> 1. use F77_CALL() to call matrix multiplication functions from blas.
> This should be ok as long as I remember that c and FORTRAN store
> matrices differently.
Concerning 1. you might want to look at some C++ wrapper for BLAS and Lapack
like http://flens.sourceforge.net, this makes things easie
I'd like to use some matrix algebra in my c code that is called from R.
I need matrix multiplication, transposition, and Cholesky decomposition.
I haven't come across any easy way to do this, but from browsing the web
and R-devel a few options come to mind:
1. use F77_CALL() to call matrix multipl