0

I'm writing an R code, where is generated a big sparse matrix that I have to use to solve a linear system.

Actually, matrix is singular, so I can't solve the problem. I suspect that this can be avoided using a good way to store the sparse matrix.

So I'd like to use C++ eigen library, where usage of sparse matrix should be efficient. But how can I pass the matrix and solve the system in a C++ code? How can I use this eigen library in R?

Deduplicator
  • 43,322
  • 6
  • 62
  • 109
Darko
  • 1,128
  • 3
  • 22
  • 42

0 Answers0