Write binary file to disk super fast in MEX

I need to write a large array of data to disk as fast as possible. From MATLAB I can do that with fwrite:

function writeBinaryFileMatlab(data)
    fid = fopen('file_matlab.bin', 'w');
    fwrite(fid, data, class(data));
    fclose(fid);
end

Now I have to do the same, but from a MEX file called by MATLAB. So I setup a MEX function that can write to file using either fstream or fopen (Inspired by the results of this SO post). This is however much slower than calling fwrite from MATLAB, as you can see below. Why is this the case, and what can I do to increase my write speed from the MEX function. Find up to date src code for these tests here https://github.com/rick3rt/saveBinaryDataMex

#include "mex.h"
#include <windows.h>
#include <iostream>
#include <stdio.h>
#include <fstream>

using namespace std;

void writeBinFile(int16_t *data, size_t size)
{
    FILE *fID;
    fID = fopen("file_fopen.bin", "wb");
    fwrite(data, sizeof(int16_t), size, fID);
    fclose(fID);
}

void writeBinFileFast(int16_t *data, size_t size)
{
    ofstream file("file_ostream.bin", std::ios::out | std::ios::binary);
    file.write((char *)&data[0], size * sizeof(int16_t));
    file.close();
}

void writeBinFileFastWindows(const char *fname, int16_t *data, size_t size)
{
    HANDLE file = CreateFileA(fname,
                              GENERIC_WRITE,
                              0,
                              NULL,
                              CREATE_ALWAYS,
                              FILE_FLAG_SEQUENTIAL_SCAN,
                              NULL);
    WriteFile(file, data, sizeof(int16_t) * size, NULL, NULL);
    CloseHandle(file);
}

void mexFunction(int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
    const mxArray *mxPtr = prhs[0];
    size_t nelems = mxGetNumberOfElements(mxPtr);
    int16_t *ptr = (int16_t *)mxGetData(mxPtr);
#ifdef USE_OFSTREAM
    writeBinFileFast(ptr, nelems);
#elif defined USE_WINDOWS
    writeBinFileFastWindows(fname, ptr, nelems);
#else
    writeBinFile(ptr, nelems);
#endif
}

If I time this with

 eval('mex -R2018a -Iinclude -DUSE_OFSTREAM src/*.cpp -output bin/writefast_ofstream')
eval('mex -R2018a -Iinclude -DUSE_WINDOWS src/*.cpp -output bin/writefast_windows')
eval('mex -R2018a -Iinclude src/*.cpp -output bin/writefast_fwrite')

for k = 1:8
    sizeBytes = 2^k * 1024 * 1024;
    fprintf('Generating data of size %i MB\n', sizeBytes / 2^20)
    M = sizeBytes / 2; % 2 bytes for an int16
    sizeMB(k) = sizeBytes / 2^20;
    data = int16(rand(M, 1) * 100);

    fprintf('TESTING: write ofstream: ')
    t_ofstream(k) = timeit(@() writefast_ofstream('ofstream_test.bin', data), 0);
    fprintf('%.2f ms\n', t_ofstream(k) * 1e3)
    fprintf('TESTING: write windows: ')
    t_windows(k) = timeit(@() writefast_windows('windows_test.bin', data), 0);
    fprintf('%.2f ms\n', t_windows(k) * 1e3)
    fprintf('TESTING: write fwrite: ')
    t_fwrite(k) = timeit(@() writefast_fwrite('fwrite_test.bin', data), 0);
    fprintf('%.2f ms\n', t_fwrite(k) * 1e3)
    fprintf('TESTING: write matlab: ')
    t_matlab(k) = timeit(@() writeBinaryFileMatlab('matlab_test.bin', data));
    fprintf('%.2f ms\n', t_matlab(k) * 1e3)

    data_read = readBinFile('windows_test.bin', [M 1], '*int16');
    assert(nnz(data_read - data) == 0, 'Test failed! Data written and read not equal.')

end

figure(14); clf;
plot((sizeMB), t_matlab * 1e3)
hold on
plot((sizeMB), t_ofstream * 1e3)
plot((sizeMB), t_windows * 1e3)
plot((sizeMB), t_fwrite * 1e3)
legend('Matlab', 'ofstream', 'windows', 'fwrite')
xticks(sizeMB)
ylabel('time (ms)')
ylabel('Data size (MB)')
clear data
save('test_result')

My mex results are a lot slower than the Matlab fwrite. Why is this?

