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 level3 'BLAS'. The 'RcppEigen' package includes the header files from the 'Eigen' C++ template library (currently version 3.3.3). 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'.
Package details 


Author  Douglas Bates, Dirk Eddelbuettel, Romain Francois, and Yixuan Qiu; the authors of Eigen for the included version of Eigen 
Date of publication  20170501 15:10:35 UTC 
Maintainer  Dirk Eddelbuettel <edd@debian.org> 
License  GPL (>= 2)  file LICENSE 
Version  0.3.3.3.0 
URL  http://dirk.eddelbuettel.com/code/rcpp.eigen.html 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.