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Hi, I tried to compile R with openblas on a ubuntu 12.04 machine. I have to say that I normally use the package system and that I have no experience with compiling R. I did the following: ./configure --enable-BLAS-shlib --enable-R-shlib LIBnn=lib --with-blas="-L/usr/lib/openblas-base/ -lopenblas" --enable-memory-profiling --with-x=yes go the output: R is now configured for

Hi, I recently managed to port the slicot library (http://slicot.org/) to R. I created a new package, put the fortran libs into the src directory together with a Makevars file that include the line: PKG_LIBS=$(LAPACK_LIBS) $(BLAS_LIBS) $(FLIBS) R CMD check did run through on my ubuntu 14.04 64bit machine with 1 warning and 4 notes. Now I wanted to create a Windows version of that package by

Is there a function in r that let's you efficiently invert a positive definite symmetric Block Toeplitz matrix? My matrices are the covariance matrices of observations of a multivariate time series and can be 1000*1000 or larger. I know the package 'ltsa' which seems to use the Trench algorithm to compute the inverse of a Toeplitz matrix. I am looking for a so to say