Compiler log

Found installed compiler 'Microsoft Visual C++ 2017'.
Set PATH = C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\bin\HostX64\x64\;C:\Program Files\Microsoft Visual Studio\2022\Community\Common7\IDE\VC\vcpackages;C:\Program Files\Microsoft Visual Studio\2022\Community\Common7\IDE;C:\Program Files\Microsoft Visual Studio\2022\Community\Common7\Tools;C:\Program Files (x86)\Windows Kits\10\\Bin\10.0.19041.0\x64;C:\Program Files (x86)\Windows Kits\10\\Bin\10.0.19041.0\x86;C:\Program Files (x86)\Windows Kits\10\\Bin\x64;C:\Program Files (x86)\Windows Kits\10\\Bin\x86;;C:\Program Files (x86)\Common Files\Oracle\Java\javapath;C:\Program Files\NVIDIA GPU Computing Toolkit\CUDA\v11.2\bin;C:\Program Files\NVIDIA GPU Computing Toolkit\CUDA\v11.2\libnvvp;C:\Program Files (x86)\NVIDIA Corporation\PhysX\Common;C:\WINDOWS\system32;C:\WINDOWS;C:\WINDOWS\System32\Wbem;C:\WINDOWS\System32\WindowsPowerShell\v1.0\;C:\WINDOWS\System32\OpenSSH\;C:\Program Files\Microsoft Windows Performance Toolkit\;C:\PROGRA~1\MATLAB\R2020a\runtime\win64;C:\PROGRA~1\MATLAB\R2020a\bin;C:\Program Files\MATLAB\R2020a\runtime\win64;C:\Program Files\MATLAB\R2020a\bin;C:\Program Files (x86)\Windows Kits\8.1\Windows Performance Toolkit\;C:\Program Files\dotnet\;C:\Program Files\NVIDIA Corporation\Nsight Compute 2020.3.1\;C:\Users\rwaasdorp1\AppData\Local\Programs\Python\Python39;C:\Users\rwaasdorp1\AppData\Local\Programs\Microsoft VS Code;C:\Program Files\NVIDIA GPU Computing Toolkit\CUDA\v11.2\bin\\..\extras\CUPTI\lib64;C:\Program Files (x86)\Common Files\Oracle\Java\javapath;C:\Program Files\NVIDIA GPU Computing Toolkit\CUDA\v11.2\bin;C:\Program Files\NVIDIA GPU Computing Toolkit\CUDA\v11.2\libnvvp;C:\Program Files (x86)\NVIDIA Corporation\PhysX\Common;C:\WINDOWS\system32;C:\WINDOWS;C:\WINDOWS\System32\Wbem;C:\WINDOWS\System32\WindowsPowerShell\v1.0\;C:\WINDOWS\System32\OpenSSH\;C:\Program Files\Microsoft Windows Performance Toolkit\;C:\Program Files\MATLAB\R2020a\runtime\win64;C:\Program Files\MATLAB\R2020a\bin;C:\Program Files (x86)\Windows Kits\8.1\Windows Performance Toolkit\;C:\Program Files\dotnet\;C:\Program Files\NVIDIA Corporation\Nsight Compute 2020.3.1\;C:\Users\rwaasdorp1\AppData\Local\Programs\Python\Python39;C:\Users\rwaasdorp1\AppData\Local\Programs\Microsoft VS Code;C:\Program Files\NVIDIA GPU Computing Toolkit\CUDA\v11.2\bin\\..\extras\CUPTI\lib64;C:\Program Files (x86)\Common Files\Oracle\Java\javapath;C:\Program Files\NVID
