RcppArmadillo 0.3.900.0

A Armadillo release 3.900.0 was provided by Conrad yesterday. It has been rolled into a new RcppArmadillo release 0.3.900.0 which is now on CRAN and in Debian.

It has a number of nice changes, mostly on the performance side of things (see below) and a minor cleanup/improvement in our Kalman filter example (which, as I just realized, I forgot to note in the \code{NEWS.Rd} in the released tarball):

Changes in RcppArmadillo version 0.3.900 (2013-06-04)

• Upgraded to Armadillo release Version 3.900.0 (Bavarian Sunflower)

  • added automatic SSE2 vectorisation of elementary expressions (eg. matrix addition) when using GCC 4.7+ with -O3 optimisation

  • added support for saving & loading of cubes in HDF5 format, contributed by Szabolcs Horvat

  • faster median(), contributed by Ruslan Shestopalyuk

  • faster handling of compound expressions with transposes of submatrix rows

  • faster handling of compound expressions with transposes of complex vectors

• Kalman filter example switched from inline to \code{sourceCpp}, which simplifies / streamlines the C++ side a little

Courtesy of CRANberries, there is also a diffstat report for the most recent release As always, more detailed information is on the RcppArmadillo page. Questions, comments etc should go to the rcpp-devel mailing list off the R-Forge page.