[R] matrix inverse in C

Liaw, Andy andy_liaw at merck.com
Sat Feb 28 14:40:41 CET 2004

In section 5.7 of the `Writing R Extensions' manual, it mentions the
interface to numerical linear algebra routines (LINPACK, etc.).  You will
need to figure out which are the ones you need and how to call them.  As
these are expressed as Fortran routines, you can call them from C using the
F77_CALL() macro mentioned in that manual.

I believe many would say that routines in Numerical Recipes are not really
`industrial strength'...


> From: Kosuke Imai
> Hi,
>   I'm writing an R package using the C code i've written. I'm 
> wondering if
> anyone knows an easy way to calculate an inverse and cholesky 
> factor of a
> matrix using the Fortran/C library of R: and how to call them 
> from C. My
> code is based on the Numerical Reciepe code, and I'm trying to use
> something that is already in R.
> Thanks for your help in advance,
> Kosuke
> ---------------------------------------------------------
> Kosuke Imai               Office: Corwin Hall 041
> Assistant Professor       Phone: 609-258-6601 (Direct)
> Department of Politics    Fax: 609-258-1110 (Department)
> Princeton University      Email: kimai at Princeton.Edu
> Princeton, NJ 08544-1012  http://www.princeton.edu/~kimai
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