[Rd] How to connect R with a C code which includes Atlas

[xt_wang at cse.concordia.ca]

Hello, everybody, 

Happy New Year!

I am a graduate student from Concordia University. I meet a problem when I am
working on my thesis. I hope I will get help from you.

I have a mathematical model which was already implemented by using R language.
However, part of this model includes fixed point iteration algorithm and
calculation of large linear equations which n will get to 5000. Because of
limitation of memory, R is not enough to support this kind of calculation. Now,
I use C language with Matlab C library to implement this part of model and solve
this problem. But the problem is that I can not connect my C program with R code
since C program include Matlab.h. 

The function I used from matlab is Cholesky algorithm which is applied to
calculate inv(C)*b where C is a symmetric positive definite matrix. Since R is
not easy to connect with C which include Maltab C library, and I find Atlas is
optimized linear algebra library and possible to be used by R, do you think it
is possible for me to replace matlab by using Atlas function in my C code, and
finally the C code can be connected with R dynamically?  That means I can run a
R program -> which include C code-> which include Atlas automatically. If it is
possible, could you please tell me how can I realize the dynamic link? 

Thanks for your help in advance!

Yours,

Maggie Wang