Standalone arma example

chol_test.cpp

#include <RcppArmadilloConfig.h>

#undef ARMA_DEFAULT_OSTREAM
#define ARMA_DEFAULT_OSTREAM std::cout

#include <armadillo>


int main()
{
    arma::mat M;
    M.load("tmp.dat");

    arma::mat L;

    if(arma::chol(L,M))
    {
        std::cout << "Worked!\n";
    } else {
        std::cout << "Failed!\n";
    }
}

compile

g++ -DNDEBUG -I"/home/rundel/R/library/RcppArmadillo/include" -fpic  -O2 -pipe -g -c chol_test.cpp -o chol_test.o
g++ -o chol_test chol_test.o -llapack -lblas -lgfortran -lm -lquadmath