[R] "best" c++ matrix library?

[Ott Toomet]

Thanks for everyone who replied to my question.

I tried newmat myself, seems to be working well.  What I am interested in
is something like

* Fast element-wise operations.  You know, it may be slow in R.

* (Some) control over memory allocation.  I would like to specify when
  the matrix should not be copied.

* Compatibility with R.  At least the way how the matrix data is
  represented in memory should be the same as R has.  Otherwise, the
  data interchange may become slow and memory-consuming.

* And, of course, the basic matrix operations like multiplication,
  inverting, eigenvalues etc....

I am using linux/gcc if that matters.

Best,
Ott
 | From: "Tuszynski, Jaroslaw W." <JAROSLAW.W.TUSZYNSKI at saic.com>
 | Date: Wed, 31 Aug 2005 12:59:04 -0400
 | 
 | What kind of matrix operations do you need? 
 | 
 | Jarek
 | 
 | -----Original Message-----
 | From: r-help-bounces at stat.math.ethz.ch
 | [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Ott Toomet
 | Sent: Wednesday, August 31, 2005 12:54 PM
 | To: r-help at stat.math.ethz.ch
 | Subject: [R] "best" c++ matrix library?
 | 
 | Hi folks,
 | 
 | I am planning to write some more time-consuming matrix manipulations in c++.
 | What is the experience with the existing c++ matrix libraries?  Do you have
 | some recommendations?  Are some libraries more compatible with R than the
 | others?
 | 
 | All suggestions welcome!
 | 
 | Best,
 | Ott