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Library installation using compiler

I have been writing C++ code snippets sporadically to speed things up in R via Rcpp, but now I would like to do more using Armadillo library, but I am having trouble installing it.

The README file instructs to create a location for "include" folder and tell your compiler to use that location for header files (in addition to the locations it uses already).

If I save the "include" folder into C:\\Users\\me\\Documents\\ARMADILLO, then how do I instruct the compiler to use the appropriate location?

After some search, I tries typing into command line the following (after prompt: C:\\Users\\me> ): g++ Documents\\ARMADILLO\\include , but it did not work ("permission denied"). I hence wonder how this should be done.

Moreover, the README file finally instructs to: Configure your compiler to link with LAPACK and BLAS - I would very much appreciate an advice how this should be done as well.

Thanks a lot!

PS: I have Windows 7 and VS Express 2013 for Desktop.

Visual Studio uses solutions which are containers of projects . Each project has a settings page (right click the project in the Solution Explorer window). Under "Configuration properties" there's a VC++ Directories page, which in turn lists "Include Directories". Append ;C:\\Users\\me\\Documents\\ARMADILLO

BTW, I find it useful to put such libs under C:\\libs\\ . Saves on path length.

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