MATLAB: Mex programming for a beginner

cdllmex

I'm having trouble learning how to use MEX files, and all of the documentation (even this one: https://www.mathworks.com/help/matlab/matlab_external/standalone-example.html#zmw57dd0e18781, which seemed simple at first but completely lost me after a couple paragraphs) is going WAY over my head.
Right now, I'm trying to use code from a .dll and I don't have the original source code, but I do have a header file with function prototypes of all of the functions that I need, all within extern "C".
So instead of changing these functions or really doing anything all that complicated, I'm just trying to use the .dll functions in my MATLAB code. Here's an example of one of my functions (I have twenty):
#include "mex.h"
#include "AllFunctions.h"
void mexFunction(int nlhs, mxArray *plhs[],
                 int nrhs, const mxArray *prhs[]){
    if(nrhs != 0) {
        mexErrMsgIdAndTxt("Error: myfun.c",
                          "Cannot have any inputs.");
    }
    if(nlhs != 1) {
        mexErrMsgIdAndTxt("Error: myfun.c",
                          "One output required.");
    }
    double *output;    //output
      /* create the output matrix */
      plhs[0] = mxCreateDoubleMatrix(1,1,mxREAL);
      /* get a pointer to the real data in the output matrix */
      output = mxGetPr(plhs[0]);
      /* call the computational routine */
      myfun;
  }
It has no inputs and one output. Most of my functions have a few simple inputs and one output, and a few functions pass pointers. Loadlibrary completely fails for me, and the solutions given on multiple threads do not pertain to me, so I'm trying to use MEX's instead.
I'd like to know if this is the proper approach and maybe what I should include to make this actually work before I make twenty functions that don't work. They all work in tandem with each other, so it is very difficult to test one function and then move on from there. Thanks for helping me out.
PS: Please don't tell me I need to go study MEXs more, as I am doing so as you type up your response. If there is another thing I should be looking at, I'll be very grateful. Any help is appreciated, but please don't tell me to spend my time researching (unless its something specific) before I ask beginner questions because I did a lot of research before posting this question, and I am continuing to do so afterwards.

Best Answer

For the mex routine approach, assuming you can link with the library properly per Philip's comments, I have the following comments:
    if(nlhs != 1)
        mexErrMsgIdAndTxt("Error: myfun.cpp","One output required.");
The above line requires the user to specify an output variable when calling your code. This is usually too strict a requirement to place on a user. A more friendly approach is to require "at most 1" output" so that the result can simply go into ans. Note that even if nlhs==0, MATLAB always has room for at least one output in the plhs array. So this is advised:
    if(nlhs > 1)
        mexErrMsgIdAndTxt("Error: myfun.cpp","At most one output required.");
Then there are these lines:
      /* create the output scalar */
      out = mxGetScalar(plhs[0]);
      /* call the computational routine */
      out = myfun(in_one,in_two);
The above lines will crash MATLAB. The plhs[0] variable does not exist when you enter the mex routine ... that is something that you, the programmer, must create before you can use it. Thus the mxGetScalar(plhs[0]) call accesses invalid memory and crashes MATLAB. And even if you had created plhs[0] previously, the above lines of code would not get the next out result from myfun into plhs[0]. So these lines should be coded this way instead:
      /* call the computational routine */
      out = myfun(in_one,in_two);
      /* create the output scalar */
      plhs[0] = mxCreateDoubleScalar(out);
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