There is a quite well-developed but not terribly large C program for conjugate gradients and similar approaches to optimization I would like to wrap in a package for use in R. I would then build this into the optimx package I maintain. I suspect that the approach may turn out to be one of the most efficient for large-n problems.
However, my skills with C and C++ are essentially knowing how to mimic existing code, and I would welcome collaboration or help to build the package, likely using Rcpp. Possibly this would be a suitable term project in a stat. computing course. I'm more than happy to share my expertise on the optimization side, or with other computing languages, particularly Fortran. To reduce noise on the list, I'll suggest off-line contact to the address above (profjcnash _at_ gmail.com). Best, JN ______________________________________________ R-package-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-package-devel
