Hi Conrad, On 3 February 2013 at 12:47, Simon Zehnder wrote: | I am using the RcppArmadillo package and I need in C++ some optimization methods. Before I used always the Scythe Statistical Library which had both: linear algebra and optimization methods. Armadillo has only linear algebra support. | | Now my question: What numerical optimization libraries in C++ do you use, when working with RcppArmadillo? It should be fast!
Yan already pointed out that "any" is a good answer as Rcpp etc use the standard C++ interfaces such as std::vector etc. You can literally use "whatever". In some case you may need to package it, or provide linkage to it. That is what Rcpp is about, and the 'Rcpp-extending' vignette has documentation on how one can write as<>() and wrap() converters for one's desired external library if it uses specific data types. Conrad already noted that there are also add-on libraries that use Armadillo making RcppArmadillo an easy choice. What has not been mentioned yet is that R itself does of course offer optimization routines, and the Writing R Extension manual talks about how to use them. So you can also go back to the R API if you want to. Dirk -- Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
