Implementing MATLAB function in c++ using Intel C++ compiler - c++

I have developed a MATLAB program with Visual C++. I am using Intel® Integrated Performance Primitives because speed of program is important issue and I have done a lot of efforts for implementing some MATLAB functions. For example, for Min and Max functions over a vector i use ippsMaxIndx_32f; but, there is function in MATLAB like Find.
Here is a description of the Find method in MATLAB:
Description
I need a function which implements this find function of MATLAB with high speed.
Are there any functions inside Intel Ipp, that works like the Find function in MATLAB?

I've never heard of a comprehensive port of matlab functionality to C++. That being said, almost everything matlab does exists within a C/C++ library somewhere, some off the top of my head:
LAPACK, BLAS, and there are a few good implementations, the most notable (free) one being ATLAS.
FFT is implemented in matlab via the fftw library
There are loads of fast open-source image libraries out there, ie. interpolation, filtering.
There are really good OOP matrix libraries out there, boost has a nice one.\
After that, well figure out what you need and there is a good chance someone has implemented it in C/C++.
You can check to these to see if you can find the function you are looking for! As i am not sure for that.

I've used ippsFind_* and they have worked just fine.

Related

Eigenvalue library for c++, recommendations, how to implement, looking for something similar to dgeev from fortran

I am new to C++, with some training using fortran95. Trying to convert my knowledge into the new syntax but have run into a snag.
Many of my programs use modules with subroutines, and subroutines within subroutines and use of functions from a library described by NAG.com which are readily available and searchable.
I am currently looking for a c++ version of
http://www.nag.com/numeric/FL/manual/pdf/F08/f08naf.pdf
From what I have read so far, these libraries exist for c++ and I have used some simple ones thus far(like vector, cmath, math.h) but only ones that are already included in my Xcode package for my mac.
I haven't seen anybody mention one of these which my be included with my Xcode, and I am lacking in how to implement outside libraries I find. I am interested particularly in using:
http://www.alglib.net/download.php
Thus far I have been using subrutines as void type functions and simply including them in all of my code. But my code is becoming exceedingly cumbersome and I would like to make something similar to a fortran module to do chebyshev calculations. And I would much rather find a good library of eignevalue calculators and maybe even chebyshev calculators, . . . which I can use.
Essentially my question is, how do I implement external libraries I find and does anybody have a recommendation for a good one? How can I make my own code which contains a callable set of functions and then call it from within another piece of code?
If I understand right, the part of the NAG library you're using in Fortran is basically LAPACK. There is a C interface to LAPACK, called LAPACKE (http://www.netlib.org/lapack/lapacke.html). You can use it in a C++ program.
I didn't understand the other parts of your question.

Use Matlab data structures in C++?

I am currently working on a project in C++, and I am actually interested in using Matlab data structures, instead of having to create my own data types (such as matrices, arrays, etc.)
Is there a way to seamlessly use Matlab objects in C++? I don't mind having to run Matlab in the background while my program runs.
EDIT: A starting point is this: http://www.mathworks.co.uk/help/matlab/calling-matlab-engine-from-c-c-and-fortran-programs.html. I will continue reading this.
You can use instead Armadillo C++ maths library; used by NASA, Boeing, Siemens, Deutsche Bank, MIT, CMU, Stanford, etc.
They have good documentation and examples if you are more familiar with MATLAB/OCTAVE
http://arma.sourceforge.net/docs.html#syntax
I would prefer using native C++ library of some sort and not Matlab. This is likely to be faster for both development and execution.
From writing C++ extensions for Matlab I learned one thing: Using Matlab objects in C++ is likely to give you considerable headache.
Matlab data structures are not exposed as C++ classes. Instead, you get pointers that you can manipulate with C-like API functions.
I recommend to use a native C++ library such as Eigen3.
The functionality you are looking at is not really intended to be used as seamless objects. In the past when I have used it I found it much simpler to do the C parts using either native arrays or a third party matrix library and then convert it into a Matlab matrix to return.
Mixing Matlab and C++ is typically done in one of two ways:
Having a C++ program call Matlab to do some specialist processing. This is chiefly useful for rapid development of complex matrix algorithms. You can do this either by calling the full Matlab engine, or by packaging you snippet of Matlab code into a shared library for distribution. (The distributed version packages a distributable copy of the Matlab runtime which is called with your scripts).
Having a Matlab script call a C++ function to do some specialist processing. This is often used to embed C++ implementations of algorithms (such as machine learning models) or to handle specific optimizations.
Both of these use cases have some overhead transferring the data to/from Matlab.
If you are simply looking for some matrix code to use in C++ you would be better off looking into the various C++ matrix libraries, such as the one implemented in Boost.
You can do mixed programming with C++ and Matlab. There are two possible ways:
Call MATLAB Engine directly: Refer to this post for more info. Matlab will run in the background.
Distribute MATLAB into independent shared library: check out here on how to do this (with detail steps and example).

