Hello,
I have a 3d array and I want to compute the eigendecomposition of each slice
[,, k]. I am trying to make Rcpp see the relevant slice of the 3d array as a
matrix. My experiments, along the lines illustrated below, have so far been
unsuccessful. Does anybody have a suggestion? Thank you in advance!
NumericVector cpp_Sigma(Sigma); // 3d array, with dim(Sigma) = c(M,M,K), as
a vector
NumericMatrix tmpMatrix;
List var_eigen;
Function eigen("eigen");
int k=2; // 3rd slice, for example
tmpMatrix = cpp_Sigma[k * M * M];
tmpMatrix.attr("dim") = Dimension(M, M);
var_eigen = eigen(tmpMatrix);
return var_eigen;
Best,
Giovanni
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