Re: [R] Speed of RCppEigen Cholesky decomposition on sparse matrix

I believe you have the wrong list. (Read the Posting Guide... you seem to have R under control.) Try Rcpp-devel. FWIW You probably need to spend some time with a C++ profiler... any language can be unintentionally mis-used, and you first need to identify whether your calling code is inefficien

[R] Speed of RCppEigen Cholesky decomposition on sparse matrix

I am developing a statistical model and I have a prototype working in R code. I make extensive use of sparse matrices, so the R code is pretty fast, but hoped that using RCppEigen to evaluate the log-likelihood function could avoid a lot of memory copying and be substantially faster. However,