Moving matrix from c++ to Matlab - c++

Question

I'm trying to take a matrix from c++ and import it to Matlab to run bintprog on this matrix, call it m. My c++ code generates these matrices of a certain type, and I need to run bintprog on them quickly, and with ideally millions of matrices.
So any of the following would be great:
A way to import a bunch of matrices at once so I can run a lot of iterations thru my Matlab code.
Or
If I could implement Matlab code right in c++ nicely.
If this is not clear leave me comments and I'll update what I can.

Answer 1

You can call Matlab commands from C++ code (and vice versa):
Compile your C++ code into a mex function and call bintprog using mexCallMatlab.
As proposed by Mark, you may call Matlab engine from native C++ code using matlab engine.
You may compile your C++ code as a shared library and call it from Matlab using calllib.

Answer 2

I suggest the simple solution, assuming that your matrices are kept in 3-dimmensional array:
Build a loop in C++, to save your matrices... Something like this:
ofstream arquivoOut0("myMatrices.dat");
for(int m=0;m<numberMatrices;m++){
for (int i=0; i< numberlines;i++){
for(int j=0;j<numberColumns;j++)
if(j!=numberColumns-1) arquivoOut0<< matrices[m][i][j] << "\t";
else arquivoOut0<< matrices[m][i][j] << "\n";
}
}
}
arquivoOut0.close();
Ok. You have saved your matrices in an ascii file! Now you have to read it in Matlab!
load myMatrices.dat
for m=1:numberMatrices
for i=1:numberLines
for j=1:numberColumns
myMatricesInMatlab(m,i,j)=myMatrices((m-1)*numberLines+i,j);
end
end
end
Now, you can use the toolbox that you need:
for i=1:numberMatrices
Apply the toolbox for myMatricesInMatlab(i,:,:);
end
I think it works, it the processing time is not an issue!