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Multi-threaded Mex

I was recently asked by a consulting client to help speed up a Matlab process. Accelerating MATLAB Performance Quite often there are various ways to improve the run-time, and in this particular case it turned out that the best option was to convert the core Matlab processing loop into a multi-threaded Mex function, while keeping the rest (vast majority of program code) in easy-to-maintain Matlab. This resulted in a 160x speedup (25 secs => 0.16 secs). Some of this speedup is attributed to C-code being faster in general than Matlab, another part is due to the multi-threading, and another due to in-place data manipulations that avoid costly memory access and re-allocations.

In today’s post I will share some of the insights relating to this MEX conversion, which could be adapted for many other similar use-cases. Additional Matlab speed-up techniques can be found in other performance-related posts on this website, as well in my book Accelerating MATLAB Performance.

There are quite a few online resources about creating Mex files, so I will not focus on this aspect. I’ll assume that the reader is already familiar with the concept of using Mex functions, which are simply dynamically-linked libraries that have a predefined entry-function syntax and predefined platform-specific extension. Instead, I’ll focus on how to create and debug a multi-threaded Mex function, so that it runs in parallel on all CPU cores.

The benefit of multi-threading is that threads are very light-weight objects, that have minimal performance and memory overheads. This contrasts to multi-tasking, which is what the Parallel Computing Toolbox currently does: launches duplicate copies of the entire Matlab engine process (“headless workers”) and then manages and coordinates the tasks to split up the processing work. Multi-tasking should be avoided wherever we can employ light-weight multi-threading instead. Unfortunately, Matlab does not currently have the ability to explicitly multi-thread Matlab code. But we can still use explicit multi-threading by invoking code in other languages, as I’ve already shown for Java, C# (and .NET in general), and C/C++. Today’s article will expand on the latter post (the one about C/C++ multi-threading), by showing a general framework for making a multi-threaded C-based Mex function.
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Categories: Low risk of breaking in future versions, Mex, Undocumented feature
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Plot legend customization

Three years ago I explained how we can use a couple of undocumented hidden properties of the legend in order to add a legend title (the legend object had no Title property back then – this was only added in a later Matlab release, perhaps as a result of my post). Today I will expand on that article by explaining the plot legend’s internal graphics hierarchy, how we can access each of these components, and then how this information could be used to customize the separate legend components. Note that the discussion today is only relevant for HG2 legends (i.e. R2014b or newer).

Let’s start with a simple Matlab plot with a legend:

hold all; 
hLine1 = plot(1:5); 
hLine2 = plot(2:6); 
hLegend = legend([hLine1,hLine2], 'Location','SouthEast');
hLegend.Title.String = 'MyLegend';

Standard Matlab legend

Standard Matlab legend

This legend is composed of the following visible internal components, which can be customized separately:
Matlab legend components
Categories: Handle graphics, Medium risk of breaking in future versions, Undocumented feature
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Sliders in Matlab GUI – part 2

Exactly 3 years ago I posted about various alternatives for embedding sliders in Matlab GUI. Today I will follow up on that post with a description of yet another undocumented builtin alternative – controllib.widget.Slider. A summary of the various alternatives can be seen in the following screenshot:

Slider alternatives in Matlab GUI

Slider alternatives in Matlab GUI

The controllib.widget.Slider component is a class in Matlab’s internal controllib package (last week I discussed a different utility function in this package, controllib.internal.util.hString2Char).
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Categories: GUI, Medium risk of breaking in future versions, Semi-documented function
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String/char compatibility

In numerous functions that I wrote over the years, some input arguments were expected to be strings in the old sense, i.e. char arrays for example, 'on' or 'off'. Matlab release R2016b introduced the concept of string objects, which can be created using the string function or [starting in R2017a] double quotes ("on").

The problem is that I have numerous functions that supported the old char-based strings but not the new string objects. If someone tries to enter a string object ("on") as input to a function that expects a char-array ('on'), in many cases Matlab will error. This by itself is very unfortunate – I would have liked everything to be fully backward-compatible. But unfortunately this is not the case: MathWorks did invest effort in making the new strings backward-compatible to some degree (for example, graphic object property names/values and many internal functions that now accept either form as input). However, backward compatibility of strings is not 100% perfect.

In such cases, the only solution is to make the function accept both forms (char-arrays and string objects), for example, by type-casting all such inputs as char-arrays using the builtin char function. If we do this at the top of our function, then the rest of the function can remain unchanged. For example:
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Categories: Low risk of breaking in future versions, Semi-documented function
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Blocked wait with timeout for asynchronous events

Readers of this website may have noticed that I have recently added an IQML section to the website’s top menu bar. IQML is a software connector that connects Matlab to DTN’s IQFeed, a financial data-feed of live and historic market data. IQFeed, like most other data-feed providers, sends its data in asynchronous messages, which need to be processed one at a time by the receiving client program (Matlab in this case). I wanted IQML to provide users with two complementary modes of operation:

IQML's IQFeed-Matlab connectivity

  • Streaming (asynchronous, non-blocking) – incoming server data is processed by internal callback functions in the background, and is made available for the user to query at any later time.
  • Blocking (synchronously waiting for data) – in this case, the main Matlab processing flows waits until the data arrives, or until the specified timeout period has passed – whichever comes first.

