Link the R Package Depending on RcppEigen with MKL in Microsoft R Open
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 = ${LAPACK_LIBS} ${BLAS_LIBS} ${FLIBS} -L/opt/intel/mkl/lib/intel64 -Wl,--no-as-needed -lmkl_intel