In order to optimize certain pieces of a simulation, I tried to build out a multi-threaded algorithm for solving certain linear algebra problems that I couldn't find good solutions to in various libraries or that couldn't be vectorized in proper MATLAB code.

Since I found a lot of the tutorials available online very confusing, once I figured things out I thought it would be handy to share what I learned. With thanks to Yair Altman and his multi-threading example from 2018 that included all of the information I needed to finally figure things out:

https://undocumentedmatlab.com/blog/multi-threaded-mex

To add non-Windows compatibility, you can add in pthreads by following along with Yair's example.

This needs to be compiled with the command, "mex -R2018a madd.cpp"