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Matthias

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10 Aug 2012 Extrimely fast general n-dimensional interpolators Mex C++ interpolator routines for general pp-forms in any dimension. Multithreaded. Author: Quant Guy

Regarding my last post:
I call ppuval very often in an optimization. If I write 'clear mex' at the end of one complete optimization run, the mexfile is cleared from memory but the memory is not released. Writing 'clear mex' after each call to the mexfile slows down the computation considerably. How to clear the memory without slowing down the computation? Thank you.

10 Aug 2012 Extrimely fast general n-dimensional interpolators Mex C++ interpolator routines for general pp-forms in any dimension. Multithreaded. Author: Quant Guy

It works fine (almost), but I have a problem with memory. It seems that the memory allocated by ppuval is not freed afterwards. This leads to an increasing Matlab memory demand which finally gives me an 'Out of Memory' error for often repeated evaluations. I'm using Matlab 2011b 32 bit with Windows 7 64 bit.
Do you have any hint how to fix this? Thank you.

@ Travis Storm: I think you miss some header files. If you download Visual C++ 2010 Express, they should be included though.

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