Matlab

Libraries

C++ library for improved sort in LMS calculation

This C++ library plugin for Matlab was developed to improve the efficency for sorting objective function calculations used in LMS estimation.
The current appplication applies a general purpose sort algorithm. The library uses the same algorithm but also partially sorts the list beforehand. This has led to a significant improvement in reducing execution time for the given application.

Tutorials on Implementation and Installation Issues, etc.

Generating HTML Documentation for Matlab

This tools enables a user to generate HTML output for Matlab code, and have an insight to how code blocks are interacting with one another.

How to add an external C++ library

This is a tutorial for adding C++ plugins to an application.

Accessing (open) tick-by-tick data using Matlab

This tutorial illustrates how to access (open) tick-by-tick data making use of a Matlab interface.

Using C/C++ under Matlab

This an overview in to optimising Matlab code with an example specific to Finance. See also
Using C/C++ under Matlab (Part 2) (of 5)
Using C/C++ under Matlab (Part 3) (of 5)

Tips

Matrix multiplication with diagonal matrices

Replacing negative elements in a vector by zeros

How to pass functions in MATLAB function fminsearch

Other resources

Introduction to Matlab (Video)
Online books by Cleve Moler

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