Rcpp Integration for the Eigen Templated Linear Algebra Library

'Rcpp' Integration for the 'Eigen' Templated Linear Algebra
Library
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 (currently version 3.2.5). 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'.

Douglas Bates, Dirk Eddelbuettel and Romain Francois;
the authors of Eigen for the included version of Eigen

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 (currently version 3.2.7). 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'.