Armadillo is a templated C++ linear algebra library written 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.
The package is under active development with releases to CRAN about once a month.
The package contains a pdf vignette which is a pre-print of the paper by Eddelbuettel and Sanderson in CSDA (2013, in print).
Romain Francois, Dirk Eddelbuettel and Doug Bates
GPL (>= 2)