Implementing streaming mode is relatively simple in general – all we need to do is ensure that the underlying connector object passes the incoming server messages to the relevant Matlab function for processing, and ensure that the user has some external way to access this processed data in Matlab memory (in practice making the connector object pass incoming data messages as Matlab callback events may be non-trivial, but that’s a separate matter – read here for details).

In today’s article I’ll explain how we can implement a blocking mode in Matlab. It may sound difficult but it turns out to be relatively simple.

I had several requirements/criteria for my blocked-wait implementation:

  1. Compatibility – It had to work on all Matlab platforms, and all Matlab releases in the past decade (which rules out using Microsoft Dot-NET objects)
  2. Ease-of-use – It had to work out-of-the-box, with no additional installation/configuration (which ruled out using Perl/Python objects), and had to use a simple interface function
  3. Timeout – It had to implement a timed-wait, and had to be able to tell whether the program proceeded due to a timeout, or because the expected event has arrived
  4. Performance – It had to have minimal performance overhead

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Categories: Java, Listeners, Low risk of breaking in future versions, Memory
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Speeding-up builtin Matlab functions – part 2

Last week I showed how we can speed-up built-in Matlab functions, by creating local copies of the relevant m-files and then optimizing them for improved speed using a variety of techniques.Accelerating MATLAB Performance Today I will show another example of such speed-up, this time of the Financial Toolbox’s maxdrawdown function, which is widely used to estimate the relative risk of a trading strategy or asset. One might think that such a basic indicator would be optimized for speed, but experience shows otherwise. In fact, this function turned out to be the main run-time performance hotspot for one of my clients. The vast majority of his code was optimized for speed, and he naturally assumed that the built-in Matlab functions were optimized as well, but this was not the case. Fortunately, I was able to create an equivalent version that was 30-40 times faster (!), and my client remains a loyal Matlab fan.

In today’s post I will show how I achieved this speed-up, using different methods than the ones I showed last week. A combination of these techniques can be used in a wide range of other Matlab functions. Additional speed-up techniques can be found in other performance-related posts on this website, as well in my book Accelerating MATLAB Performance.
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Categories: Low risk of breaking in future versions, Stock Matlab function, Toolbox
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Speeding-up builtin Matlab functions – part 1

A client recently asked me to assist with his numeric analysis function – it took 45 minutes to run, which was unacceptable (5000 runs of ~0.55 secs each).Accelerating MATLAB Performance The code had to run in 10 minutes or less to be useful. It turns out that 99% of the run-time was taken up by Matlab’s built-in fitdist function (part of the Statistics Toolbox), which my client was certain is already optimized for maximal performance. He therefore assumed that to get the necessary speedup he must either switch to another programming language (C/Java/Python), and/or upgrade his computer hardware at considerable expense, since parallelization was not feasible in his specific case.

Luckily, I was there to assist and was able to quickly speed-up the code down to 7 minutes, well below the required run-time. In today’s post I will show how I did this, which is relevant for a wide variety of other similar performance issues with Matlab. Many additional speed-up techniques can be found in other performance-related posts on this website, as well in my book Accelerating MATLAB Performance.
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Categories: Low risk of breaking in future versions, Stock Matlab function, Toolbox
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Spicing up the Matlab Editor

I’d like to introduce guest blogger Andreas Justin, who will discuss some way-cool features in his Editor Plugin utility. Many of his feature implementations are not Editor-specific and can be reused in other Matlab-Desktop applications, for example dockable panels, and integration with Matlab’s main Preferences window.

Note: I will be traveling to the USA in June, and to Spain in August. If you would like me to visit your location for onsite consulting or training, then please let me know.

Happy Easter/Passover!

Overview

Editor-plugin's cool logo

Editor-plugin's cool logo

Compared to other IDE like IntellIJ, Eclipse and many more, Matlab’s editor seems somewhat outdated. Especially writing Object-Oriented code in Matlab is kind of a hassle. To make Matlab more user friendly, I’ve written a Java app that adds important features to the editor – Features such as navigating inside Class-code and in Inherited members; Searching through methods and instantly jumping to desired location; Reopening an editor that was closed by accident; Storing bookmarks between Matlab sessions; and Live Templates using commands directly written in the editor, replaced by pre-defined text.

The default Keyboard shortcuts listed below for the features can be customized. Most variables can be customized as well (I will point out which variables are not [yet] customizable).

Most GUIs have a search field. Within this search field you can move the list or the tree up and down using arrow keys, or hit <escape> to return to editor. These search fields allow you to enter regular expressions to limit results shown in list or tree. Also, most GUIs are dockable.

