppArmadillo. Armadillo is licensed under the MPL 2.0, while
RcppArmadillo (the Rcpp bindings/bridge to Armadillo) is licensed under the
GNU GPL version 2 or later, as is the rest of Rcpp.