Matrix Algebra in R
A and B are matrices, x and b are vectors, and k is a scalar.
The matlab package contains wrapper functions and variables used to replicate MATLAB function calls as closely as possible.
http://mathesaurus.sourceforge.net/octave-r.html
TheMatrix package contains functions that extend R in order to support highly dense or sparse matrices. It provides efficient access to BLAS (Basic Linear Algebra Subroutines), Lapack(dense matrix),TAUCS(sparse matrix), and UMFPACK(sparse matrix) routines.
Finally, the matrixStats package provides methods for operating on the rows and columns of matrices, including functions that calculate counts, sums, products, central tendency, dispersion, and more. Each is optimized for speed and efficient memory use.