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Porting code to c++

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Andrea Agosti
Andrea Agosti on 24 Jun 2020
Commented: Sean de Wolski on 24 Jun 2020
Dear all,
I am running a MATLAB code employing a function optimisation using the pattern search algorithm (the poll method used is GSS positive basis 2N and I am using the parallel computing option). For a variety of reasons (including IP) we want to port the code into C++. Can you please suggest a numerical library, possibly MIT licence or similar, that allows me to perform the same task (pattern search with parallel computing) with decent performance?
Thanks!

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Answers (2)

Sean de Wolski
Sean de Wolski on 24 Jun 2020
Could you use the Compiler SDK to build a C++ library directly? This would reuse your exact implementation with patternsearch and parallel computing.

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Sean de Wolski
Sean de Wolski on 24 Jun 2020
MATLAB Compiler doesn't transpile to C++; it doesn't write C++. It packages the MATLAB code up with a C++ interface, to run against a runtime. So it's the exact same code running against the same MATLAB execution engine and supports almost all of the MATLAB language and Toolboxes.
MATLAB Coder transpiles MATLAB code to C, C++. I.e. it rewrites it. This has more limited support and is generally targeted for embedded applications.
Your goal of having royalty free, IP protected, MATLAB code matches better with the Compiler SDK workflow.
Andrea Agosti
Andrea Agosti on 24 Jun 2020
hi,
thanks for your clarification. It is a very useful solution but using the compiler i would not have any performance improvement. Am i correct?
Sean de Wolski
Sean de Wolski on 24 Jun 2020
It's running the same code against the same engine. The only change in performance will be if the compiled library is used on a more powerful machine.

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Aditya Verma
Aditya Verma on 24 Jun 2020
Hello!
You can try the famous OpenCV library. It also has inbuilt constructs to parallelize your code. It uses the BSD 3-Clause licence.
You could also check out MATLAB Coder. It allows you to convert your MATLAB code to C/C++ code. However, not all MATLAB functionalities are supported for conversion. You can refer the following link to check for the same:
Thanks

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Aditya Verma
Aditya Verma on 24 Jun 2020
Oh, I see. In my knowledge OpenCV doesn't support it. You need a "non-linear direct search optimization library". I did some googling and found one with LGPL licence: https://software.sandia.gov/opt++/opt++2.4_doc/html/index.html
This could be useful for your case.
Andrea Agosti
Andrea Agosti on 24 Jun 2020
hi,
that's great! very useful.
thanks
Aditya Verma
Aditya Verma on 24 Jun 2020
You're welcome!

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