Fast and elegant numerical linear algebra using the rcppeigen package

The rcppeigen package provides access from r (r core team 2012a) to the eigen (guennebaud,jacob,and others 2012) c++ template library for numerical linear alge- bra. rcpp (eddelbuettel and fraņ cois 2011,2012) classes and specializations of the c++ templated functions as and wrap from rcpp provide the glue for passing objects from r to c++ and back. several introductory examples are presented. this is followed by an in-depth discussion of various available approaches for solving least-squares problems,in- cluding rank-revealing methods,concluding with an empirical run-time comparison. last but not least,sparse matrix methods are discussed.