Thanks for the program. It is great!
only fcs.c is needed. download it and compile with
>> mex fcs.c
(mine version is MATLAB2008b on WinXP SP2), so no -O or -DWIN32 options needed.
It will automatically generate fcs.mexw32.
The syntax of fcs.mexw32 file is documented in fcs.m which is nothing but an empty shell.
As of R2008b, Matlab's Signal Processing toolbox has the functions "fwht" and "ifwht" for the Fast Walsh-Hadamard (aka Hadamard) Transform, and you can choose among three different orderings. This builtin code doesn't work on very large vectors though, whereas I know it is possible to operate on these large vectors because a friend gave me some mex code that does just that. I haven't compared with the file posted here.