ProcLassoMLE/EMGLLF_interface.c

   1 #include "ioutils.h"
   2 #include "EMGLLF.h"
   3 #include <mex.h>
   4
   5 // nlhs, nrhs: resp. numbers of out and in parameters.
   6 // plhs: array of out parameters, each being a mxArray
   7 // plhs: array of in parameters (immutable), each being a mxArray
   8 //
   9 // MATLAB translates a call [A,B] = fun(C,D) into mexFunction(2,{A,B},2,{C,D}).
  10 // Then mxArrayS are adapted to be passed to a regular C function,
  11 // and the results are translated back to mxArrayS into plhs.
  12 void mexFunction(
  13     int nlhs,
  14     mxArray* plhs[],
  15     int nrhs,
  16     const mxArray* prhs[])
  17 {
  18     // Basic sanity checks
  19     if (nrhs!=11)
  20         mexErrMsgIdAndTxt("select:EMGLLF:nrhs","11 inputs required.");
  21     if (nlhs!=5)
  22         mexErrMsgIdAndTxt("select:EMGLLF:nlhs","5 outputs required.");
  23
  24     // Get matrices dimensions
  25     const mwSize n = mxGetDimensions(prhs[8])[0];
  26     const mwSize p = mxGetDimensions(prhs[0])[0];
  27     const mwSize m = mxGetDimensions(prhs[0])[1];
  28     const mwSize k = mxGetDimensions(prhs[0])[2];
  29
  30     ////////////
  31     // INPUTS //
  32     ////////////
  33
  34     // phiInit
  35     const mwSize* dimPhiInit = mxGetDimensions(prhs[0]);
  36     Real* brPhiInit = matlabToBrArray_real(mxGetPr(prhs[0]), dimPhiInit, 3);
  37
  38     // rhoInit
  39     const mwSize* dimRhoInit = mxGetDimensions(prhs[1]);
  40     Real* brRhoInit = matlabToBrArray_real(mxGetPr(prhs[1]), dimRhoInit, 3);
  41
  42     // piInit
  43     Real* piInit = mxGetPr(prhs[2]);
  44
  45     // gamInit
  46     const mwSize* dimGamInit = mxGetDimensions(prhs[3]);
  47     Real* brGamInit = matlabToBrArray_real(mxGetPr(prhs[3]), dimGamInit, 2);
  48
  49     // min number of iterations
  50     Int mini = ((Int*)mxGetData(prhs[4]))[0];
  51
  52     // max number of iterations
  53     Int maxi = ((Int*)mxGetData(prhs[5]))[0];
  54
  55     // gamma
  56     Real gamma = mxGetScalar(prhs[6]);
  57
  58     // lambda
  59     Real lambda = mxGetScalar(prhs[7]);
  60
  61     // X
  62     const mwSize* dimX = mxGetDimensions(prhs[8]);
  63     Real* brX = matlabToBrArray_real(mxGetPr(prhs[8]), dimX, 2);
  64
  65     // Y
  66     const mwSize* dimY = mxGetDimensions(prhs[9]);
  67     Real* brY = matlabToBrArray_real(mxGetPr(prhs[9]), dimY, 2);
  68
  69     // tau
  70     Real tau = mxGetScalar(prhs[10]);
  71
  72     /////////////
  73     // OUTPUTS //
  74     /////////////
  75
  76     // phi
  77     const mwSize dimPhi[] = {dimPhiInit[0], dimPhiInit[1], dimPhiInit[2]};
  78     plhs[0] = mxCreateNumericArray(3,dimPhi,mxDOUBLE_CLASS,mxREAL);
  79     Real* phi = mxGetPr(plhs[0]);
  80
  81     // rho
  82     const mwSize dimRho[] = {dimRhoInit[0], dimRhoInit[1], dimRhoInit[2]};
  83     plhs[1] = mxCreateNumericArray(3,dimRho,mxDOUBLE_CLASS,mxREAL);
  84     Real* rho = mxGetPr(plhs[1]);
  85
  86     // pi
  87     plhs[2] = mxCreateNumericMatrix(k,1,mxDOUBLE_CLASS,mxREAL);
  88     Real* pi = mxGetPr(plhs[2]);
  89
  90     // LLF
  91     plhs[3] = mxCreateNumericMatrix(maxi,1,mxDOUBLE_CLASS,mxREAL);
  92     Real* LLF = mxGetPr(plhs[3]);
  93
  94     // S
  95     const mwSize dimS[] = {p, m, k};
  96     plhs[4] = mxCreateNumericArray(3,dimS,mxDOUBLE_CLASS,mxREAL);
  97     Real* S = mxGetPr(plhs[4]);
  98
  99     ////////////////////
 100     // Call to EMGLLF //
 101     ////////////////////
 102
 103     EMGLLF(brPhiInit,brRhoInit,piInit,brGamInit,mini,maxi,gamma,lambda,brX,brY,tau,
 104         phi,rho,pi,LLF,S,
 105         n,p,m,k);
 106
 107     free(brPhiInit);
 108     free(brRhoInit);
 109     free(brGamInit);
 110     free(brX);
 111     free(brY);
 112
 113     //post-processing: convert by-rows outputs to MATLAB matrices
 114     Real* mlPhi = brToMatlabArray_real(phi, dimPhi, 3);
 115     copyArray(mlPhi, phi, dimPhi[0]*dimPhi[1]*dimPhi[2]);
 116     free(mlPhi);
 117
 118     Real* mlRho = brToMatlabArray_real(rho, dimRho, 3);
 119     copyArray(mlRho, rho, dimRho[0]*dimRho[1]*dimRho[2]);
 120     free(mlRho);
 121
 122     Real* mlS = brToMatlabArray_real(S, dimS, 3);
 123     copyArray(mlS, S, dimS[0]*dimS[1]*dimS[2]);
 124     free(mlS);
 125 }