[Rcpp-devel] Sparse matrix operations

[French, Joshua]

Hello everyone,

For those of you who have used the sparse matrix capabilities of Armadillo/RcppArmadillo, how seamless are the operations in moving between sparse and dense matrices?  I know there are some tricks for getting sparseMatrix objects into SpMat objects (Dirk has a nice Rcpp Gallery post on this), but is it just as easy when it comes to doing Linear Algebra? My google ninja skills didn't seem to produce any helpful information.

E.g., if A is a dense matrix and B is a sparse matrix in Armadillo, it is pretty much seamless to do calculations like A + B, A*B, solve(B, A), etc.?

I'm trying to decide whether it would be worth it to convert my code from R using sparseMatrix objects (Matrix package) to a C++ equivalent using RcppArmadillo.  On the same topic, would it be easier/more difficult if I used RcppEigen instead?

Thanks,

Joshua
--
Joshua French, Ph.D.
Assistant Professor
Department of Mathematical and Statistical Sciences
University of Colorado Denver
Joshua.French at ucdenver.edu<mailto:Joshua.French at ucdenver.edu>
http://math.ucdenver.edu/~jfrench/
Ph:  303-315-1709  Fax:  303-315-1701
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