Set INCLUDE = C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\include;C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\atlmfc\include;C:\Program Files (x86)\Windows Kits\10\\include\10.0.19041.0\ucrt;C:\Program Files (x86)\Windows Kits\10\\include\10.0.19041.0\shared;C:\Program Files (x86)\Windows Kits\10\\include\10.0.19041.0\um;C:\Program Files (x86)\Windows Kits\10\\include\10.0.19041.0\winrt;C:\Program Files\MATLAB\R2020a\extern\include;C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\include;C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\atlmfc\include;C:\Program Files (x86)\Windows Kits\10\\include\10.0.19041.0\ucrt;C:\Program Files (x86)\Windows Kits\10\\include\10.0.19041.0\shared;C:\Program Files (x86)\Windows Kits\10\\include\10.0.19041.0\um;C:\Program Files (x86)\Windows Kits\10\\include\10.0.19041.0\winrt;C:\Program Files\MATLAB\R2020a\extern\include;
Set LIB = C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\lib\x64;C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\atlmfc\lib\x64;C:\Program Files (x86)\Windows Kits\10\\Lib\10.0.19041.0\ucrt\x64;C:\Program Files (x86)\Windows Kits\10\\lib\10.0.19041.0\um\x64;C:\Program Files\MATLAB\R2020a\lib\win64;C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\lib\x64;C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\atlmfc\lib\x64;C:\Program Files (x86)\Windows Kits\10\\Lib\10.0.19041.0\ucrt\x64;C:\Program Files (x86)\Windows Kits\10\\lib\10.0.19041.0\um\x64;C:\Program Files\MATLAB\R2020a\lib\win64;
Set LIBPATH = C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\lib\x64;C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\atlmfc\lib\x64;C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\lib\x64;C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705\atlmfc\lib\x64;
Options file details
-------------------------------------------------------------------
    Compiler location: C:\Program Files\Microsoft Visual Studio\2022\Community\
    Options file: C:\Users\rwaasdorp1\AppData\Roaming\MathWorks\MATLAB\R2020a\mex_C++_win64.xml
    CMDLINE200 : link /nologo /manifest  /DLL  /EXPORT:mexFunction /EXPORT:mexfilerequiredapiversion C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\main.obj C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\saveFunctions.obj C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\cpp_mexapi_version.obj  /LIBPATH:"C:\Program Files\MATLAB\R2020a\extern\lib\win64\microsoft" libmx.lib libmex.lib libmat.lib kernel32.lib user32.lib gdi32.lib winspool.lib comdlg32.lib advapi32.lib shell32.lib ole32.lib oleaut32.lib uuid.lib odbc32.lib odbccp32.lib libMatlabDataArray.lib libMatlabEngine.lib /out:"C:\mypath\saveBinaryDataMex\saveBinData.mexw64"
    CMDLINE250 : mt -outputresource:"C:\mypath\saveBinaryDataMex\saveBinData.mexw64";2 -manifest "C:\mypath\saveBinaryDataMex\saveBinData.mexw64.manifest"
    CMDLINE300 : del "C:\mypath\saveBinaryDataMex\saveBinData.exp" "C:\mypath\saveBinaryDataMex\saveBinData.lib" "C:\mypath\saveBinaryDataMex\saveBinData.mexw64.manifest" "C:\mypath\saveBinaryDataMex\saveBinData.ilk"
    COMPILER : cl
    COMPFLAGS : /Zp8 /GR /W3 /EHs /nologo /MD
