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Questions tagged [rcppeigen]

28 questions
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LBFGS wrapper in RcppNumerical

I wrote a function to numerically find the quantiles of the following finite mixture of normals In order to do that I am minimizing . I am using the wrapper of LBFGS from RcppNumerical for the optimization problem. My code is like the…
noirritchandra
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Can Eigen vector and matrix classes be used directly within an RcppParallel worker?

I am fitting a statistical model whose likelihood and gradient evaluation depend on many complicated matrix operations, for which the Eigen library is very well-suited. I am working within Rcpp and having great success with RcppEigen. My…
astring
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Conversion of Rcpp::NumericMatrix to Eigen::MatrixXd

I am facing a very similar issue to these questions: convert Rcpp::NumericVector to Eigen::VectorXd Converting between NumericVector/Matrix and VectorXd/MatrixXd in Rcpp(Eigen) to perform Cholesky solve I am writing an R-package, that uses the…
sandroh
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Error when compiling R packages : Eigen/Core : new: no file or directory

This is my first question on stack ! Hope I follow correctly the guidelines... Device Thinkpad series Manjaro KDE (kernel 5.13) Fresh R install (4.2) Fresh Rstudio install Several packages installed yesterday evening, following approximately this…
user21048379
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Change values of non-contiguous entries in a RcppEigen vector

I have a RcppEigen vector and I would like to copy another vector to noncontiguous entries. For example, using R, I can do x <- c(0,0,0,1,1,0,1) y <- rnorm(3) x[x > 0] <- y Using Armadillo, I can also do arma::vec x = {0,0,0,1,1,0,1}; arma::vec…
Ari.stat
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How to define a EIGEN complex map matrix 'Map M'

I am using Eigen. For a real matrix, things work as expected: // [[Rcpp::export]] VectorXd matrix_diagonal(Map M) { VectorXd RES = M.diagonal(); return RES; } For a complex matrix, I am able to get it to work correctly…
mshaffer
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Long warning list when sourcing c++ file in R

I am having issues in compiling *.cpp files in R using Rcpp. As an example, I am using the first full example *.cpp file described in https://github.com/yixuan/RcppNumerical. However, when I try to source it in R, I get the following list of…
CafféSospeso
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Copy SimplicialLLT object in Eigen

I apologies in advance if this is an easy question but I am still learning Eigen. I am creating two Eigen::SimplicialLLT objects Eigen::SimplicialLLT > Omegachol1; Eigen::SimplicialLLT >…
adaien
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RcppEigen install failure on Ubuntu 18 LTS: warning: ignoring attributes on template argument ‘__m128’

I think this question is a duplicate: RcppEigen install failure on Ubuntu 20.04: warning: ignoring attributes on template argument ‘__m128’ However I don't think the solution proposed will work for me as I do not have root access to the machine. I…
Richard Beck
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Assigning numeric vector in RcppEigen

I have a cpp file which contains the code as below: #include //[[Rcpp::depends(RcppEigen)]] using namespace Eigen; //[[Rcpp::export]] Eigen::VectorXd memory(const double u, const double v, const double w){ Eigen::VectorXd A(3); …
gultu
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RcppEigen functions are very fast with sourceCpp but very slow when compiled as a package

I've written an RcppEigen package with extensive OpenMP usage, all of which is in a single .cpp file. When I compile the code using Rcpp::sourceCpp() everything is extremely fast -- amazing. When I compile using devtools::document() and run the same…
zdebruine
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Subsetting Eigen vectors and matrices with a vector of indices

I'm trying to port a working Armadillo function to Eigen and am having an issue with RcppEigen vector and matrix subsetting. Here's my function: //[[Rcpp::depends(RcppEigen)]] #include using namespace Eigen; //…
zdebruine
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Covert src files in R pagate from C++ to R

Updated information I finally got to make souceCpp works, but still couldn't get the source code in R. I tried the following: Rcpp::sourceCpp('src/vinecopulib-interface.cpp') > try <- Rcpp::sourceCpp('src/vinecopulib-interface.cpp') >…
user9798936
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