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

**Matrix transposition** $𝐴^𝑇$ transforms the original matrix rows into columns so that a $(𝑚 \times 𝑛)$ matrix is transposed into $(𝑛 \times 𝑚)$, like so:

$$ 𝑎^𝑇_{𝑖𝑗} = 𝑎_{𝑗𝑖} $$

Learn how to transpose matrices using R, Rcpp, Armadillo, and Eigen.

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

Matrix Transposition