How to write and use mex files for Matlab

Howto use predefined mexfiles

A range of mexfiles is predefined in directory library/mex. Many of these mexfile process ui files (see User Infos and their use) examples of these files are in directory library/tutorial. Note that in order to run these files you need to let matlab know where to find them:

>> addpath path_to_bdm/library/mex

Then, you can go to library/tutorial and run e.g. arx_test_mex.

Howto write custom mex file

Due to special nature of the mex files, the mex file can be split in three parts:

• input conversion, where input arguments are converted to IT++ structures,
• main body of algorithm, where any C++ bdm constructions can be used,
• output conversion, where resulting IT++ structures are converted to mxArrays.

The first and the third part is achieved using prepared IT++ routines, see IT++ documentation.

Script ./buildmex is prepared to compile and link the mexfile with bdm.

$ ./buildmex.sh my_mex_file.cpp

on Linux, or

$ ./buildmex.bat my_mex_file.cpp

on Windows.

Example of a mexfile:

#include <itpp/itmex.h>
#include <estim/arx.h>

using namespace bdm;

void mexFunction(int n_output, mxArray *output[], int n_input, const mxArray *input[])
{
    // Check the number of inputs and output arguments
        if(n_output!=1) mexErrMsgTxt("Wrong number of output variables!");
        if(n_input!=2) mexErrMsgTxt("Usage: arx1d(ysize, Data)!");

    // Convert input variables to IT++ format
        int ysize = mxArray2int(input[0]);
        mat Data = mxArray2mat(input[1]);

    // ------------------ Start of routine ---------------------------
        ARX Ar;
        Ar.set_statistics(ysize, 1e-5*eye(Data.rows()) );
        Ar.bayesB(Data);
        // ------------------ End of routine -----------------------------

    // Create output vectors
        output[0] = mxCreateDoubleMatrix(1,Data.rows(), mxREAL);

    // Convert the IT++ format to Matlab format for output
        vec2mxArray(Ar.posterior().mean(), output[0]);
}