A new release 0.3.3.9.2 of RcppEigen arrived on CRAN today (and already went to Debian). Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.
This update was (as it happens) requested by CRAN as R aims to bring the Fortran / C interface to best practices. We call dgesdd twice in one example and use a character argument, and …