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Antonio Coppola edited C++ Functions.tex
over 9 years ago
Commit id: 16d166faa77ef6c4ebba00ee3ea7b2749e69eebd
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The package supports the implementation of the objective and gradient functions in C++, which may yield significant speed improvements over the respective R implementations. The optimization routine's API accepts both R function objects and external pointers to compiled C++ functions. To perform optimization on the Rosenbrock function, we begin by defining the C++ implementations of the objective and of the gradient as character strings:
\lstset{language=R}
\begin{lstlisting}
objective.include <- 'Rcpp::NumericVector rosenbrock(SEXP xs) {
Rcpp::NumericVector x(xs);