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2009 Jul 14
1
matrix algebra in c
I'd like to use some matrix algebra in my c code that is called from R. I need matrix multiplication, transposition, and Cholesky decomposition. I haven't come across any easy way to do this, but from browsing the web and R-devel a few options come to mind: 1. use F77_CALL() to call matrix multiplication functions from blas. This should be ok as long as I remember that c and FORTRAN store