The package eases the use of the Eigen C++ template library for linear algebra with Rcpp
This package contains the header files for the Eigen C++ template library. The typical usage is to install this package and list it in the LinkingTo: line in the ‘DESCRIPTION’ file of other packages. The C++ source code and the R source code in this package are for illustration only.
As described at the Eigen project's home page, http://eigen.tuxfamily.org, Eigen is a versatile, fast, reliable and elegant collection of C++ classes for linear algebra.
Douglas Bates and Dirk Eddelbuettel (2013). Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package. Journal of Statistical Software, 52(5), 1-24. URL http://www.jstatsoft.org/v52/i05/.