Matrix multiplication in Rcpp

Question

First of all, I am a novice user so forget my general ignorance. I am looking for a faster alternative to the %*% operator in R. Even though older posts suggest the use of R

Answer 1

I would encourage to try to work out your issues with RcppArmadillo. Using it is as simple as this example also created by calling RcppArmadillo.package.skeleton():

// another simple example: outer product of a vector, 
// returning a matrix
//
// [[Rcpp::export]]
arma::mat rcpparma_outerproduct(const arma::colvec & x) {
    arma::mat m = x * x.t();
    return m;
}

// and the inner product returns a scalar
//
// [[Rcpp::export]]
double rcpparma_innerproduct(const arma::colvec & x) {
    double v = arma::as_scalar(x.t() * x);
    return v;
}

There is actually more code in the example but this should give you an idea.