Armadillo and Eigen: A Tale of Two Linear Algebra Libraries

This article introduces `cpp11eigen`, a new R package that integrates the powerful Eigen C++ library for linear algebra into the R programming environment. This article provides a detailed comparison between Armadillo and Eigen speed and syntax. The `cpp11eigen` package simplifies a part of the process of using C++ within R by offering additional ease of integration for those who require high-performance linear algebra operations in their R workflows. This work aims to discuss the tradeoff between computational efficiency and accessibility.