I want to learn how to do high precision calculations of a (Matlab) function in C++ via mex files – how to define new types if required, and what requirements / installations / makes I need. I am pretty new (again) to C++ and have Windows 7 and g++ / Microsoft SDK 7.1 as C++ compiler, and also Visual Studio 2013.
In detail: In my Matlab code, I want to run a function f, which takes several parameters and arrays as arguments and returns a scalar, for speed in C++ via mex files, and for accuracy with high precision, that is, more than “double”, so up to 50 (enough for now, later maybe up to 80) significant decimal digits. The function f finds the root of another function g, where g finds the roots of a fourth-order polynomial (which are known to be real), does some basic computations (exp, power, mult., div.) with them, and is known to be numerically unstable if not being used with high precision.
I managed to run it through mex files in C++ with “standard” precision. Now, which library or tool could I use to run in C++ - or is it possible without any further tool – and how do I define a new type and how in mex…
I tried gmp but do not see how to install it on Windows (from the manual). Can you show me (best would be instructions) how to?