The Editor-Plugin utility is open-source. It is available on GitHub and also mirrored on the Matlab File Exchange. A detailed setup guide is provided on the utility’s wiki section in GitHub.

If you discover any problem or have any suggestion for improvement, please visit the utility’s Issues section on GitHub, where all open/closed issues can be tracked and discussed.

A brief overview of some of the features is presented below. For a detailed explanation of these and other features (which are not listed below), please review the Features section of the utility’s wiki (you guessed it: on GitHub…).

Editing

  • Delete / duplicate linesCTRL + SHIFT + Y or D allows you to delete or duplicate current line.
    Deleting/duplicating complete lines
  • Move lines up or downCTRL + ALT + UP or DOWN allows you to move selected lines up or down.
    Moving complete lines
  • Live (auto-replace) templates – Live Templates are editor commands you can design to insert predefined code. Here’s an example for the command %this% (delivered within the package). When you type a command into the editor the string will get replaced by the predefined text. This predefined text may include variables depending on what you want to achieve. %this% was designed to insert the fully qualified name of the current class you’re in (or function, or script).
    Auto-replace template
  • Clipboard StackCTRL + SHIFT + V opens the Clipboard Stack, where the last 10 copied/cut text are stored and can be directly inserted into the current editor position. The Clipboard Stack only stores text copied from editor.

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Categories: Desktop, High risk of breaking in future versions, Java, Undocumented feature
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Auto-scale image colors

I deal extensively in image processing in one of my consulting projects. The images are such that most of the interesting features are found in the central portion of the image. However, the margins of the image contain z-values that, while not interesting from an operational point-of-view, cause the displayed image’s color-limits (axes CLim property) to go wild. An image is worth a thousand words, so check the following raw image (courtesy of Flightware, Inc.), displayed by the following simple script:

hImage = imagesc(imageData); colormap(gray); colorbar;

Raw image with default Matlab CLim

Raw image with default Matlab CLim

Rescaling the axes color-limits

As you can see, this image is pretty useless for human-eye analysis. The reason is that while all of the interesting features in the central portion of the image have a z-value of ~-6, the few pixels in the margins that have a z-value of 350+ screw up the color limits and ruin the perceptual resolution (image contrast). We could of course start to guess (or histogram the z-values) to get the interesting color-limit range, and then manually set hAxes.CLim to get a much more usable image:

hAxes = hImage.Parent; hAxes.CLim = [-7.5,-6];

Raw image with a custom CLim

Raw image with a custom CLim

Auto-scaling the axes color-limits

Since the z-values range and distribution changes between different images, it would be better to automatically scale the axes color-limits based on an analysis of the image. A very simple technique for doing this is to take the 5%,95% or 10%,90% percentiles of the data, clamping all outlier data pixels to the extreme colors. If you have the Stats Toolbox you can use the prctile function for this, but if not (or even if you do), here’s a very fast alternative that automatically scales the axes color limits based on the specified threshold (a fraction between 0-0.49):
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Categories: Handle graphics, Listeners, Medium risk of breaking in future versions, Undocumented feature
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Adding custom properties to GUI objects

Matlab objects have numerous built-in properties (some of them publicly-accessible/documented and others not, but that’s a different story). For various purposes, it is sometimes useful to attach custom user-defined properties to such objects. While there was never a fully-documented way to do this, most users simply attached such properties as fields in the UserData property or the object’s [hidden] ApplicationData property (accessible via the documented setappdata/getappdata functions).

An undocumented way to attach actual new user-defined properties to objects such as GUI handles or Java references has historically (in HG1, up to R2014a) been to use the undocumented schema.prop function, as I explained here. As I wrote in that post, in HG2 (R2014b onward), we can use the fully-documented addprop function to add new custom properties (and methods) to such objects. What is still NOT documented, as far as I could tell, is that all of Matlab’s builtin handle graphics objects indirectly inherit the dynamicprops class, which allows this. The bottom line is that we can dynamically add custom properties in run-time to any HG object, without affecting any other object. In other words, the new properties will only be added to the handles that we specifically request, and not to any others.

All this is important, because for some unexplained reason that escapes my understanding, MathWorks chose to seal its classes, thus preventing users to extend them with sub-classes that contain the new properties. So much frustration could have been solved if MathWorks would simply remove the Sealed class meta-property from its classes. Then again, I’d have less to blog about in that case…

Anyway, why am I rehashing old news that I have already reported a few years ago?

Well, first, because my experience has been that this little tidbit is [still] fairly unknown by Matlab developers. Secondly, I happened to run into a perfect usage example a short while ago that called for this solution: a StackExchange user asked whether it is possible to tell a GUI figure’s age, in other words the elapsed time since the figure was created. The simple answer would be to use setappdata with the creation date whenever we create a figure. However, a “cleaner” approach seems to be to create new read-only properties for the figure’s CreationTime and Age:
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Categories: GUI, Handle graphics, Java, Low risk of breaking in future versions, Undocumented feature
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