    COMPDEFINES : /DUSE_WINDOWS  /DMX_COMPAT_64  /DMATLAB_MEXCMD_RELEASE=R2018a  /DUSE_MEX_CMD   /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0   /DMATLAB_MEX_FILE
    MATLABMEX :  /DMATLAB_MEX_FILE
    OPTIMFLAGS : /O2 /Oy- /DNDEBUG
    INCLUDE : -I"include"  -I"C:\Program Files\MATLAB\R2020a\extern\include" -I"C:\Program Files\MATLAB\R2020a\simulink\include"
    DEBUGFLAGS : /Z7
    LINKER : link
    LINKFLAGS : /nologo /manifest 
    LINKTYPE : /DLL
    LINKEXPORT : /EXPORT:mexFunction
    LINKEXPORTVER : /EXPORT:mexFunction /EXPORT:mexfilerequiredapiversion
    LINKLIBS : /LIBPATH:"C:\Program Files\MATLAB\R2020a\extern\lib\win64\microsoft" libmx.lib libmex.lib libmat.lib kernel32.lib user32.lib gdi32.lib winspool.lib comdlg32.lib advapi32.lib shell32.lib ole32.lib oleaut32.lib uuid.lib odbc32.lib odbccp32.lib libMatlabDataArray.lib libMatlabEngine.lib
    LINKDEBUGFLAGS : /debug /PDB:"C:\mypath\saveBinaryDataMex\saveBinData.mexw64.pdb"
    LINKOPTIMFLAGS : 
    OBJEXT : .obj
    LDEXT : .mexw64
    SETENV : set COMPILER=cl
                set COMPFLAGS=/c /Zp8 /GR /W3 /EHs /nologo /MD /DUSE_WINDOWS  /DMX_COMPAT_64  /DMATLAB_MEXCMD_RELEASE=R2018a  /DUSE_MEX_CMD   /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0   /DMATLAB_MEX_FILE  /DMATLAB_MEX_FILE
                set OPTIMFLAGS=/O2 /Oy- /DNDEBUG
                set DEBUGFLAGS=/Z7
                set LINKER=link
                set LINKFLAGS=/nologo /manifest  /export:%ENTRYPOINT% /DLL /LIBPATH:"C:\Program Files\MATLAB\R2020a\extern\lib\win64\microsoft" libmx.lib libmex.lib libmat.lib kernel32.lib user32.lib gdi32.lib winspool.lib comdlg32.lib advapi32.lib shell32.lib ole32.lib oleaut32.lib uuid.lib odbc32.lib odbccp32.lib libMatlabDataArray.lib libMatlabEngine.lib /EXPORT:mexFunction
                set LINKDEBUGFLAGS=/debug /PDB:"%OUTDIR%%MEX_NAME%.mexw64.pdb"
                set NAME_OUTPUT=/out:"%OUTDIR%%MEX_NAME%%MEX_EXT%"
    VCROOT : C:\Program Files\Microsoft Visual Studio\2022\Community
    SDKROOT : C:\Program Files (x86)\Windows Kits\10\
    VSINSTALLDIR : C:\Program Files\Microsoft Visual Studio\2022\Community
    VCINSTALLDIR : C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Tools\MSVC\14.30.30705
    VCVARSALLDIR : C:\Program Files\Microsoft Visual Studio\2022\Community\VC\Auxiliary\Build
    KITSROOT : C:\Program Files (x86)\Windows Kits\10\
    SDKVERSION : 10.0.19041.0
    MATLABROOT : C:\Program Files\MATLAB\R2020a
    ARCH : win64
    SRC : "C:\mypath\saveBinaryDataMex\src\main.cpp";"C:\mypath\saveBinaryDataMex\src\saveFunctions.cpp";"C:\Program Files\MATLAB\R2020a\extern\version\cpp_mexapi_version.cpp"
    OBJ : C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\main.obj;C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\saveFunctions.obj;C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\cpp_mexapi_version.obj
