External models

Through system calls available in Matlab, one can easily execute external programs computing external models. The results from the external program can either be passed as an output stream (requires subsequent parsing of the stream to retrieve the results in usable format), or by saving the results to a file and reading the results from Matlab.

By embedding the system calls, reading/parsing of the result, etc., in Matlab functions, one can obtain wrapper functions that are treatable like regular Matlab functions, and thus, easily accessible to the spvals algorithm.

In the following, we present Matlab pseudo-code for a possible approach.

function [varargout] = external_model(external_config, x1, ..., xd)

try 
  store permutation (x1,...xd) to external_config.inputfile

  % Start external program, pass input file name to program, pass
  % output file name to program.
  system([external_config.program ' -i ' external_config.inputfile ...
	       ' -o ' external_config.outputfile]);
	       
  read result from external_config.outputfile into varargout
catch
  Do some error handling
end

In the presented case, the call to spvals would look like this:

external_config.program = 'myprog.exe';
external_config.inputfile = 'in.txt';
external_config.outputfile = 'out.txt';
options = spset('VariablePositions', [1 + 1:d], 'NumberOfOutputs', nout);
z = spvals(@external_model, d, range, options, external_config);