how to use matlab garch function in C++ (using the C/C++ compiler)

Hi

Is there somehow a way of using matlab garch functions in my c++ project so as to get parameter estimates without resorting to dlls (i.e @export functions...)?

Actually I am only keen on solutions working with the C/C++ compiler, that enable me to debug easily my codes.

ps: any answer provided with some documentation in regards to implementation (links, etc.) will be very appreciated

Best,

Answer 1

[James Tursa]

The general advice here is

1) Have MATLAB call your C++ code as a mex routine, and then use the mexCallMATLAB function inside your C++ code to call back to MATLAB for the functions you want. This is the easiest way to call MATLAB functions and get the results back into your C++ code. Your C++ code is actually a DLL for MATLAB and shares the same address space as MATLAB. The downside is you may need to re-architecture some of your code (e.g., I/O) to get it to work as a mex function, and it can be a little more difficult to debug your C++ code, but can be done.

2) Have your C++ code call MATLAB as an Engine application. MATLAB actually starts as a separate process (does not share the same address space with your C++ code) so variables have to be copied back & forth to get the function calls done. So fewer changes will be needed for your C++ code to go this route, but more cumbersome and generally less efficient than the mex function route for the MATLAB function calling part, and probably easier to debug your C++ code.

Information and examples can be found here:

http://www.mathworks.com/help/matlab/programming-interfaces-for-c-c-fortran-com.html

[Isma]

Thanks a lot. Your answers do make sense, although a bit tricky conceptually for a first attempt. In 2) i had a look at http://nl.mathworks.com/help/matlab/matlab_external/calling-matlab-software-from-a-c-application.html#zmw57dd0e26553 . Actually i get the idea from the c++ to matlab direction. However do you have any technical idea on the way i could save matlab results and import them to c++? It sounds like the example does not illustrate that part which would have definitely solved my problem. Best,

[James Tursa]

Take a look at this FEX submission to see if it has what you want. It provides example Engine code for making a MATLAB function call from C/C++ and getting the result back into the C/C++ code.

http://www.mathworks.com/matlabcentral/fileexchange/17494-engcallmatlab

[Isma]

cheers.