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refactor: switch from armadillo to Eigen #24

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jolars opened this issue Jun 8, 2022 · 0 comments
Open

refactor: switch from armadillo to Eigen #24

jolars opened this issue Jun 8, 2022 · 0 comments

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@jolars
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jolars commented Jun 8, 2022

The SLOPE package appears to be slow for some people because they use R's internal BLACK/LAPACK packages, which are far inferior to OPENBLAS. If we switch to Eigen, we can avoid this issue entirely since all linear algebra in Eigen is just c++ headers.
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