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) 274 other packages on CRAN.
Changes in this release relative to the previous CRAN release are as follows:
Changes in RcppArmadillo version 0.7.500.0.0 (2016-10-20)
Upgraded to Armadillo release 7.500.0 (Coup d’Etat)
Expanded qz() to optionally specify ordering of the Schur form
Expanded each_slice() to support matrix multiplication