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Rcpp integration for the Eigen templated linear algebra library

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This PR should have solved the issue mentioned in https://github.com/RcppCore/RcppEigen/issues/101. The problem was that in Eigen 3.4.0, `Eigen/src/CholmodSupport/CholmodSupport.h` introduced a series of `cholmod_l_*` functions intended for the `long` integer type,...

So with #102 (thanks again, @yixuan, for preparing it) we have a release candidate for RcppEigen 0.3.4.0.0. It is currently running a first pass of reverse depends, and a few...

Thanks all for maintaining this fundamental resource for the R community! Seeing that Eigen 3.4 is out, and it supports some very useful operations for matrix subsetting and reshaping, what...

With the "header only" version of Rcpp the `PKG_LIBS` definition In `src/Makevars` and `src/Makevars.win` can drop the call to `Rcpp::LdFlags()`. This is one of the big advantages of a header-only...

Hello, I'm using setFromTriplets function to cast a triplet into a sparse matrix which is large. I initialized the sparse matrix with certain dimensions, and reserved the memory for it....

It seems that Eigen 3.4.90 supports submatrix views (slicing, indexing and block operations). The lack of this feature in RcppEigen makes it difficult to work with RcppEigen. It would be...

Dear developers, I have a dgCmatrix in R and want to call a function as below in cpp to deal with it. Eigen::SparseMatrix calc_overlap(Eigen::Map& cc_adj, Eigen::Map& cg_adj, double threshold) {...

In the `lmBenchmark.R` file I read ```r ## LDLt Cholesky decomposition with rank detection exprs["LDLt"] sessionInfo() R version 4.2.0 (2022-04-22) Platform: aarch64-apple-darwin20 (64-bit) Running under: macOS 13.3.1 Matrix products: default...

I'm interfacing with a legacy C++ code which sets `EIGEN_DEFAULT_TO_ROW_MAJOR` ([well known to break compatibility](https://gitlab.com/libeigen/eigen/-/issues/422)) but, basic searching and playing with defining the macro doesn't seem to help at all...