    OBJS : C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\main.obj C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\saveFunctions.obj C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\cpp_mexapi_version.obj 
    SRCROOT : C:\mypath\saveBinaryDataMex\src\main
    DEF : C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\saveBinData.def
    EXP : "C:\mypath\saveBinaryDataMex\saveBinData.exp"
    LIB : "C:\mypath\saveBinaryDataMex\saveBinData.lib"
    EXE : "C:\mypath\saveBinaryDataMex\saveBinData.mexw64"
    ILK : "C:\mypath\saveBinaryDataMex\saveBinData.ilk"
    MANIFEST : "C:\mypath\saveBinaryDataMex\saveBinData.mexw64.manifest"
    TEMPNAME : C:\mypath\saveBinaryDataMex\saveBinData
    EXEDIR : C:\mypath\saveBinaryDataMex\
    EXENAME : saveBinData
    OPTIM : /O2 /Oy- /DNDEBUG
    LINKOPTIM : 
    CMDLINE100_0 : cl /c /Zp8 /GR /W3 /EHs /nologo /MD /O2 /Oy- /DNDEBUG /DUSE_WINDOWS  /DMX_COMPAT_64  /DMATLAB_MEXCMD_RELEASE=R2018a  /DUSE_MEX_CMD   /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0   /DMATLAB_MEX_FILE -I"include"  -I"C:\Program Files\MATLAB\R2020a\extern\include" -I"C:\Program Files\MATLAB\R2020a\simulink\include" "C:\mypath\saveBinaryDataMex\src\main.cpp" /FoC:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\main.obj
    CMDLINE100_1 : cl /c /Zp8 /GR /W3 /EHs /nologo /MD /O2 /Oy- /DNDEBUG /DUSE_WINDOWS  /DMX_COMPAT_64  /DMATLAB_MEXCMD_RELEASE=R2018a  /DUSE_MEX_CMD   /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0   /DMATLAB_MEX_FILE -I"include"  -I"C:\Program Files\MATLAB\R2020a\extern\include" -I"C:\Program Files\MATLAB\R2020a\simulink\include" "C:\mypath\saveBinaryDataMex\src\saveFunctions.cpp" /FoC:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\saveFunctions.obj
    CMDLINE100_2 : cl /c /Zp8 /GR /W3 /EHs /nologo /MD /O2 /Oy- /DNDEBUG /DUSE_WINDOWS  /DMX_COMPAT_64  /DMATLAB_MEXCMD_RELEASE=R2018a  /DUSE_MEX_CMD   /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0   /DMATLAB_MEX_FILE -I"include"  -I"C:\Program Files\MATLAB\R2020a\extern\include" -I"C:\Program Files\MATLAB\R2020a\simulink\include" "C:\Program Files\MATLAB\R2020a\extern\version\cpp_mexapi_version.cpp" /FoC:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\cpp_mexapi_version.obj
-------------------------------------------------------------------
Building with 'Microsoft Visual C++ 2017'.
cl /c /Zp8 /GR /W3 /EHs /nologo /MD /O2 /Oy- /DNDEBUG /DUSE_WINDOWS  /DMX_COMPAT_64  /DMATLAB_MEXCMD_RELEASE=R2018a  /DUSE_MEX_CMD   /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0   /DMATLAB_MEX_FILE -I"include"  -I"C:\Program Files\MATLAB\R2020a\extern\include" -I"C:\Program Files\MATLAB\R2020a\simulink\include" "C:\mypath\saveBinaryDataMex\src\main.cpp" /FoC:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\main.obj
main.cpp

