Mon, 05 May 2014

RcppArmadillo 0.4.300.0

A new release 4.300 of Armadillo, the templated C++ library for linear algebra, was released by Conrad a few days ago.

As usual, this was rolled up in a new RcppArmadillo release 0.4.300.0 which is now on CRAN and in Debian.

This release brings nice new upstream changes such as faster find() as well as corresponding functions to find elements which are either finite or non-finite, based on a suggestion we made. This may need an RcppArmadillo specific extension as R extends the IEEE logic to supported NA, NaN and Inf on floating point variables whereas standard C++ (and hence Armadillo) only supports the latter two. We hope to work on this shortly.

Kevin also put in some code to make sure unsigned int vectors and matrices are converted correctly, and I updated the short configure script checking for complete LAPACK support to account for the R 3.0.3 or later case.

Changes in RcppArmadillo version 0.4.300.0 (2014-05-04)

  • Upgraded to Armadillo release Version 4.300 (Medieval Cornea Scraper)

    • faster find()

    • added find_finite() and find_nonfinite() for finding indices of finite and non-finite elements

    • expressions X=inv(A)*B*C and X=A.i()*B*C are automatically converted to X=solve(A,B*C)

  • Corrected conversion to unsigned int vectors and matrices

  • Configure script now checks for R version 3.0.3 or newer to enable complex divide-and-conquer SVD in case of R-supplied LAPACK

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed information is on the RcppArmadillo page. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

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