Link the R Package Depending on RcppEigen with MKL in Microsoft R Open
问题 I have built a custom package with some functions written in RcppEigen. I also have Microsoft R open with Intel MKL enabled. How could I link the R package to the Intel MKL feature? Setup 1 : Below are procedures that I have tried to link the package with MKL in the normal R, but failed: The Eigen documents says I need: 1. #define EIGEN_USE_MKL_ALL 2. link your program to MKL libraries (the MKL linking advisor) Based on 2, in my file Makevars PKG_CXXFLAGS = -I/opt/intel/mkl/include PKG_LIBS =