Armadillo is a powerful and expressive C++ template library for linear algebra aiming towards a good balance between speed and ease of use with a syntax deliberately close to a Matlab. RcppArmadillo integrates this library with the R environment and language–and is widely used by (currently) 972 other packages on CRAN, downloaded over 24 million times (per the partial logs from the cloud mirrors of CRAN), and the CSDA paper (preprint / vignette) by Conrad and myself has been cited 465 times according to Google Scholar.

This release brings a new upstream release 11.0.0. We tested this very rigorously via three different RC release each of which got a full reverse-dependencies run (for which results are always logged here).

The full set of changes (since the last CRAN release 0.10.8.1.0) follows.

Changes in RcppArmadillo version 0.11.0.0 (2022-04-04)

• Upgraded to Armadillo release 11.0.0 (Creme Brulee)

  • added variants of inv() and inv_sympd() that provide rcond (reciprocal condition number)

  • expanded inv() and inv_sympd() with options inv_opts::tiny and inv_opts::allow_approx

  • stricter handling of singular matrices by inv() and inv_sympd()

  • stricter handling of non-sympd matrices by inv() and inv_sympd()

  • stricter handling of non-finitie matrices by pinv()

  • more robust handling of rank deficient matrices by solve()

  • faster handling of diagonal matrices by rcond()

  • changed eigs_sym() and eigs_gen() to use higher quality RNG

  • quantile() and median() will now throw an exception if given matrices/vectors have NaN elements

  • workaround for yet another bug in Intel MKL

• Until May 2022, protect correction to Field behavior via define of RCPP_ARMADILLO_FIX_Field

• If a LAPACK installation with missing complex routines is found (as e.g. Ubuntu using 3.9.0) then the LAPACK unit test is skipped.

Changes in RcppArmadillo version 0.10.8.2.0 (2022-02-01)

• Upgraded to Armadillo release 10.8.2 (Realm Raider)

  • fix potential speed regression in pinv() and rank()

Courtesy of my CRANberries, there is a diffstat report relative to previous release. More detailed information is on the RcppArmadillo page. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page.

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This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.