Sanjay Mishra and Arvind Shaymsundar tie R to SQL Server to solve a pathfinding problem faster:

In such a case, if a developer were to implement Dijkstra’s algorithm to compute the shortest path within the database using T-SQL, then they could use approaches like the one at Hans Oslov’s blog. Hans offers a clever implementation using recursive CTEs, which functionally does the job well. This is a fairly complex problem for the T-SQL language, and Hans’ implementation does a great job of modelling a graph data structure in T-SQL. However, given that T-SQL is mostly a transaction and query processing language, this implementation isn’t very performant, as you can see below.

The important thing to remember is that these technologies tend to complement each other rather than supplant them.