I'm writing an R code, where is generated a big sparse matrix that I have to use to solve a linear system.
Actually, matrix is singular, so I can't solve the problem. I suspect that this can be avoided using a good way to store the sparse matrix.
So I'd like to use C++ eigen
library, where usage of sparse matrix should be efficient. But how can I pass the matrix and solve the system in a C++ code? How can I use this eigen
library in R?