#include "mex.h"
#include "math.h"
#include<armadillo> 

using namespace arma;

void importMatlab(mat& A, const mxArray *mxdata){
  access::rw(A.mem)=mxGetPr(mxdata);
  access::rw(A.n_rows)=mxGetM(mxdata);
  access::rw(A.n_cols)=mxGetN(mxdata);
  access::rw(A.n_elem)=A.n_rows*A.n_cols;
};

void freeVar(mat& A, const double *ptr){
  access::rw(A.mem)=ptr;
  access::rw(A.n_rows)=1;
  access::rw(A.n_cols)=1;
  access::rw(A.n_elem)=1;
};


void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
    if (nrhs != 3)
        mexErrMsgTxt("Incorrect number of input arguments");
    if (nlhs != 1)
        mexErrMsgTxt("Incorrect number of D arguments");
    
  mat X(1,1);
  const double* Xmem=access::rw(X.mem);
  importMatlab(X,prhs[0]);

  mat Y(1,1);
  const double* Ymem=access::rw(Y.mem);
  importMatlab(Y,prhs[1]);
  
  mat W(1,1);
  const double* Wmem=access::rw(W.mem);
  importMatlab(W,prhs[2]);

//    check if the input corresponds to what you are expecting
  if(( X.n_cols !=  Y.n_cols ) || (Y.n_cols != W.n_cols ) )
    mexErrMsgTxt("Columns of X, Y, and W must be of equal length!");
   if( W.n_rows !=  W.n_cols )
    mexErrMsgTxt("W must be a square matrix!");

    plhs[0] = mxCreateDoubleMatrix(X.n_rows, Y.n_rows, mxREAL);

    double *out = mxGetPr(plhs[0]);
    mat diff;
    mat M;
    int k=0;
    for(int y=0;y<Y.n_rows;y++)
      for(int x=0;x<X.n_rows;x++){
// (X(x,:)-Y(y,:))*W*((X(x,:)-Y(y,:))')
            diff=X.row(x)-Y.row(y);
            M=diff*W*trans(diff);
            (*out++)=M(0);
        }
          
    
    freeVar(X,Xmem);
    freeVar(Y,Ymem);
    freeVar(W,Wmem);
    return;
}

http://www.myoutsourcedbrain.com/2009/08/mex-function-for-mahalanobis-function.html

This code is a demonstration of writing mex functions using the armadillo scientific library. Please see my blog post for more details and leave comments there.

Mex Function for Mahalanobis Function

C++