Open adamsardar opened 4 years ago
RcppEigen is a pure C++ library, whereas RcppArmadillo links to LAPACK (and is therefore much slower on Windows)
Also, RcppArmadillo has worse support for sparse matricies: see this post
RcppEigen is a pure C++ library, whereas RcppArmadillo links to LAPACK (and is therefore much slower on Windows)