Shulou(Shulou.com)06/02 Report--

This article mainly introduces the R language how to use RcppEigen for matrix operation, has a certain reference value, interested friends can refer to, I hope you can learn a lot after reading this article, the following let Xiaobian take you to understand.

Create a cpp file

Its creation method can refer to the previous blog: make your R code faster-- introduction to Rcpp

Code example

And then we define a

To do matrix multiplication and find its trace function.

/ / [[Rcpp::depends (RcppEigen)]] # include using namespace Eigen;using namespace std;// [[Rcpp::export]] double myfun (MatrixXd X, MatrixXd Y) {double Z; Z = (X.adjoint () * Y) .trace (); cout

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