Hi,
I have some code in R with a lot of matrix multiplication and inverting. R can
be very slow for larger matrices like 5000x5000.
I have seen the new programming language Julia (www.julialang.org) which is
quite fast in doing matrix algebra. So my idea is to set up the simulations in R
and start the first calculations, then I want to give some objects to Julia and
do there some matrix algebra and give the results back to R.
Is this possible or does anybody know how to do this? Is there a package
available?
A short example with some lines of code would be also very helpful.
Thanks in advance,
Timo
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