MEX

MEX-files

In the Matlab-lab on sparse matrices, it was stated that we would fix the slow matrix-vector multiply with banded matrices. We will do that by linking Matlab with a compiled Fortran-routine from Netlib.

Fetch dgbmv.f from Netlib/BLAS (ACML is not faster in this case). Write a MEX-file in C (you may use a wrapper m-file as well, if you like). You do not have to implement all the capabilities of dgbmv.f, it is sufficient that the MEX-file can handle y = B * x, where x and y are vectors and B is a square band matrix. It should be possible for the upper and lower bandwidths to be different.
Call your routine from Matlab and test it on some simple examples so you can see that everything works correctly.
Run your routine from Matlab and check the speedup compared to the sparse version.

If you change the C-code and recompile, you (may) have to clear the mex-function to see the changes. In help clear it says that clear functions removes all compiled M- and MEX-functions.