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Matias: please get this working. I guess the simplets option is to use the R build system only.
You could just make the Cmake thing copy from the source-tree to the build tree and symlink everything in there to get the build going. This should not be too hard. I can assist if needed.
* binary
The binary is a nice idea; also the lib.
Matias: can you add the header to the install target?
Not sure what is needed but I guess it's actually quite a lot as one also needs the header files for eigen etc. etc.
I suggest to drop the install of the library and leave it with the binary for now.
* Install tests.
Let's all test the basic install procedure and the python/R modules
Nice to have
* Verbosity: deal with verbose messages in a sensible way. Matias: you proposed a logger for this right?
* Documentation, doxygen? (Matias)
* Check for memory leaks
* Stress tests for large matrices - memory usage, speed for CPP/Py/R versions (Leo)