I've been toying with both RcppArmadillo and RcppEigen the past few days and don't know which library to continue using. RcppEigen seems really slick, but appears to be lacking some of the decompositions I want and isn't nearly as fast to code. RcppArmadillo seems about as fast, easier to code up etc. What are some of the advantages/disadvantages of both?
Can you call LAPACK or BLAS from either? Is there a wrapper in RcppEigen to call LAPACK functions? Want some other decomposition methods, dont like the JacobiSVD method in Eigen.
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