How to solve big sets of linear equations in c++ using MATLAB functions

Hi, I need to solve a big set oflinear equations in a program in c++. I read about MEX files, but as I understood, when using MEX file, the program must be run eventually from matlab, and you can't work with the output again in c++ in the same program. I need a solution that will let me try to solve the set using solve() or inv() and if not succeeded, the solution will let me guess some of the variables and try againin the c++ program. Does any of you know of this kind of solution, or something similar? A solution like library matlab functions in c++ would be the most suitable, I guess..

Answer 1

[Walter Roberson]

solve() cannot be compiled in to an executable using the MATLAB compiler, but it is possible to make a call to the MATLAB engine to invoke solve() from a real MATLAB session.

inv() is usually a mistake, numerically.

mldivide() is what you would normally use for linear equations.

[Meytal]

Hi, thanks for your answer.

my problem is not yet which function to call, but how to do it from c++ program and not from MATLAB, cause I can't run the c++ program and then the MATLAB, I need to be able to solve the set in c++ environment...

and I'm clueless about any solution available..

Answer 2

[James Tursa]

In a mex routine you can iteratively call MATLAB functions via mexCallMATLAB to do the solving etc. You can pass variables back & forth all you want. Everything you have described so far is possible in a mex routine. You could also use an Engine application to do this. In either case you will need to become familiar with the MATLAB External Interfaces API section of the doc.

[Meytal]

thank you :)

do you know of any good guide for using mex functions?

I am not familiar of any of this..