Welding R and C++: A Tale of Two Programming Languages

TL;DR

This paper compares two R packages that integrate C++ linear algebra libraries, Armadillo and Eigen, evaluating their speed, syntax, and ease of use to help R users optimize high-performance computations.

Contribution

It provides a detailed comparison of Armadillo and Eigen integration packages in R, highlighting their performance and usability tradeoffs.

Findings

Armadillo offers faster computations in certain scenarios.

Eigen provides more concise syntax and easier integration.

Both packages improve R's linear algebra capabilities.

Abstract

This article compares `cpp11armadillo` and `cpp11eigen`, new R packages that integrate the powerful Armadillo and Eigen C++ libraries for linear algebra into the R programming environment. This article provides a detailed comparison between Armadillo and Eigen speed and syntax. The goal of these packages is to simplify a part of the process of solving bottlenecks by using C++ within R, these offer additional ease of integration for users who require high-performance linear algebra operations in their R workflows. This document aims to discuss the tradeoff between computational efficiency and accessibility.