Implement Matlab Interp2d in C++

Anyone know how to implement the function interp2d in matlab using c++?
Or can we link the matlab function into c++?
OpenCV (http://www.opencv.org) is a heavy-weight dependency, but it's probably the tool you want if you're planning on doing image processing in c++. remap() is the OpenCV function that provides the functionality of MATLAB interp2d.
Or, if you're happy with bilinear interpolation, and you don't care about performance, write it yourself. The simple implementation is easy to write. On the other hand, making it go faster is very hard, so if you care about performance, use OpenCV.

Call MATLAB APIs in C/C++

I just heard from somewhere that for numerical computation, "MATLAB does offer some user-friendly APIs. If you call these APIs in your C/C++ code, you can speed up computation dramatically."
But I did not find such information in MATLAB documents like http://www.mathworks.com/support/tech-notes/1600/1622.html and http://www.mathworks.com/access/helpdesk/help/techdoc/matlab_external/bp_kqh7.html. All I learned from these websites is that MATLAB can be called in C and C++ by Matlab engine or by compiling M-files into libraries by mcc. They don't mention any built-in numerical MATLAB APIs that can be called in C/C++.
Can someone please clarify?
Thanks and regards!
You want the "Engine" routines. This allows you to start up a background MATLAB process from C and execute calculations on it: relevant MATLAB documentation.
It works pretty well, have a look at the examples. I would say the most annoying thing getting it working is marshaling the data between C and MATLAB. But that's always a problem when doing this kind of thing.
It sounds like you're looking for the code generation tools in the embedded matlab toolbox or real time workshop.
Do doc eml and look for a the LMS (least mean square) equalizer demo.
The code generator is quite good, it will give you a make file that will build a static library. It's easy to use with your stand alone C/C++ code.
There could be a few things that quote is referencing, I assume that it is referring to the MATLAB Compiler. So going from MATLAB -> C++ you can use the compiler to build standalone "faster" applications. However, when speed testing the improvement, I've noticed it to be negligible. Honestly, you're probably far better off coding your work in C from the get-go, the code that the compiler generates is spaghetti and non-object oriented. I should also mention that this is an expensive extension to Matlab.
You can use the MCR in your own c++ project as a stand-alone library (details)... but you might get similar results using Numerical Recipes.
Disclaimer: I used this product 2-3 years ago, things could be different now.

Call C++ code from MATLAB?

I have some code which I need to code in C++ due to heavy reliance on templates. I want to call this code from MATLAB: basically, I need to pass some parameters to the C++ code, and have the C++ code return a matrix to MATLAB. I have heard this is possible with something called a MEX file which I am still looking into. However I am not sure what is supported in these MEX files. Is all of C++ (e.g. STL and Boost) supported? How difficult is it?
EDIT: I don't need any shared libraries, just header-only stuff like shared_ptr.
Have a look at the MEX-files Guide, especially Section 25–27 for C++.
The basic STL/Boost data structures should work, but threading with Boost could be a problem.
cout will not work as expected in C++, mexPrintf has to be used instead.
It's certainly possible to write C++ MEX files which use STL and boost. In general, you should be able to do anything you please inside a C++ MEX file. The main practical restriction is that MATLAB already ships with a bunch of libraries, so if you're using one of the boost pieces that needs a shared library (some are header-only), you'll need to match the version you compile against with that shipping with MATLAB.
For instance, MATLAB R2009b ships with boost 1.36 (you can tell by looking at the names of the libraries in <matlabroot>/bin/<arch>).
The C++ files are actually compiled by an external compiler. Use mex -setup to select which one (here is a list of supported compilers). Therefore, you shouldn't have too many weird things happen, nor should you be too restricted by what you can do.
I did some MEX stuff last year, and my memory is a bit rusty, but you do need to construct MATLAB arrays using MEX functions. I found the MATLAB documentation adequate, and the whole experience not too painful.
STL is definitely supported. Boost probably yet. The point is as long you have your STL and BOOST deployed on your computer, you should be good to go.