Most Efficient Way of Using mexCallMATLAB in Converting Double* to mxArray* - matlab

Question

I am writing a MEX code in which I need to use pinv function. I am trying to find a way to pass the array of type double to pinv using mexCallMATLAB in the most efficient way. Let's for the sake of example say the array is named G and its size is 100.
double *G = (double*) mxMalloc( 100 * sizeof(double) );
where
G[0] = G11; G[1] = G12;
G[2] = G21; G[3] = G22;
Which means every four consecutive elements of G is a 2×2 matrix. G stores 25 different values of this 2×2 matrix.
I should note that these 2×2 matrices are not well-conditioned and they may contain all zero in their element. How can I use pinv function to calculate the pseudoinverse in the elements of G? For example, how can I pass the array to mexCallMATLAB in order to calculate the pseudoinverse of the first 2×2 matrix in G?
I thought of the following approach:
mxArray *G_PINV_input = mxCreateDoubleMatrix(2, 2, mxREAL);
mxArray *G_PINV_output = mxCreateDoubleMatrix(2, 2, mxREAL);
double *G_PINV_input_ptr = mxGetPr(G_PINV_input);
memcpy( G_PINV_input_ptr, &G[0], 4 * sizeof(double));
mexCallMATLAB(1, G_PINV_output, 1, G_PINV_input, "pinv");
I am not sure how good this approach is. Copying the values is not economical at all because the total number of elements in G in my actual application is large. Is there anyway to skip this copying?

Answer 1

Here is my implementation of the MEX-function:
my_pinv.cpp
#include "mex.h"
void mexFunction(int nlhs, mxArray* plhs[], int nrhs, const mxArray* prhs[])
{
// validate arguments
if (nrhs!=1 || nlhs>1)
mexErrMsgIdAndTxt("mex:error", "Wrong number of arguments");
if (!mxIsDouble(prhs[0]) || mxIsComplex(prhs[0]) || mxIsSparse(prhs[0]))
mexErrMsgIdAndTxt("mex:error", "Input isnt real dense double array");
if (mxGetNumberOfElements(prhs[0]) != 100)
mexErrMsgIdAndTxt("mex:error", "numel() != 100");
// create necessary arrays
mxArray *rhs[1], *lhs[1];
plhs[0] = mxCreateDoubleMatrix(100, 1, mxREAL);
rhs[0] = mxCreateDoubleMatrix(2, 2, mxREAL);
double *in = mxGetPr(prhs[0]);
double *out = mxGetPr(plhs[0]);
double *x = mxGetPr(rhs[0]), *y;
// for each 2x2 matrix
for (mwIndex i=0; i<100; i+=4) {
// copy 2x2 matrix into rhs
x[0] = in[i+0];
x[2] = in[i+1];
x[1] = in[i+2];
x[3] = in[i+3];
// lhs = pinv(rhs)
mexCallMATLAB(1, lhs, 1, rhs, "pinv");
// copy 2x2 matrix from lhs
y = mxGetPr(lhs[0]);
out[i+0] = y[0];
out[i+1] = y[1];
out[i+2] = y[2];
out[i+3] = y[3];
// free array
mxDestroyArray(lhs[0]);
}
// cleanup
mxDestroyArray(rhs[0]);
}
Here is a baseline implementation in MATLAB so that we can verify the results are correct:
my_pinv0.m
function y = my_pinv0(x)
y = zeros(size(x));
for i=1:4:numel(x)
y(i:i+3) = pinv(x([0 1; 2 3]+i));
end
end
Now we test the MEX-function:
% some vector
x = randn(100,1);
% MEX vs. MATLAB function
y = my_pinv0(x);
yy = my_pinv(x);
% compare
assert(isequal(y,yy))
EDIT:
Here is an another implementation:
my_pinv2.cpp
#include "mex.h"
inline void call_pinv(const double &a, const double &b, const double &c,
const double &d, double *out)
{
mxArray *rhs[1], *lhs[1];
// create input matrix [a b; c d]
rhs[0] = mxCreateDoubleMatrix(2, 2, mxREAL);
double *x = mxGetPr(rhs[0]);
x[0] = a;
x[1] = c;
x[2] = b;
x[3] = d;
// lhs = pinv(rhs)
mexCallMATLAB(1, lhs, 1, rhs, "pinv");
// get values from output matrix
const double *y = mxGetPr(lhs[0]);
out[0] = y[0];
out[1] = y[1];
out[2] = y[2];
out[3] = y[3];
// cleanup
mxDestroyArray(lhs[0]);
mxDestroyArray(rhs[0]);
}
void mexFunction(int nlhs, mxArray* plhs[], int nrhs, const mxArray* prhs[])
{
// validate arguments
if (nrhs!=1 || nlhs>1)
mexErrMsgIdAndTxt("mex:error", "Wrong number of arguments");
if (!mxIsDouble(prhs[0]) || mxIsComplex(prhs[0]) || mxIsSparse(prhs[0]))
mexErrMsgIdAndTxt("mex:error", "Input isnt real dense double array");
if (mxGetNumberOfElements(prhs[0]) != 100)
mexErrMsgIdAndTxt("mex:error", "numel() != 100");
// allocate output
plhs[0] = mxCreateDoubleMatrix(100, 1, mxREAL);
double *out = mxGetPr(plhs[0]);
const double *in = mxGetPr(prhs[0]);
// for each 2x2 matrix
for (mwIndex i=0; i<100; i+=4) {
// 2x2 input matrix [a b; c d], and its determinant
const double a = in[i+0];
const double b = in[i+1];
const double c = in[i+2];
const double d = in[i+3];
const double det = (a*d - b*c);
if (det != 0) {
// inverse of 2x2 matrix [d -b; -c a]/det
out[i+0] = d/det;
out[i+1] = -c/det;
out[i+2] = -b/det;
out[i+3] = a/det;
}
else {
// singular matrix, fallback to pseudo-inverse
call_pinv(a, b, c, d, &out[i]);
}
}
}
This time we compute the determinant of the 2x2 matrix, if is non-zero, we calculate the inverse ourselves according to:
Otherwise we fallback to invoking PINV from MATLAB for the pseudo-inverse.
Here is quick benchmark:
% 100x1 vector
x = randn(100,1); % average case, with normal 2x2 matrices
% running time
funcs = {#my_pinv0, #my_pinv1, #my_pinv2};
t = cellfun(#(f) timeit(#() f(x)), funcs, 'Uniform',true);
% compare results
y = cellfun(#(f) f(x), funcs, 'Uniform',false);
assert(isequal(y{1},y{2}))
I get the following timings:
>> fprintf('%.6f\n', t);
0.002111 % MATLAB function
0.001498 % first MEX-file with mexCallMATLAB
0.000010 % second MEX-file with "unrolled" matrix inverse (+ PINV as fallback)
The error is acceptable and within machine precision:
>> norm(y{1}-y{3})
ans =
2.1198e-14
You could also test the worst case, when many of the 2x2 matrices are singular:
x = randi([0 1], [100 1]);

Answer 2

You don't need to allocate the output. Just make the pointer and let pinv create the mxArray automatically.
mxArray *lhs;
Then just use & like,
mexCallMATLAB(1, &lhs, 1, &rhs, "pinv");