cl /c /Zp8 /GR /W3 /EHs /nologo /MD /O2 /Oy- /DNDEBUG /DUSE_WINDOWS  /DMX_COMPAT_64  /DMATLAB_MEXCMD_RELEASE=R2018a  /DUSE_MEX_CMD   /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0   /DMATLAB_MEX_FILE -I"include"  -I"C:\Program Files\MATLAB\R2020a\extern\include" -I"C:\Program Files\MATLAB\R2020a\simulink\include" "C:\mypath\saveBinaryDataMex\src\saveFunctions.cpp" /FoC:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\saveFunctions.obj
saveFunctions.cpp
C:\mypath\saveBinaryDataMex\src\saveFunctions.cpp(26): warning C4267: 'argument': conversion from 'size_t' to 'DWORD', possible loss of data

cl /c /Zp8 /GR /W3 /EHs /nologo /MD /O2 /Oy- /DNDEBUG /DUSE_WINDOWS  /DMX_COMPAT_64  /DMATLAB_MEXCMD_RELEASE=R2018a  /DUSE_MEX_CMD   /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0   /DMATLAB_MEX_FILE -I"include"  -I"C:\Program Files\MATLAB\R2020a\extern\include" -I"C:\Program Files\MATLAB\R2020a\simulink\include" "C:\Program Files\MATLAB\R2020a\extern\version\cpp_mexapi_version.cpp" /FoC:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\cpp_mexapi_version.obj
cpp_mexapi_version.cpp

link /nologo /manifest  /DLL  /EXPORT:mexFunction /EXPORT:mexfilerequiredapiversion C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\main.obj C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\saveFunctions.obj C:\Users\RWAASD~1\AppData\Local\Temp\mex_29341090340414_4136\cpp_mexapi_version.obj  /LIBPATH:"C:\Program Files\MATLAB\R2020a\extern\lib\win64\microsoft" libmx.lib libmex.lib libmat.lib kernel32.lib user32.lib gdi32.lib winspool.lib comdlg32.lib advapi32.lib shell32.lib ole32.lib oleaut32.lib uuid.lib odbc32.lib odbccp32.lib libMatlabDataArray.lib libMatlabEngine.lib /out:"C:\mypath\saveBinaryDataMex\saveBinData.mexw64"
   Creating library C:\mypath\saveBinaryDataMex\saveBinData.lib and object C:\mypath\saveBinaryDataMex\saveBinData.exp

mt -outputresource:"C:\mypath\saveBinaryDataMex\saveBinData.mexw64";2 -manifest "C:\mypath\saveBinaryDataMex\saveBinData.mexw64.manifest"
Microsoft (R) Manifest Tool

Copyright (c) Microsoft Corporation. 

All rights reserved.


del "C:\mypath\saveBinaryDataMex\saveBinData.exp" "C:\mypath\saveBinaryDataMex\saveBinData.lib" "C:\mypath\saveBinaryDataMex\saveBinData.mexw64.manifest" "C:\mypath\saveBinaryDataMex\saveBinData.ilk"
MEX completed successfully.

[Jan]

Why do you use FILE_FLAG_SEQUENTIAL_SCAN in the CreateFile call of the Windows API? It concerns the reading, so FILE_FLAG_NO_BUFFERING seems to be better. The additional option FILE_FLAG_WRITE_THROUGH should not have further effects, but it might be worth trying it.

The diagram looks, like the speed is identical up to 16 kB. This looks like it is a problem of the buffering.

[rinkert]

I tried with the FILE_FLAG_NO_BUFFERING, not really a speed boost. I will update the graph. But still speed is nothing compared to matlab's fwrite. What is MATLABs fwrite doing under the hood?

[Jan]

Maybe I can try later, if it helps to write the data in chunks. I'd be surprised, if this happens, but the 16 kB limit looks like a typical buffer size.

What do you observe for fopen(file, 'W') ? With the uppercase 'W' the buffering should be avoided. In some Matlab versions this has been faster.

[rinkert]

I have experimented with 'W' and 'w' in the past in the fopen function of Matlab, and did not notice any change in write speed. I will test again later. Or do you mean to use W in the fopen C function? I have some input from SO as well that I am gonna test later: https://stackoverflow.com/questions/70126690/write-binary-file-to-disk-super-fast-in-mex