HOWTO: deploy multithreading on Matlab with the Theron C++ Actors library

Preamble: What follows is a HOWTO guide for getting Theron-2.09 multithreaded C++ mex files built on Matlab. For my general musings on Matlab concurrency and Theron, see the previous post.

Building multithreaded Matlab mex files with Theron

This was pretty straightforward on the Mac, somewhat tricky but not terrible on Linux. I don't have any working C++ compiler with Matlab on Windows thanks to absolutely abysmal support from Microsoft and Mathworks (essentially Mathworks only supports Microsoft and Microsoft's compilers are impossible to get installed correctly). But the notes below may help you get things working on Windows anyway and I added some Windows specific notes at the very bottom. Before trying to get Theron working, I encourage you to write a simple C++ mex program (maybe a single-threaded version of your planned algorithm) and get it built on Matlab first, to confirm that your system is correctly set up for mex.

I'm fairly confident most Mac users can get this working. On Linux I have only tested on 2010 and 2011 64-bit versions of Matlab, and there are reasons to fear that earlier versions may have more trouble working. Fair warning.

Simple(r) concurrent Matlab programming with Theron

Preamble: What follows are my (long-winded) musings on the current (Sep. 2011) state of concurrent programming in Matlab. For a specific guide to using the Theron C++ library for Actors concurrency in Matlab, see the following post.

Concurrent Matlab

Matlab is a standard programming environment for scientific calculations. In our lab, we use it for a lot of analysis, especially prototyping new analyses. Eventually, some of the performance critical stuff gets ported over to Java, but we still have plenty of things we need to run that are Matlab-only and need to be fast.

As personal computers add more and more cores without improving clock speeds much, there is more and more need for parallelized (AKA concurrent, multithreaded) software. Matlab is not a very popular language for supercomputing, but high-performance clusters also of course demand parallelized software. Matlab has some support for multithreading internally, so depending on which Matlab internal functions you use, you may see significant multicore use on your machine. But there is currently no support for explicitly writing multithreaded programs in vanilla Matlab.