Re: [Rd] matrix algebra in c

2009-07-22 Thread Markus Jochmann
> 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

[Rd] matrix algebra in c

2009-07-14 Thread Richard D. Morey
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