MATLAB and Resolver One – a trick

The second top keyword on google that people use to get to this blog is “resolver one MATLAB”. Thus, I thought it would be good to share my experience with MATLAB and Resolver One. So far I haven’t done any real application with MATLAB and Resolver One together but I have experimented a  couple of ways to integrate these two.

The best way is to use “MATLAB builder for .NET”. Builder can compile your MATLAB as a .NET library. There is one catch though, builder does not come with MATLAB. Although you can distribute the compiled .NET library freely to computers that don’t have MATLAB. MATLAB builder can be tricky but it has a very good documentation that walks you trough building .NET libraries.

When you don’t need the real time integration one trick that I have used is to write .rsl files directly from matlab. rsl files are textfiles and have a very easy to understand structure [as far as I know, there is no official  rsl specs anywhere on the net] This method is very convenient and works perfectly in many case.

The third method is to use Octave instead of MATLAB (they share the same syntax) and then use the R example on resolver exchange to connect it to Resolver One.

PS.

Here are some of the keyword that people have used to get to this blog (I filtered out irrelevant keywords). The top keywords are “Poisson point processes/and simulation” the others are “resolver book” and “resolver design pattern”, “resolver one tutorial”, “resolver one simulation”, “Ironpython excel” “resolver one portfolio optimization” and “resolver one matlab”

2. A dear friend of mine has got me a copy of “Ironpython in Action” my plan is to read a couple of chapters this weekend (I will be on a trip for a couple of days). It seems that unlike many python books that have only a number of pages about .net, this book has a good blend of material about Python-style coding and .Net framework stuff. I am still wondering why this book is not part of the safaribooks online while many of manning’s titles are there (we have a subscription of O’reilly’s safari books at our institution).

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