Eigenvalues calculations in C-within-R codes
问题 I am writing R code which uses compiled C code. From "Writing R Extensions" document, I learned there are many R executable/DLL that can be called from C code. The header file ‘Rmath.h’ lists many functions that are available and its source codes are listed on the this website: http://svn.r-project.org/R/trunk/src/nmath/ I need to calculate singular value decomposition of many matrices, however I do not find subroutines which does this on the above website. (So I am assuming that Rmath.h does