A recent post on the Eigen support forum suggests that UmfPack offers the best performing sparse LU decomposition,
https://forum.kde.org/viewtopic.php?f=74&t=128919&sid=6498e59768f42c2393dda6c5a5228df4 I tried to include Eigen/UmfPackSupport, but I got /opt/R/x86_64-pc-linux-gnu-library/3.2/RcppEigen/include/Eigen/UmfPackSupport:9:21: fatal error: umfpack.h: No such file or directory Can somebody speculate on how much work is involved to get this to work? Thank you. -- Joshua N. Pritikin Department of Psychology University of Virginia 485 McCormick Rd, Gilmer Hall Room 102 Charlottesville, VA 22904 http://people.virginia.edu/~jnp3bc _______________________________________________ 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
