[Rcpp-devel] Differences between RcppEigen and RcppArmadillo

[Julian Smith]

I've been toying with both RcppArmadillo and RcppEigen the past few days
and don't know which library to continue using. RcppEigen seems really
slick, but appears to be lacking some of the decompositions I want and
isn't nearly as fast to code. RcppArmadillo seems about as fast, easier to
code up etc. What are some of the advantages/disadvantages of both?

Can you call LAPACK or BLAS from either? Is there a wrapper in RcppEigen to
call LAPACK functions? Want some other decomposition methods, dont like the
JacobiSVD method in Eigen.
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