Learn how to code matrix algebra operations in R with the main C++ matrix algebra libraries: RcppArmadillo and RcppEigen.

Become an R Developer

This module aims to teach us how to code matrix algebra operations in R and with the main C++ matrix algebra libraries: RcppArmadillo and RcppEigen. Moreover, to clarify the matrix algebra operations, we’ll go through a simple algorithm to understand the computing implications. By the end of this module, we’ll have hands-on experience in performing matrix algebra computation in the R and Rcpp ecosystem, and the ability to develop algorithms for areas such as machine learning, image processing, and signal processing.

Computing Matrix Algebra with R and Rcpp

Here’s a quick summary of what we learned from the ‘‘Computing Matrix Algebra with R and Rcpp’’ module.

Introduction

Assignment Operator

Addition of Matrices

Scalar Multiplication of Matrices

Multiplication of Matrices

Transposition of Matrices

Determinant of a Matrix

Inverse of a Matrix

System of Linear Equations

Conclusion

Final Remarks

Summary