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 metaprogramming.
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 (currently version 3.920.1). 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.
Package details 


Author  Romain Francois, Dirk Eddelbuettel and Doug Bates 
Maintainer  Dirk Eddelbuettel <[email protected]> 
License  GPL (>= 2) 
Version  0.3.920.3 
URL  http://arma.sourceforge.net/ http://dirk.eddelbuettel.com/code/rcpp.armadillo.html http://romainfrancois.blog.free.fr/index.php?category/Rpackage/RcppArmadillo 
Package repository  View on RForge 
Installation 
Install the latest version of this package by entering the following in R:

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